| Metric | 4055996:btcusd:triple_gx:lsma205_100_50 | 4055996:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 172.22% | 122.51% |
| Max Drawdown | -26.99% | -67.18% |
| Sharpe | 0.64 | 0.38 |
| Sortino | 0.97 | 0.54 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.36 | 1.04 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 19.26 | 4.08 |
| Outlier Loss Ratio | 4.29 | 3.69 |
| Volatility (ann.) | 14.33% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.41 | 0.44 |
| Skew | 0.61 | 0.17 |
| Kurtosis | 20.87 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.67% | 2.13% |
| Expected Yearly % | 28.45% | 22.13% |
| Kelly Criterion | 7.34% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4055996:BTCUSD | 4055996:btcusd:triple_gx:lsma205_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -6.31 | 0.11 | + |
| 2023 | 155.54 | 48.74 | 0.31 | - |
| 2024 | 121.00 | 110.90 | 0.92 | - |
| 2025 | -6.45 | -7.38 | 1.14 | - |
| Metric | 4055996:btcusd:triple_gx:lsma205_100_50 | 4055996:BTCUSD |
|---|---|---|
| MTD | 1.42% | 3.6% |
| 3M | -7.38% | -11.42% |
| 6M | 22.51% | 35.88% |
| YTD | -7.38% | -6.45% |
| 1Y | 48.37% | 24.76% |
| 3Y (ann.) | 42.83% | 25.14% |
| 5Y (ann.) | 38.19% | 29.48% |
| Metric | 4055996:btcusd:triple_gx:lsma205_100_50 | 4055996:BTCUSD |
|---|---|---|
| Max Drawdown | -26.99% | -67.18% |
| Longest DD Days | 181.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.96% |
| Avg. Drawdown Days | 20.0 | 34.0 |
| Recovery Factor | 6.38 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-18 | -26.99 | 181 |
| 2024-11-22 | 2025-03-27 | -16.93 | 124 |
| 2023-06-23 | 2023-10-25 | -16.01 | 123 |
| 2022-03-02 | 2022-03-29 | -14.37 | 27 |
| 2023-03-22 | 2023-06-23 | -13.66 | 92 |
| 2023-12-09 | 2024-02-11 | -13.14 | 64 |
| 2022-05-31 | 2022-07-08 | -12.37 | 37 |
| 2022-07-09 | 2022-07-18 | -11.73 | 8 |
| 2024-07-22 | 2024-09-18 | -8.96 | 58 |
| 2024-05-21 | 2024-07-19 | -8.88 | 59 |
| Metric | 4055996:btcusd:triple_gx:lsma205_100_50 | 4055996:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 30.73% | 43.77% |
| Worst Month | -14.37% | -37.12% |
| Best Year | 110.9% | 155.54% |
| Worst Year | -7.38% | -57.88% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.65% | 8.03% |
| Avg. Down Week | -3.44% | -4.09% |
| Avg. Up Month | 13.41% | 18.39% |
| Avg. Down Month | -4.96% | -11.11% |
| Win Days % | 50.47% | 51.16% |
| Win Month % | 48.57% | 60.53% |
| Win Week % | 52.22% | 49.09% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |