| Metric | 4056283:btcusd:triple_gx:lsma145_90_55 | 4056283:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 127.18% | 109.88% |
| Max Drawdown | -31.56% | -67.18% |
| Sharpe | 0.49 | 0.36 |
| Sortino | 0.73 | 0.51 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.19 | 1.03 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 16.41 | 4.11 |
| Outlier Loss Ratio | 4.3 | 3.92 |
| Volatility (ann.) | 15.93% | 26.61% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.95 | 0.4 |
| Skew | 0.43 | 0.16 |
| Kurtosis | 17.81 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.18% | 1.97% |
| Expected Yearly % | 22.77% | 20.36% |
| Kelly Criterion | 4.95% | 6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.26% |
| Expected Shortfall (cVaR) | -1.35% | -2.26% |
| Year | 4056283:BTCUSD | 4056283:btcusd:triple_gx:lsma145_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.10 | -0.03 | + |
| 2023 | 155.54 | 58.16 | 0.37 | - |
| 2024 | 121.00 | 69.27 | 0.57 | - |
| 2025 | -6.45 | -16.88 | 2.62 | - |
| Metric | 4056283:btcusd:triple_gx:lsma145_90_55 | 4056283:BTCUSD |
|---|---|---|
| MTD | -3.93% | 3.6% |
| 3M | -16.88% | -11.42% |
| 6M | -5.79% | 35.88% |
| YTD | -16.88% | -6.45% |
| 1Y | 2.52% | 24.76% |
| 3Y (ann.) | 29.05% | 25.14% |
| 5Y (ann.) | 29.9% | 26.66% |
| Metric | 4056283:btcusd:triple_gx:lsma145_90_55 | 4056283:BTCUSD |
|---|---|---|
| Max Drawdown | -31.56% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.64% | -7.04% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 4.03 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -31.56 | 99 |
| 2022-05-31 | 2022-09-12 | -27.21 | 103 |
| 2023-03-22 | 2023-12-03 | -20.93 | 256 |
| 2022-09-13 | 2023-01-13 | -19.45 | 122 |
| 2024-04-02 | 2024-07-20 | -19.41 | 109 |
| 2022-02-10 | 2022-03-27 | -14.95 | 45 |
| 2024-01-11 | 2024-02-10 | -11.91 | 30 |
| 2024-08-26 | 2024-10-18 | -11.17 | 53 |
| 2022-03-29 | 2022-05-30 | -10.54 | 62 |
| 2023-01-21 | 2023-03-17 | -10.13 | 54 |
| Metric | 4056283:btcusd:triple_gx:lsma145_90_55 | 4056283:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 33.83% | 43.77% |
| Worst Month | -14.28% | -37.12% |
| Best Year | 69.27% | 155.54% |
| Worst Year | -16.88% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.46% | 7.62% |
| Avg. Down Week | -3.69% | -3.98% |
| Avg. Up Month | 12.06% | 17.19% |
| Avg. Down Month | -6.47% | -11.66% |
| Win Days % | 50.39% | 51.13% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 51.96% | 49.1% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |