| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 170.45% | 96.62% |
| Max Drawdown | -27.33% | -67.18% |
| Sharpe | 0.6 | 0.34 |
| Sortino | 0.91 | 0.49 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 0.97 |
| Outlier Win Ratio | 17.72 | 4.11 |
| Outlier Loss Ratio | 4.29 | 3.77 |
| Volatility (ann.) | 15.3% | 26.59% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.37 | 0.36 |
| Skew | 0.74 | 0.16 |
| Kurtosis | 21.0 | 6.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.65% | 1.8% |
| Expected Yearly % | 28.24% | 18.42% |
| Kelly Criterion | 6.51% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.26% |
| Expected Shortfall (cVaR) | -1.29% | -2.26% |
| Year | 4056286:BTCUSD | 4056286:btcusd:triple_gx:lsma160_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | -12.11 | 0.19 | + |
| 2023 | 155.54 | 61.39 | 0.39 | - |
| 2024 | 121.00 | 141.69 | 1.17 | + |
| 2025 | -6.45 | -21.11 | 3.27 | - |
| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| MTD | -3.35% | 3.6% |
| 3M | -21.11% | -11.42% |
| 6M | 15.75% | 35.88% |
| YTD | -21.11% | -6.45% |
| 1Y | 43.12% | 24.76% |
| 3Y (ann.) | 39.16% | 25.14% |
| 5Y (ann.) | 37.48% | 24.15% |
| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| Max Drawdown | -27.33% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -3.76% | -7.64% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 6.24 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-20 | -27.33 | 234 |
| 2025-01-07 | 2025-03-27 | -25.91 | 79 |
| 2023-06-23 | 2023-11-01 | -15.99 | 131 |
| 2023-03-22 | 2023-06-23 | -13.23 | 92 |
| 2022-02-10 | 2022-03-27 | -13.08 | 45 |
| 2024-08-26 | 2024-10-18 | -11.56 | 53 |
| 2023-12-09 | 2024-02-09 | -11.54 | 62 |
| 2023-01-21 | 2023-03-17 | -10.60 | 54 |
| 2022-03-29 | 2022-05-30 | -8.45 | 62 |
| 2024-04-30 | 2024-05-15 | -6.64 | 15 |
| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 43.46% | 43.77% |
| Worst Month | -14.43% | -37.12% |
| Best Year | 141.69% | 155.54% |
| Worst Year | -21.11% | -62.78% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 5.54% | 7.7% |
| Avg. Down Week | -3.37% | -4.28% |
| Avg. Up Month | 13.26% | 18.44% |
| Avg. Down Month | -5.14% | -11.31% |
| Win Days % | 50.53% | 51.1% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 51.55% | 48.5% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |