| Metric | 4056653:btcusd:triple_gx:lsma125_100_60 | 4056653:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 140.63% | 126.97% |
| Max Drawdown | -32.84% | -67.18% |
| Sharpe | 0.49 | 0.38 |
| Sortino | 0.74 | 0.55 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.8 | 4.2 |
| Outlier Loss Ratio | 4.42 | 4.0 |
| Volatility (ann.) | 17.02% | 26.66% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.98 | 0.44 |
| Skew | 0.46 | 0.18 |
| Kurtosis | 14.81 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.34% | 2.18% |
| Expected Yearly % | 24.55% | 22.74% |
| Kelly Criterion | 4.47% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.27% |
| Expected Shortfall (cVaR) | -1.44% | -2.27% |
| Year | 4056653:BTCUSD | 4056653:btcusd:triple_gx:lsma125_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 19.58 | -0.34 | + |
| 2023 | 155.54 | 29.74 | 0.19 | - |
| 2024 | 121.00 | 72.04 | 0.60 | - |
| 2025 | -6.45 | -9.84 | 1.52 | - |
| Metric | 4056653:btcusd:triple_gx:lsma125_100_60 | 4056653:BTCUSD |
|---|---|---|
| MTD | 4.31% | 3.6% |
| 3M | -9.84% | -11.42% |
| 6M | 9.17% | 35.88% |
| YTD | -9.84% | -6.45% |
| 1Y | 16.56% | 24.76% |
| 3Y (ann.) | 30.78% | 25.14% |
| 5Y (ann.) | 32.14% | 29.71% |
| Metric | 4056653:btcusd:triple_gx:lsma125_100_60 | 4056653:BTCUSD |
|---|---|---|
| Max Drawdown | -32.84% | -67.18% |
| Longest DD Days | 347.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.6% |
| Avg. Drawdown Days | 20.0 | 33.0 |
| Recovery Factor | 4.28 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-03-04 | -32.84 | 347 |
| 2024-12-17 | 2025-03-27 | -27.39 | 99 |
| 2022-02-10 | 2022-07-28 | -20.49 | 167 |
| 2024-05-21 | 2024-08-20 | -18.25 | 91 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2024-04-01 | 2024-05-20 | -15.21 | 49 |
| 2022-07-28 | 2022-09-09 | -10.74 | 42 |
| 2024-08-26 | 2024-09-26 | -10.60 | 31 |
| 2023-01-21 | 2023-03-17 | -7.93 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056653:btcusd:triple_gx:lsma125_100_60 | 4056653:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.76% | -29.64% |
| Best Month | 36.24% | 43.77% |
| Worst Month | -15.43% | -37.12% |
| Best Year | 72.04% | 155.54% |
| Worst Year | -9.84% | -57.04% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.52% | 7.39% |
| Avg. Down Week | -3.73% | -5.05% |
| Avg. Up Month | 12.51% | 17.73% |
| Avg. Down Month | -8.07% | -13.97% |
| Win Days % | 50.25% | 51.14% |
| Win Month % | 56.76% | 60.53% |
| Win Week % | 52.21% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |