| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 266.89% | 104.25% |
| Max Drawdown | -22.15% | -67.18% |
| Sharpe | 0.77 | 0.35 |
| Sortino | 1.2 | 0.5 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 18.04 | 4.12 |
| Outlier Loss Ratio | 4.37 | 3.73 |
| Volatility (ann.) | 15.06% | 26.57% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.33 | 0.38 |
| Skew | 0.98 | 0.16 |
| Kurtosis | 21.82 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.48% | 1.9% |
| Expected Yearly % | 38.4% | 19.55% |
| Kelly Criterion | 8.38% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.26% |
| Expected Shortfall (cVaR) | -1.27% | -2.26% |
| Year | 4056606:BTCUSD | 4056606:btcusd:triple_gx:lsma165_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 12.15 | -0.20 | + |
| 2023 | 155.54 | 51.59 | 0.33 | - |
| 2024 | 121.00 | 148.42 | 1.23 | + |
| 2025 | -6.21 | -13.13 | 2.11 | - |
| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| MTD | 1.35% | 3.86% |
| 3M | -13.13% | -7.61% |
| 6M | 27.56% | 38.23% |
| YTD | -13.13% | -6.21% |
| 1Y | 67.7% | 25.27% |
| 3Y (ann.) | 49.66% | 25.44% |
| 5Y (ann.) | 51.67% | 25.72% |
| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| Max Drawdown | -22.15% | -67.18% |
| Longest DD Days | 123.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.99% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 12.05 | 1.55 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-09-10 | -22.15 | 102 |
| 2023-08-09 | 2023-12-05 | -20.76 | 118 |
| 2022-09-13 | 2023-01-13 | -20.10 | 122 |
| 2024-11-22 | 2025-03-26 | -17.62 | 123 |
| 2023-12-09 | 2024-02-11 | -13.26 | 63 |
| 2023-03-22 | 2023-06-23 | -12.11 | 92 |
| 2024-08-26 | 2024-09-26 | -10.07 | 31 |
| 2022-03-29 | 2022-05-30 | -9.70 | 62 |
| 2023-01-21 | 2023-03-17 | -8.53 | 54 |
| 2022-03-09 | 2022-03-25 | -8.42 | 15 |
| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606: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 | 43.52% | 43.77% |
| Worst Month | -13.72% | -37.12% |
| Best Year | 148.42% | 155.54% |
| Worst Year | -13.13% | -61.44% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.54% | 7.5% |
| Avg. Down Week | -3.31% | -5.44% |
| Avg. Up Month | 13.16% | 16.23% |
| Avg. Down Month | -7.5% | -13.56% |
| Win Days % | 50.27% | 51.09% |
| Win Month % | 64.71% | 60.53% |
| Win Week % | 54.74% | 48.5% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |