| Metric | 4056307:btcusd:triple_gx:lsma125_95_55 | 4056307:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 127.41% | 126.97% |
| Max Drawdown | -31.45% | -67.18% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.7 | 0.55 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 14.23 | 4.17 |
| Outlier Loss Ratio | 4.41 | 4.0 |
| Volatility (ann.) | 16.8% | 26.66% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.95 | 0.44 |
| Skew | 0.45 | 0.18 |
| Kurtosis | 15.3 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.19% | 2.18% |
| Expected Yearly % | 22.8% | 22.74% |
| Kelly Criterion | 4.62% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.27% |
| Expected Shortfall (cVaR) | -1.42% | -2.27% |
| Year | 4056307:BTCUSD | 4056307:btcusd:triple_gx:lsma125_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.27 | -0.06 | + |
| 2023 | 155.54 | 53.98 | 0.35 | - |
| 2024 | 121.00 | 72.61 | 0.60 | - |
| 2025 | -6.45 | -17.14 | 2.66 | - |
| Metric | 4056307:btcusd:triple_gx:lsma125_95_55 | 4056307:BTCUSD |
|---|---|---|
| MTD | -1.33% | 3.6% |
| 3M | -17.14% | -11.42% |
| 6M | 3.76% | 35.88% |
| YTD | -17.14% | -6.45% |
| 1Y | 8.28% | 24.76% |
| 3Y (ann.) | 28.26% | 25.14% |
| 5Y (ann.) | 29.79% | 29.71% |
| Metric | 4056307:btcusd:triple_gx:lsma125_95_55 | 4056307:BTCUSD |
|---|---|---|
| Max Drawdown | -31.45% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.6% |
| Avg. Drawdown Days | 20.0 | 33.0 |
| Recovery Factor | 4.05 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -31.45 | 99 |
| 2022-02-10 | 2023-01-13 | -24.81 | 336 |
| 2023-03-22 | 2023-12-04 | -19.92 | 256 |
| 2024-04-01 | 2024-08-23 | -18.24 | 144 |
| 2024-01-11 | 2024-02-12 | -14.43 | 32 |
| 2024-08-26 | 2024-09-27 | -11.08 | 32 |
| 2023-02-21 | 2023-03-17 | -8.41 | 24 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056307:btcusd:triple_gx:lsma125_95_55 | 4056307:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 36.54% | 43.77% |
| Worst Month | -15.01% | -37.12% |
| Best Year | 72.61% | 155.54% |
| Worst Year | -17.14% | -57.04% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 5.37% | 7.35% |
| Avg. Down Week | -3.49% | -4.27% |
| Avg. Up Month | 11.82% | 18.06% |
| Avg. Down Month | -7.05% | -12.94% |
| Win Days % | 50.24% | 51.14% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 50.89% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |