| Metric | 4056296:btcusd:triple_gx:lsma210_90_55 | 4056296:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 181.65% | 132.64% |
| Max Drawdown | -25.83% | -67.18% |
| Sharpe | 0.65 | 0.39 |
| Sortino | 1.02 | 0.57 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.37 | 1.05 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 20.22 | 4.12 |
| Outlier Loss Ratio | 4.27 | 3.7 |
| Volatility (ann.) | 14.47% | 26.53% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.54 | 0.47 |
| Skew | 1.06 | 0.17 |
| Kurtosis | 24.63 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 2.25% |
| Expected Yearly % | 29.55% | 23.5% |
| Kelly Criterion | 7.55% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 4056296:BTCUSD | 4056296:btcusd:triple_gx:lsma210_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -8.57 | 0.15 | + |
| 2023 | 155.54 | 54.34 | 0.35 | - |
| 2024 | 121.00 | 110.59 | 0.91 | - |
| 2025 | -6.45 | -5.22 | 0.81 | + |
| Metric | 4056296:btcusd:triple_gx:lsma210_90_55 | 4056296:BTCUSD |
|---|---|---|
| MTD | -4.48% | 3.6% |
| 3M | -5.22% | -11.42% |
| 6M | 42.98% | 35.88% |
| YTD | -5.22% | -6.45% |
| 1Y | 50.23% | 24.76% |
| 3Y (ann.) | 40.89% | 25.14% |
| 5Y (ann.) | 39.8% | 31.42% |
| Metric | 4056296:btcusd:triple_gx:lsma210_90_55 | 4056296:BTCUSD |
|---|---|---|
| Max Drawdown | -25.83% | -67.18% |
| Longest DD Days | 229.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.57% |
| Avg. Drawdown Days | 21.0 | 32.0 |
| Recovery Factor | 7.03 | 1.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-16 | -25.83 | 229 |
| 2023-06-23 | 2023-11-01 | -16.41 | 131 |
| 2024-05-21 | 2024-11-06 | -15.73 | 169 |
| 2023-11-02 | 2024-02-12 | -14.76 | 102 |
| 2023-03-22 | 2023-06-21 | -13.61 | 90 |
| 2022-03-03 | 2022-03-25 | -13.47 | 22 |
| 2025-01-20 | 2025-03-27 | -12.86 | 65 |
| 2022-03-29 | 2022-05-30 | -8.61 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056296:btcusd:triple_gx:lsma210_90_55 | 4056296:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 43.46% | 43.77% |
| Worst Month | -15.09% | -37.12% |
| Best Year | 110.59% | 155.54% |
| Worst Year | -8.57% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.49% | 8.37% |
| Avg. Down Week | -3.41% | -4.08% |
| Avg. Up Month | 14.05% | 18.67% |
| Avg. Down Month | -5.84% | -11.11% |
| Win Days % | 50.4% | 51.18% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 52.81% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |