| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 248.38% | 107.04% |
| Max Drawdown | -25.35% | -67.18% |
| Sharpe | 0.76 | 0.35 |
| Sortino | 1.18 | 0.51 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 18.94 | 4.1 |
| Outlier Loss Ratio | 4.28 | 3.68 |
| Volatility (ann.) | 14.67% | 26.59% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.95 | 0.39 |
| Skew | 0.89 | 0.16 |
| Kurtosis | 22.14 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.34% | 1.93% |
| Expected Yearly % | 36.62% | 19.95% |
| Kelly Criterion | 8.89% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4056289:BTCUSD | 4056289:btcusd:triple_gx:lsma175_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 2.15 | -0.04 | + |
| 2023 | 155.54 | 58.12 | 0.37 | - |
| 2024 | 121.00 | 147.65 | 1.22 | + |
| 2025 | -6.21 | -12.91 | 2.08 | - |
| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| MTD | -0.92% | 3.86% |
| 3M | -12.91% | -7.61% |
| 6M | 30.62% | 38.23% |
| YTD | -12.91% | -6.21% |
| 1Y | 65.26% | 25.27% |
| 3Y (ann.) | 49.73% | 25.44% |
| 5Y (ann.) | 49.34% | 26.34% |
| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.69% |
| Avg. Drawdown Days | 16.0 | 34.0 |
| Recovery Factor | 9.8 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-13 | -25.35 | 227 |
| 2024-11-22 | 2025-03-26 | -20.12 | 123 |
| 2023-06-23 | 2023-11-01 | -15.98 | 131 |
| 2023-12-09 | 2024-02-12 | -13.35 | 65 |
| 2023-03-22 | 2023-06-22 | -11.51 | 91 |
| 2022-02-16 | 2022-03-27 | -11.36 | 39 |
| 2024-08-26 | 2024-10-17 | -11.06 | 52 |
| 2023-01-21 | 2023-03-17 | -9.44 | 54 |
| 2022-03-29 | 2022-05-30 | -8.61 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 43.46% | 43.77% |
| Worst Month | -13.49% | -37.12% |
| Best Year | 147.65% | 155.54% |
| Worst Year | -12.91% | -60.91% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.42% | 7.64% |
| Avg. Down Week | -3.36% | -3.68% |
| Avg. Up Month | 12.0% | 16.72% |
| Avg. Down Month | -6.16% | -10.71% |
| Win Days % | 50.85% | 51.07% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 56.04% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |