| Metric | 4056617:btcusd:triple_gx:lsma220_90_60 | 4056617:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 197.54% | 127.69% |
| Max Drawdown | -19.66% | -67.18% |
| Sharpe | 0.68 | 0.38 |
| Sortino | 1.08 | 0.56 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 20.26 | 4.13 |
| Outlier Loss Ratio | 4.24 | 3.66 |
| Volatility (ann.) | 14.46% | 26.37% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.16 | 0.46 |
| Skew | 1.13 | 0.18 |
| Kurtosis | 25.25 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.91% | 2.19% |
| Expected Yearly % | 31.34% | 22.84% |
| Kelly Criterion | 7.95% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.24% |
| Expected Shortfall (cVaR) | -1.22% | -2.24% |
| Year | 4056617:BTCUSD | 4056617:btcusd:triple_gx:lsma220_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -5.63 | 0.10 | + |
| 2023 | 155.54 | 50.07 | 0.32 | - |
| 2024 | 121.00 | 106.46 | 0.88 | - |
| 2025 | -6.45 | 1.77 | -0.27 | + |
| Metric | 4056617:btcusd:triple_gx:lsma220_90_60 | 4056617:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | 1.77% | -11.42% |
| 6M | 48.3% | 35.88% |
| YTD | 1.77% | -6.45% |
| 1Y | 65.57% | 24.76% |
| 3Y (ann.) | 46.84% | 25.14% |
| 5Y (ann.) | 42.4% | 30.57% |
| Metric | 4056617:btcusd:triple_gx:lsma220_90_60 | 4056617:BTCUSD |
|---|---|---|
| Max Drawdown | -19.66% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.62% |
| Avg. Drawdown Days | 22.0 | 34.0 |
| Recovery Factor | 10.05 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-30 | -19.66 | 59 |
| 2022-08-08 | 2023-01-14 | -19.53 | 158 |
| 2023-06-23 | 2024-02-12 | -17.56 | 233 |
| 2023-03-22 | 2023-06-23 | -16.63 | 92 |
| 2022-03-03 | 2022-03-28 | -13.64 | 25 |
| 2024-05-21 | 2024-10-20 | -13.47 | 152 |
| 2022-03-29 | 2022-05-30 | -9.99 | 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 | 4056617:btcusd:triple_gx:lsma220_90_60 | 4056617: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 | -14.18% | -37.12% |
| Best Year | 106.46% | 155.54% |
| Worst Year | -5.63% | -56.9% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.43% | 8.05% |
| Avg. Down Week | -3.15% | -5.65% |
| Avg. Up Month | 14.58% | 18.54% |
| Avg. Down Month | -7.58% | -11.15% |
| Win Days % | 50.27% | 51.16% |
| Win Month % | 57.58% | 60.53% |
| Win Week % | 52.81% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |