| Metric | 4056623:btcusd:triple_gx:lsma110_95_60 | 4056623:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 150.94% | 139.54% |
| Max Drawdown | -28.38% | -67.18% |
| Sharpe | 0.51 | 0.39 |
| Sortino | 0.76 | 0.57 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.52 | 4.19 |
| Outlier Loss Ratio | 4.45 | 4.03 |
| Volatility (ann.) | 17.11% | 26.65% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.19 | 0.47 |
| Skew | 0.4 | 0.18 |
| Kurtosis | 14.51 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 2.27% |
| Expected Yearly % | 25.86% | 24.41% |
| Kelly Criterion | 4.66% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.27% |
| Expected Shortfall (cVaR) | -1.45% | -2.27% |
| Year | 4056623:BTCUSD | 4056623:btcusd:triple_gx:lsma110_95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.07 | -0.09 | + |
| 2023 | 155.54 | 42.12 | 0.27 | - |
| 2024 | 121.00 | 97.34 | 0.80 | - |
| 2025 | -6.45 | -14.84 | 2.30 | - |
| Metric | 4056623:btcusd:triple_gx:lsma110_95_60 | 4056623:BTCUSD |
|---|---|---|
| MTD | 0.27% | 3.6% |
| 3M | -14.84% | -11.42% |
| 6M | 11.33% | 35.88% |
| YTD | -14.84% | -6.45% |
| 1Y | 21.36% | 24.76% |
| 3Y (ann.) | 33.7% | 25.14% |
| 5Y (ann.) | 33.81% | 31.86% |
| Metric | 4056623:btcusd:triple_gx:lsma110_95_60 | 4056623:BTCUSD |
|---|---|---|
| Max Drawdown | -28.38% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -4.14% | -6.16% |
| Avg. Drawdown Days | 19.0 | 30.0 |
| Recovery Factor | 5.32 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -28.38 | 99 |
| 2022-02-10 | 2023-01-12 | -27.33 | 335 |
| 2023-03-22 | 2023-12-05 | -23.64 | 258 |
| 2024-05-21 | 2024-07-27 | -17.33 | 67 |
| 2024-04-01 | 2024-05-20 | -14.20 | 49 |
| 2024-08-26 | 2024-10-15 | -11.95 | 50 |
| 2023-01-21 | 2023-03-18 | -11.83 | 55 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056623:btcusd:triple_gx:lsma110_95_60 | 4056623:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 38.77% | 43.77% |
| Worst Month | -14.65% | -37.12% |
| Best Year | 97.34% | 155.54% |
| Worst Year | -14.84% | -54.66% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 5.1% | 7.19% |
| Avg. Down Week | -3.5% | -4.19% |
| Avg. Up Month | 12.37% | 17.73% |
| Avg. Down Month | -6.74% | -12.56% |
| Win Days % | 50.72% | 51.11% |
| Win Month % | 51.35% | 61.54% |
| Win Week % | 51.22% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |