| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 111.91% | 104.28% |
| Max Drawdown | -27.55% | -67.18% |
| Sharpe | 0.47 | 0.35 |
| Sortino | 0.7 | 0.5 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 17.79 | 4.09 |
| Outlier Loss Ratio | 4.2 | 3.77 |
| Volatility (ann.) | 15.19% | 26.62% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.98 | 0.38 |
| Skew | 0.45 | 0.16 |
| Kurtosis | 18.54 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 1.9% |
| Expected Yearly % | 20.65% | 19.55% |
| Kelly Criterion | 4.68% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.27% |
| Expected Shortfall (cVaR) | -1.29% | -2.27% |
| Year | 4056573:BTCUSD | 4056573:btcusd:triple_gx:lsma150_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 3.05 | -0.05 | + |
| 2023 | 155.54 | 38.26 | 0.25 | - |
| 2024 | 121.00 | 66.40 | 0.55 | - |
| 2025 | -6.45 | -10.62 | 1.65 | - |
| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| MTD | 4.8% | 3.6% |
| 3M | -10.62% | -11.42% |
| 6M | -0.17% | 35.88% |
| YTD | -10.62% | -6.45% |
| 1Y | 10.79% | 24.76% |
| 3Y (ann.) | 26.8% | 25.14% |
| 5Y (ann.) | 27.1% | 25.62% |
| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| Max Drawdown | -27.55% | -67.18% |
| Longest DD Days | 292.0 | 683.0 |
| Avg. Drawdown | -5.1% | -7.52% |
| Avg. Drawdown Days | 23.0 | 38.0 |
| Recovery Factor | 4.06 | 1.55 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-01-08 | -27.55 | 292 |
| 2024-11-21 | 2025-03-27 | -25.97 | 125 |
| 2022-05-31 | 2022-09-12 | -21.27 | 103 |
| 2022-09-13 | 2023-01-13 | -18.49 | 122 |
| 2024-01-11 | 2024-02-12 | -13.63 | 32 |
| 2022-02-10 | 2022-03-27 | -12.65 | 45 |
| 2024-08-22 | 2024-11-11 | -11.16 | 80 |
| 2022-04-28 | 2022-05-31 | -10.78 | 32 |
| 2024-04-28 | 2024-05-20 | -10.73 | 22 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.78% | -29.64% |
| Best Month | 34.76% | 43.77% |
| Worst Month | -13.44% | -37.12% |
| Best Year | 66.4% | 155.54% |
| Worst Year | -10.62% | -61.33% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.98% | 7.45% |
| Avg. Down Week | -3.65% | -4.38% |
| Avg. Up Month | 10.45% | 16.23% |
| Avg. Down Month | -6.16% | -11.66% |
| Win Days % | 49.88% | 51.12% |
| Win Month % | 52.78% | 60.53% |
| Win Week % | 53.47% | 48.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |