| Metric | 4056278:btcusd:triple_gx:lsma120_90_55 | 4056278:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 122.9% | 130.26% |
| Max Drawdown | -34.75% | -67.18% |
| Sharpe | 0.46 | 0.38 |
| Sortino | 0.68 | 0.55 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 14.44 | 4.17 |
| Outlier Loss Ratio | 4.39 | 4.0 |
| Volatility (ann.) | 16.87% | 26.67% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.83 | 0.45 |
| Skew | 0.35 | 0.18 |
| Kurtosis | 15.81 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.16% |
| Expected Yearly % | 22.19% | 23.18% |
| Kelly Criterion | 4.55% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.27% |
| Expected Shortfall (cVaR) | -1.43% | -2.27% |
| Year | 4056278:BTCUSD | 4056278:btcusd:triple_gx:lsma120_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -5.48 | 0.10 | + |
| 2023 | 155.54 | 59.73 | 0.38 | - |
| 2024 | 121.00 | 72.57 | 0.60 | - |
| 2025 | -6.45 | -14.44 | 2.24 | - |
| Metric | 4056278:btcusd:triple_gx:lsma120_90_55 | 4056278:BTCUSD |
|---|---|---|
| MTD | -0.12% | 3.6% |
| 3M | -14.44% | -11.42% |
| 6M | 5.61% | 35.88% |
| YTD | -14.44% | -6.45% |
| 1Y | 7.57% | 24.76% |
| 3Y (ann.) | 25.41% | 25.14% |
| 5Y (ann.) | 28.94% | 30.28% |
| Metric | 4056278:btcusd:triple_gx:lsma120_90_55 | 4056278:BTCUSD |
|---|---|---|
| Max Drawdown | -34.75% | -67.18% |
| Longest DD Days | 297.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.48% |
| Avg. Drawdown Days | 21.0 | 32.0 |
| Recovery Factor | 3.54 | 1.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-20 | -34.75 | 297 |
| 2024-12-17 | 2025-03-27 | -33.19 | 99 |
| 2024-05-21 | 2024-08-23 | -17.81 | 94 |
| 2023-03-22 | 2023-06-23 | -17.59 | 92 |
| 2023-06-23 | 2023-12-03 | -16.75 | 163 |
| 2022-02-10 | 2022-03-27 | -15.68 | 45 |
| 2024-04-01 | 2024-05-20 | -15.37 | 49 |
| 2024-01-11 | 2024-02-09 | -11.72 | 29 |
| 2024-08-26 | 2024-10-15 | -11.25 | 50 |
| 2023-01-21 | 2023-03-17 | -9.75 | 54 |
| Metric | 4056278:btcusd:triple_gx:lsma120_90_55 | 4056278:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.01% | -29.64% |
| Best Month | 33.49% | 43.77% |
| Worst Month | -15.18% | -37.12% |
| Best Year | 72.57% | 155.54% |
| Worst Year | -14.44% | -56.42% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.74% | 7.6% |
| Avg. Down Week | -3.83% | -4.11% |
| Avg. Up Month | 12.28% | 18.2% |
| Avg. Down Month | -6.82% | -11.85% |
| Win Days % | 50.29% | 51.13% |
| Win Month % | 47.37% | 61.54% |
| Win Week % | 48.65% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |