| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 138.68% | 103.16% |
| Max Drawdown | -29.7% | -67.18% |
| Sharpe | 0.53 | 0.35 |
| Sortino | 0.79 | 0.5 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 17.23 | 4.1 |
| Outlier Loss Ratio | 4.28 | 3.83 |
| Volatility (ann.) | 15.53% | 26.59% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.08 | 0.38 |
| Skew | 0.55 | 0.16 |
| Kurtosis | 19.1 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.32% | 1.88% |
| Expected Yearly % | 24.3% | 19.39% |
| Kelly Criterion | 5.37% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.26% |
| Expected Shortfall (cVaR) | -1.31% | -2.26% |
| Year | 4056285:BTCUSD | 4056285:btcusd:triple_gx:lsma155_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | -1.96 | 0.03 | + |
| 2023 | 155.54 | 56.19 | 0.36 | - |
| 2024 | 121.00 | 90.97 | 0.75 | - |
| 2025 | -6.45 | -18.38 | 2.85 | - |
| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| MTD | -2.91% | 3.6% |
| 3M | -18.38% | -11.42% |
| 6M | 0.55% | 35.88% |
| YTD | -18.38% | -6.45% |
| 1Y | 14.31% | 24.76% |
| 3Y (ann.) | 31.66% | 25.14% |
| 5Y (ann.) | 32.06% | 25.43% |
| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| Max Drawdown | -29.7% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.41% |
| Avg. Drawdown Days | 18.0 | 38.0 |
| Recovery Factor | 4.67 | 1.54 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-27 | -29.70 | 124 |
| 2022-05-31 | 2022-09-12 | -26.93 | 104 |
| 2022-09-13 | 2023-01-13 | -20.95 | 122 |
| 2023-03-22 | 2023-12-04 | -20.45 | 256 |
| 2024-04-15 | 2024-05-20 | -13.94 | 35 |
| 2022-02-10 | 2022-03-27 | -13.08 | 45 |
| 2024-08-26 | 2024-10-18 | -11.33 | 53 |
| 2022-03-29 | 2022-05-31 | -11.05 | 63 |
| 2024-01-11 | 2024-02-09 | -10.97 | 29 |
| 2023-01-21 | 2023-03-17 | -8.35 | 54 |
| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 32.73% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 90.97% | 155.54% |
| Worst Year | -18.38% | -61.55% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.42% | 7.76% |
| Avg. Down Week | -3.42% | -4.21% |
| Avg. Up Month | 11.07% | 16.63% |
| Avg. Down Month | -5.48% | -11.85% |
| Win Days % | 50.32% | 51.13% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 50.98% | 48.5% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |