| Metric | 4055991:btcusd:triple_gx:lsma185_100_50 | 4055991:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 180.62% | 98.03% |
| Max Drawdown | -24.66% | -67.18% |
| Sharpe | 0.65 | 0.34 |
| Sortino | 0.99 | 0.49 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.37 | 1.03 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 19.06 | 4.09 |
| Outlier Loss Ratio | 4.32 | 3.67 |
| Volatility (ann.) | 14.36% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.6 | 0.37 |
| Skew | 0.63 | 0.16 |
| Kurtosis | 20.7 | 6.31 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 1.81% |
| Expected Yearly % | 29.43% | 18.63% |
| Kelly Criterion | 7.21% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4055991:BTCUSD | 4055991:btcusd:triple_gx:lsma185_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -2.01 | 0.03 | + |
| 2023 | 155.54 | 56.00 | 0.36 | - |
| 2024 | 121.00 | 98.97 | 0.82 | - |
| 2025 | -6.45 | -7.74 | 1.20 | - |
| Metric | 4055991:btcusd:triple_gx:lsma185_100_50 | 4055991:BTCUSD |
|---|---|---|
| MTD | 2.52% | 3.6% |
| 3M | -7.74% | -11.42% |
| 6M | 21.05% | 35.88% |
| YTD | -7.74% | -6.45% |
| 1Y | 43.33% | 24.76% |
| 3Y (ann.) | 44.53% | 25.14% |
| 5Y (ann.) | 39.35% | 24.57% |
| Metric | 4055991:btcusd:triple_gx:lsma185_100_50 | 4055991:BTCUSD |
|---|---|---|
| Max Drawdown | -24.66% | -67.18% |
| Longest DD Days | 177.0 | 683.0 |
| Avg. Drawdown | -4.01% | -7.55% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 7.32 | 1.46 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-13 | -24.66 | 177 |
| 2024-11-22 | 2025-03-27 | -18.45 | 124 |
| 2023-06-23 | 2023-11-01 | -17.46 | 131 |
| 2023-12-09 | 2024-02-12 | -15.50 | 65 |
| 2022-03-03 | 2022-05-30 | -14.70 | 88 |
| 2022-05-31 | 2022-07-18 | -14.36 | 48 |
| 2023-01-21 | 2023-03-17 | -10.91 | 55 |
| 2024-03-11 | 2024-05-18 | -10.09 | 67 |
| 2023-05-29 | 2023-06-21 | -8.86 | 23 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| Metric | 4055991:btcusd:triple_gx:lsma185_100_50 | 4055991:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 32.9% | 43.77% |
| Worst Month | -13.98% | -37.12% |
| Best Year | 98.97% | 155.54% |
| Worst Year | -7.74% | -62.52% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.66% | 7.65% |
| Avg. Down Week | -3.48% | -3.6% |
| Avg. Up Month | 12.26% | 17.96% |
| Avg. Down Month | -5.6% | -11.26% |
| Win Days % | 50.53% | 51.09% |
| Win Month % | 57.58% | 57.89% |
| Win Week % | 52.75% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |