| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 229.66% | 149.73% |
| Max Drawdown | -24.21% | -67.18% |
| Sharpe | 0.66 | 0.4 |
| Sortino | 0.99 | 0.57 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 15.73 | 4.11 |
| Outlier Loss Ratio | 4.34 | 3.83 |
| Volatility (ann.) | 15.79% | 26.43% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.81 | 0.48 |
| Skew | 0.56 | 0.18 |
| Kurtosis | 17.32 | 6.37 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 3.03% | 2.31% |
| Expected Yearly % | 34.75% | 25.71% |
| Kelly Criterion | 6.92% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.25% |
| Expected Shortfall (cVaR) | -1.33% | -2.25% |
| Year | 4056601:BTCUSD | 4056601:btcusd:triple_gx:lsma140_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.47 | -0.17 | + |
| 2023 | 155.54 | 47.70 | 0.31 | - |
| 2024 | 121.00 | 101.80 | 0.84 | - |
| 2025 | 11.30 | 0.12 | 0.01 | - |
| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| MTD | -0.64% | 10.32% |
| 3M | 6.61% | 7.53% |
| 6M | 2.55% | 18.96% |
| YTD | 0.12% | 11.3% |
| 1Y | 49.14% | 56.85% |
| 3Y (ann.) | 46.37% | 49.13% |
| 5Y (ann.) | 43.91% | 32.22% |
| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| Max Drawdown | -24.21% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.91% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 9.49 | 2.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-09-09 | -24.21 | 100 |
| 2023-03-22 | 2023-12-05 | -23.12 | 258 |
| 2024-11-22 | 2025-05-16 | -19.40 | 175 |
| 2022-09-13 | 2023-01-13 | -18.22 | 122 |
| 2022-02-10 | 2022-03-27 | -12.12 | 45 |
| 2024-01-11 | 2024-02-09 | -11.46 | 29 |
| 2024-08-26 | 2024-10-18 | -11.38 | 53 |
| 2024-04-28 | 2024-05-20 | -11.08 | 22 |
| 2022-03-29 | 2022-05-30 | -9.58 | 62 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.45% | -29.64% |
| Best Month | 37.08% | 43.77% |
| Worst Month | -15.57% | -37.12% |
| Best Year | 101.8% | 155.54% |
| Worst Year | 0.12% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.23% | 7.12% |
| Avg. Down Week | -3.45% | -5.31% |
| Avg. Up Month | 12.51% | 17.01% |
| Avg. Down Month | -5.01% | -11.48% |
| Win Days % | 50.71% | 51.23% |
| Win Month % | 52.63% | 60.0% |
| Win Week % | 54.95% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |