| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 167.82% | 104.28% |
| Max Drawdown | -24.31% | -67.18% |
| Sharpe | 0.58 | 0.35 |
| Sortino | 0.88 | 0.5 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.27 | 1.03 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.78 | 4.1 |
| Outlier Loss Ratio | 4.25 | 3.79 |
| Volatility (ann.) | 15.56% | 26.62% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.52 | 0.38 |
| Skew | 0.57 | 0.16 |
| Kurtosis | 18.01 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.63% | 1.9% |
| Expected Yearly % | 27.93% | 19.55% |
| Kelly Criterion | 5.97% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.27% |
| Expected Shortfall (cVaR) | -1.31% | -2.27% |
| Year | 4056603:BTCUSD | 4056603:btcusd:triple_gx:lsma150_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 3.48 | -0.06 | + |
| 2023 | 155.54 | 48.06 | 0.31 | - |
| 2024 | 121.00 | 89.90 | 0.74 | - |
| 2025 | -6.45 | -7.95 | 1.23 | - |
| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| MTD | 4.8% | 3.6% |
| 3M | -7.95% | -11.42% |
| 6M | 7.05% | 35.88% |
| YTD | -7.95% | -6.45% |
| 1Y | 27.9% | 24.76% |
| 3Y (ann.) | 38.54% | 25.14% |
| 5Y (ann.) | 36.97% | 25.62% |
| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| Max Drawdown | -24.31% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -4.28% | -7.52% |
| Avg. Drawdown Days | 18.0 | 38.0 |
| Recovery Factor | 6.9 | 1.55 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2023-12-08 | -24.31 | 261 |
| 2024-11-22 | 2025-03-27 | -23.89 | 124 |
| 2022-05-31 | 2022-09-09 | -22.11 | 100 |
| 2022-09-13 | 2023-01-13 | -18.74 | 122 |
| 2022-02-10 | 2022-03-28 | -12.74 | 45 |
| 2024-03-11 | 2024-05-20 | -12.03 | 70 |
| 2024-01-11 | 2024-02-09 | -11.49 | 29 |
| 2024-08-26 | 2024-10-18 | -11.38 | 53 |
| 2022-04-28 | 2022-05-30 | -10.07 | 32 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.78% | -29.64% |
| Best Month | 37.27% | 43.77% |
| Worst Month | -13.44% | -37.12% |
| Best Year | 89.9% | 155.54% |
| Worst Year | -7.95% | -61.33% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.18% | 7.39% |
| Avg. Down Week | -3.33% | -5.17% |
| Avg. Up Month | 12.38% | 16.9% |
| Avg. Down Month | -6.52% | -12.42% |
| Win Days % | 50.2% | 51.12% |
| Win Month % | 52.78% | 60.53% |
| Win Week % | 52.94% | 48.5% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |