| Metric | 4056614:btcusd:triple_gx:lsma210_90_60 | 4056614:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 193.7% | 132.64% |
| Max Drawdown | -20.89% | -67.18% |
| Sharpe | 0.68 | 0.39 |
| Sortino | 1.08 | 0.57 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.43 | 1.05 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 20.82 | 4.12 |
| Outlier Loss Ratio | 4.33 | 3.65 |
| Volatility (ann.) | 14.2% | 26.53% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.0 | 0.47 |
| Skew | 1.18 | 0.17 |
| Kurtosis | 26.38 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.88% | 2.25% |
| Expected Yearly % | 30.91% | 23.5% |
| Kelly Criterion | 7.8% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 4056614:BTCUSD | 4056614:btcusd:triple_gx:lsma210_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -5.18 | 0.09 | + |
| 2023 | 155.54 | 47.96 | 0.31 | - |
| 2024 | 121.00 | 105.71 | 0.87 | - |
| 2025 | -6.45 | 1.77 | -0.27 | + |
| Metric | 4056614:btcusd:triple_gx:lsma210_90_60 | 4056614:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | 1.77% | -11.42% |
| 6M | 47.73% | 35.88% |
| YTD | 1.77% | -6.45% |
| 1Y | 61.74% | 24.76% |
| 3Y (ann.) | 45.42% | 25.14% |
| 5Y (ann.) | 41.71% | 31.42% |
| Metric | 4056614:btcusd:triple_gx:lsma210_90_60 | 4056614:BTCUSD |
|---|---|---|
| Max Drawdown | -20.89% | -67.18% |
| Longest DD Days | 235.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.57% |
| Avg. Drawdown Days | 21.0 | 32.0 |
| Recovery Factor | 9.27 | 1.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2023-01-14 | -20.89 | 158 |
| 2022-05-31 | 2022-07-28 | -19.27 | 57 |
| 2023-06-23 | 2024-02-14 | -17.40 | 235 |
| 2024-05-21 | 2024-11-06 | -15.53 | 169 |
| 2023-03-22 | 2023-06-21 | -13.54 | 90 |
| 2022-03-03 | 2022-03-27 | -12.48 | 24 |
| 2022-03-29 | 2022-05-30 | -9.70 | 62 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056614:btcusd:triple_gx:lsma210_90_60 | 4056614:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 43.52% | 43.77% |
| Worst Month | -14.1% | -37.12% |
| Best Year | 105.71% | 155.54% |
| Worst Year | -5.18% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 5.41% | 7.95% |
| Avg. Down Week | -2.9% | -5.65% |
| Avg. Up Month | 15.45% | 19.12% |
| Avg. Down Month | -6.98% | -11.51% |
| Win Days % | 50.0% | 51.18% |
| Win Month % | 51.52% | 60.53% |
| Win Week % | 50.0% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |