| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 175.75% | 105.84% |
| Max Drawdown | -22.27% | -67.18% |
| Sharpe | 0.63 | 0.35 |
| Sortino | 0.97 | 0.51 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.37 | 1.03 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 19.62 | 4.09 |
| Outlier Loss Ratio | 4.26 | 3.68 |
| Volatility (ann.) | 14.46% | 26.57% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.73 | 0.39 |
| Skew | 0.74 | 0.16 |
| Kurtosis | 22.44 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.71% | 1.92% |
| Expected Yearly % | 28.86% | 19.78% |
| Kelly Criterion | 7.09% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 4056578:BTCUSD | 4056578:btcusd:triple_gx:lsma170_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 0.03 | -0.00 | + |
| 2023 | 155.54 | 47.43 | 0.30 | - |
| 2024 | 121.00 | 114.55 | 0.95 | - |
| 2025 | -6.45 | -12.85 | 1.99 | - |
| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| MTD | 3.62% | 3.6% |
| 3M | -12.85% | -11.42% |
| 6M | 23.18% | 35.88% |
| YTD | -12.85% | -6.45% |
| 1Y | 51.39% | 24.76% |
| 3Y (ann.) | 39.69% | 25.14% |
| 5Y (ann.) | 38.45% | 26.05% |
| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| Max Drawdown | -22.27% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 7.89 | 1.58 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-13 | -22.27 | 226 |
| 2024-11-21 | 2025-03-27 | -18.07 | 125 |
| 2023-03-22 | 2023-12-05 | -18.02 | 257 |
| 2023-12-09 | 2024-02-14 | -16.60 | 67 |
| 2022-02-16 | 2022-03-27 | -12.72 | 39 |
| 2022-03-29 | 2022-05-30 | -9.74 | 62 |
| 2024-08-22 | 2024-09-24 | -9.08 | 33 |
| 2023-01-21 | 2023-03-17 | -7.81 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-05-21 | 2024-07-19 | -6.15 | 59 |
| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 42.3% | 43.77% |
| Worst Month | -13.44% | -37.12% |
| Best Year | 114.55% | 155.54% |
| Worst Year | -12.85% | -61.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.17% | 7.6% |
| Avg. Down Week | -3.81% | -4.63% |
| Avg. Up Month | 11.6% | 16.27% |
| Avg. Down Month | -6.66% | -11.59% |
| Win Days % | 50.23% | 51.1% |
| Win Month % | 60.61% | 60.53% |
| Win Week % | 56.04% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |