| Metric | 4056594:btcusd:triple_gx:lsma105_90_60 | 4056594:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 143.79% | 142.6% |
| Max Drawdown | -27.18% | -67.18% |
| Sharpe | 0.5 | 0.4 |
| Sortino | 0.74 | 0.57 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.59 | 4.18 |
| Outlier Loss Ratio | 4.42 | 4.01 |
| Volatility (ann.) | 17.12% | 26.66% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.2 | 0.48 |
| Skew | 0.41 | 0.18 |
| Kurtosis | 14.45 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.31% | 2.3% |
| Expected Yearly % | 24.95% | 24.8% |
| Kelly Criterion | 4.61% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.27% |
| Expected Shortfall (cVaR) | -1.45% | -2.27% |
| Year | 4056594:BTCUSD | 4056594:btcusd:triple_gx:lsma105_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.91 | -0.13 | + |
| 2023 | 155.54 | 46.51 | 0.30 | - |
| 2024 | 121.00 | 77.06 | 0.64 | - |
| 2025 | -6.45 | -12.10 | 1.88 | - |
| Metric | 4056594:btcusd:triple_gx:lsma105_90_60 | 4056594:BTCUSD |
|---|---|---|
| MTD | -0.76% | 3.6% |
| 3M | -12.1% | -11.42% |
| 6M | 14.44% | 35.88% |
| YTD | -12.1% | -6.45% |
| 1Y | 13.64% | 24.76% |
| 3Y (ann.) | 32.6% | 25.14% |
| 5Y (ann.) | 32.53% | 32.32% |
| Metric | 4056594:btcusd:triple_gx:lsma105_90_60 | 4056594:BTCUSD |
|---|---|---|
| Max Drawdown | -27.18% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -4.02% | -5.93% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 5.29 | 2.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-12 | -27.18 | 335 |
| 2024-12-17 | 2025-03-27 | -27.16 | 99 |
| 2023-03-22 | 2023-12-08 | -25.81 | 261 |
| 2024-04-01 | 2024-10-15 | -21.61 | 197 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2023-02-21 | 2023-03-17 | -8.18 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.13 | 2 |
| Metric | 4056594:btcusd:triple_gx:lsma105_90_60 | 4056594:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 39.81% | 43.77% |
| Worst Month | -14.75% | -37.12% |
| Best Year | 77.06% | 155.54% |
| Worst Year | -12.1% | -54.08% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.01% | 7.18% |
| Avg. Down Week | -3.41% | -4.8% |
| Avg. Up Month | 12.62% | 18.06% |
| Avg. Down Month | -6.61% | -12.11% |
| Win Days % | 50.59% | 51.12% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |