| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 123.74% | 104.28% |
| Max Drawdown | -33.75% | -67.18% |
| Sharpe | 0.49 | 0.35 |
| Sortino | 0.73 | 0.5 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.18 | 1.03 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 16.89 | 4.1 |
| Outlier Loss Ratio | 4.24 | 3.83 |
| Volatility (ann.) | 15.69% | 26.62% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.87 | 0.38 |
| Skew | 0.53 | 0.16 |
| Kurtosis | 18.5 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.14% | 1.9% |
| Expected Yearly % | 22.3% | 19.55% |
| Kelly Criterion | 4.99% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.27% |
| Expected Shortfall (cVaR) | -1.33% | -2.27% |
| Year | 4056284:BTCUSD | 4056284:btcusd:triple_gx:lsma150_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 0.21 | -0.00 | + |
| 2023 | 155.54 | 53.91 | 0.35 | - |
| 2024 | 121.00 | 73.38 | 0.61 | - |
| 2025 | -6.45 | -16.33 | 2.53 | - |
| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| MTD | -1.57% | 3.6% |
| 3M | -16.33% | -11.42% |
| 6M | -7.13% | 35.88% |
| YTD | -16.33% | -6.45% |
| 1Y | 5.03% | 24.76% |
| 3Y (ann.) | 28.55% | 25.14% |
| 5Y (ann.) | 29.33% | 25.62% |
| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| Max Drawdown | -33.75% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.66% | -7.52% |
| Avg. Drawdown Days | 19.0 | 38.0 |
| Recovery Factor | 3.67 | 1.55 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-27 | -33.75 | 124 |
| 2022-05-31 | 2022-09-11 | -26.43 | 103 |
| 2023-03-22 | 2023-12-04 | -21.05 | 256 |
| 2022-09-13 | 2023-01-13 | -20.99 | 122 |
| 2024-04-15 | 2024-05-20 | -14.91 | 35 |
| 2022-02-10 | 2022-03-27 | -12.94 | 44 |
| 2022-03-29 | 2022-05-31 | -11.31 | 63 |
| 2024-08-26 | 2024-10-18 | -11.17 | 53 |
| 2024-01-11 | 2024-02-09 | -10.97 | 29 |
| 2023-01-21 | 2023-03-17 | -9.82 | 54 |
| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -14.23% | -29.64% |
| Best Month | 33.86% | 43.77% |
| Worst Month | -14.23% | -37.12% |
| Best Year | 73.38% | 155.54% |
| Worst Year | -16.33% | -61.33% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.48% | 7.6% |
| Avg. Down Week | -3.58% | -3.95% |
| Avg. Up Month | 12.32% | 17.79% |
| Avg. Down Month | -6.11% | -11.66% |
| Win Days % | 50.11% | 51.12% |
| Win Month % | 47.22% | 60.53% |
| Win Week % | 50.5% | 48.5% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |