| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 187.33% | 117.63% |
| Max Drawdown | -19.78% | -67.18% |
| Sharpe | 0.67 | 0.37 |
| Sortino | 1.06 | 0.53 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 20.43 | 4.11 |
| Outlier Loss Ratio | 4.36 | 3.65 |
| Volatility (ann.) | 14.2% | 26.59% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.05 | 0.42 |
| Skew | 1.11 | 0.17 |
| Kurtosis | 24.24 | 6.32 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.82% | 2.07% |
| Expected Yearly % | 30.2% | 21.46% |
| Kelly Criterion | 7.53% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 4056613:BTCUSD | 4056613:btcusd:triple_gx:lsma200_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -1.50 | 0.03 | + |
| 2023 | 155.54 | 53.06 | 0.34 | - |
| 2024 | 121.00 | 92.67 | 0.77 | - |
| 2025 | -6.45 | -1.08 | 0.17 | + |
| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | -1.08% | -11.42% |
| 6M | 41.74% | 35.88% |
| YTD | -1.08% | -6.45% |
| 1Y | 45.82% | 24.76% |
| 3Y (ann.) | 44.3% | 25.14% |
| 5Y (ann.) | 40.58% | 28.53% |
| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| Max Drawdown | -19.78% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.29% |
| Avg. Drawdown Days | 23.0 | 37.0 |
| Recovery Factor | 9.47 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-01-13 | -19.78 | 158 |
| 2022-05-31 | 2022-07-28 | -19.22 | 57 |
| 2023-06-23 | 2024-02-12 | -18.85 | 233 |
| 2024-05-21 | 2024-11-06 | -13.80 | 169 |
| 2023-03-22 | 2023-06-21 | -13.00 | 90 |
| 2022-03-03 | 2022-03-27 | -12.60 | 24 |
| 2022-03-29 | 2022-05-30 | -9.70 | 62 |
| 2024-03-11 | 2024-05-17 | -9.56 | 67 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 43.52% | 43.77% |
| Worst Month | -14.32% | -37.12% |
| Best Year | 92.67% | 155.54% |
| Worst Year | -1.5% | -58.81% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 5.34% | 7.72% |
| Avg. Down Week | -3.18% | -5.17% |
| Avg. Up Month | 15.49% | 19.12% |
| Avg. Down Month | -7.64% | -11.63% |
| Win Days % | 49.7% | 51.15% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 51.11% | 49.09% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |