| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 160.38% | 117.63% |
| Max Drawdown | -20.52% | -67.18% |
| Sharpe | 0.61 | 0.37 |
| Sortino | 0.94 | 0.53 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 19.72 | 4.1 |
| Outlier Loss Ratio | 4.31 | 3.68 |
| Volatility (ann.) | 14.36% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.76 | 0.42 |
| Skew | 0.72 | 0.17 |
| Kurtosis | 21.63 | 6.32 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.55% | 2.07% |
| Expected Yearly % | 27.03% | 21.46% |
| Kelly Criterion | 6.75% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4056322:BTCUSD | 4056322:btcusd:triple_gx:lsma200_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -8.28 | 0.14 | + |
| 2023 | 155.54 | 53.17 | 0.34 | - |
| 2024 | 121.00 | 93.19 | 0.77 | - |
| 2025 | -6.45 | -4.06 | 0.63 | + |
| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| MTD | -0.1% | 3.6% |
| 3M | -4.06% | -11.42% |
| 6M | 26.2% | 35.88% |
| YTD | -4.06% | -6.45% |
| 1Y | 42.29% | 24.76% |
| 3Y (ann.) | 40.23% | 25.14% |
| 5Y (ann.) | 36.18% | 28.53% |
| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| Max Drawdown | -20.52% | -67.18% |
| Longest DD Days | 177.0 | 683.0 |
| Avg. Drawdown | -4.21% | -7.29% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 7.82 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-13 | -20.52 | 177 |
| 2022-05-31 | 2022-07-20 | -18.25 | 49 |
| 2023-06-23 | 2023-11-01 | -15.76 | 131 |
| 2023-03-22 | 2023-06-23 | -15.56 | 92 |
| 2022-03-02 | 2022-03-28 | -13.63 | 25 |
| 2023-12-09 | 2024-02-11 | -12.43 | 63 |
| 2024-07-22 | 2024-10-20 | -12.38 | 90 |
| 2025-01-20 | 2025-03-27 | -9.83 | 65 |
| 2022-03-29 | 2022-05-30 | -8.57 | 62 |
| 2024-05-21 | 2024-07-19 | -8.38 | 59 |
| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 33.3% | 43.77% |
| Worst Month | -12.93% | -37.12% |
| Best Year | 93.19% | 155.54% |
| Worst Year | -8.28% | -58.81% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.3% | 7.7% |
| Avg. Down Week | -3.15% | -4.68% |
| Avg. Up Month | 13.42% | 18.99% |
| Avg. Down Month | -6.27% | -11.89% |
| Win Days % | 50.0% | 51.15% |
| Win Month % | 51.43% | 60.53% |
| Win Week % | 50.0% | 49.09% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |