| Metric | 4056582:btcusd:triple_gx:lsma195_85_60 | 4056582:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 167.13% | 118.05% |
| Max Drawdown | -19.35% | -67.18% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 0.99 | 0.53 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.41 | 1.04 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 21.05 | 4.1 |
| Outlier Loss Ratio | 4.34 | 3.63 |
| Volatility (ann.) | 14.0% | 26.58% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.93 | 0.43 |
| Skew | 0.97 | 0.17 |
| Kurtosis | 24.26 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.62% | 2.07% |
| Expected Yearly % | 27.84% | 21.52% |
| Kelly Criterion | 7.23% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.26% |
| Expected Shortfall (cVaR) | -1.18% | -2.26% |
| Year | 4056582:BTCUSD | 4056582:btcusd:triple_gx:lsma195_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.23 | 0.04 | + |
| 2023 | 155.54 | 43.41 | 0.28 | - |
| 2024 | 121.00 | 105.78 | 0.87 | - |
| 2025 | -6.45 | -7.42 | 1.15 | - |
| Metric | 4056582:btcusd:triple_gx:lsma195_85_60 | 4056582:BTCUSD |
|---|---|---|
| MTD | 0.83% | 3.6% |
| 3M | -7.42% | -11.42% |
| 6M | 30.21% | 35.88% |
| YTD | -7.42% | -6.45% |
| 1Y | 43.75% | 24.76% |
| 3Y (ann.) | 39.88% | 25.14% |
| 5Y (ann.) | 37.28% | 28.58% |
| Metric | 4056582:btcusd:triple_gx:lsma195_85_60 | 4056582:BTCUSD |
|---|---|---|
| Max Drawdown | -19.35% | -67.18% |
| Longest DD Days | 232.0 | 683.0 |
| Avg. Drawdown | -3.9% | -7.07% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 8.64 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-23 | 2024-02-10 | -19.35 | 232 |
| 2022-05-31 | 2022-08-08 | -18.84 | 68 |
| 2022-08-08 | 2023-01-13 | -18.68 | 158 |
| 2023-03-22 | 2023-06-23 | -12.93 | 92 |
| 2024-11-21 | 2025-03-27 | -11.83 | 125 |
| 2024-05-21 | 2024-10-18 | -10.77 | 150 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2022-03-29 | 2022-05-30 | -9.74 | 62 |
| 2024-03-11 | 2024-05-15 | -6.31 | 64 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056582:btcusd:triple_gx:lsma195_85_60 | 4056582:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 42.3% | 43.77% |
| Worst Month | -12.39% | -37.12% |
| Best Year | 105.78% | 155.54% |
| Worst Year | -7.42% | -58.73% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 5.17% | 7.47% |
| Avg. Down Week | -3.25% | -4.19% |
| Avg. Up Month | 13.38% | 18.61% |
| Avg. Down Month | -5.13% | -11.11% |
| Win Days % | 49.66% | 51.14% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 52.69% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |