| Metric | 4056574:btcusd:triple_gx:lsma145_85_60 | 4056574:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 125.32% | 109.88% |
| Max Drawdown | -28.7% | -67.18% |
| Sharpe | 0.5 | 0.36 |
| Sortino | 0.74 | 0.51 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.21 | 1.03 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 17.29 | 4.09 |
| Outlier Loss Ratio | 4.26 | 3.83 |
| Volatility (ann.) | 15.43% | 26.61% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.03 | 0.4 |
| Skew | 0.47 | 0.16 |
| Kurtosis | 18.44 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.16% | 1.97% |
| Expected Yearly % | 22.52% | 20.36% |
| Kelly Criterion | 5.08% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.26% |
| Expected Shortfall (cVaR) | -1.31% | -2.26% |
| Year | 4056574:BTCUSD | 4056574:btcusd:triple_gx:lsma145_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.64 | -0.08 | + |
| 2023 | 155.54 | 37.80 | 0.24 | - |
| 2024 | 121.00 | 73.17 | 0.60 | - |
| 2025 | -6.45 | -9.77 | 1.51 | - |
| Metric | 4056574:btcusd:triple_gx:lsma145_85_60 | 4056574:BTCUSD |
|---|---|---|
| MTD | 5.28% | 3.6% |
| 3M | -9.77% | -11.42% |
| 6M | 3.94% | 35.88% |
| YTD | -9.77% | -6.45% |
| 1Y | 17.55% | 24.76% |
| 3Y (ann.) | 27.96% | 25.14% |
| 5Y (ann.) | 29.56% | 26.66% |
| Metric | 4056574:btcusd:triple_gx:lsma145_85_60 | 4056574:BTCUSD |
|---|---|---|
| Max Drawdown | -28.7% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.36% | -7.04% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 4.37 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-12 | -28.70 | 326 |
| 2022-03-29 | 2022-09-12 | -25.79 | 166 |
| 2024-12-17 | 2025-03-27 | -25.39 | 99 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-02-10 | 2022-03-27 | -12.02 | 45 |
| 2024-08-22 | 2024-11-10 | -11.16 | 79 |
| 2024-04-28 | 2024-05-20 | -10.57 | 22 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-05-21 | 2024-07-19 | -6.15 | 59 |
| Metric | 4056574:btcusd:triple_gx:lsma145_85_60 | 4056574:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.39% | -29.64% |
| Best Month | 34.73% | 43.77% |
| Worst Month | -13.89% | -37.12% |
| Best Year | 73.17% | 155.54% |
| Worst Year | -9.77% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.81% | 7.31% |
| Avg. Down Week | -3.82% | -4.43% |
| Avg. Up Month | 11.05% | 16.39% |
| Avg. Down Month | -6.05% | -11.66% |
| Win Days % | 50.09% | 51.13% |
| Win Month % | 52.78% | 60.53% |
| Win Week % | 56.86% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |