| Metric | 4056677:btcusd:triple_gx:lsma115_105_60 | 4056677:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 149.67% | 131.79% |
| Max Drawdown | -30.65% | -67.18% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.75 | 0.56 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 12.98 | 4.19 |
| Outlier Loss Ratio | 4.46 | 4.03 |
| Volatility (ann.) | 17.34% | 26.66% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.1 | 0.45 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 13.89 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 2.18% |
| Expected Yearly % | 25.7% | 23.39% |
| Kelly Criterion | 4.6% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.27% |
| Expected Shortfall (cVaR) | -1.47% | -2.27% |
| Year | 4056677:BTCUSD | 4056677:btcusd:triple_gx:lsma115_105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 13.24 | -0.24 | + |
| 2023 | 155.54 | 35.21 | 0.23 | - |
| 2024 | 121.00 | 76.28 | 0.63 | - |
| 2025 | -6.45 | -7.50 | 1.16 | - |
| Metric | 4056677:btcusd:triple_gx:lsma115_105_60 | 4056677:BTCUSD |
|---|---|---|
| MTD | 5.87% | 3.6% |
| 3M | -7.5% | -11.42% |
| 6M | 6.66% | 35.88% |
| YTD | -7.5% | -6.45% |
| 1Y | 18.7% | 24.76% |
| 3Y (ann.) | 32.85% | 25.14% |
| 5Y (ann.) | 33.63% | 30.52% |
| Metric | 4056677:btcusd:triple_gx:lsma115_105_60 | 4056677:BTCUSD |
|---|---|---|
| Max Drawdown | -30.65% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.5% |
| Avg. Drawdown Days | 19.0 | 32.0 |
| Recovery Factor | 4.88 | 1.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-12 | -30.65 | 326 |
| 2024-12-17 | 2025-03-27 | -28.65 | 99 |
| 2022-02-10 | 2022-09-12 | -25.19 | 213 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2024-05-21 | 2024-07-20 | -17.84 | 60 |
| 2024-04-01 | 2024-05-20 | -15.04 | 49 |
| 2024-08-26 | 2024-09-26 | -10.65 | 31 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056677:btcusd:triple_gx:lsma115_105_60 | 4056677: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 | 38.21% | 43.77% |
| Worst Month | -16.77% | -37.12% |
| Best Year | 76.28% | 155.54% |
| Worst Year | -7.5% | -56.13% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.54% | 7.2% |
| Avg. Down Week | -4.11% | -4.93% |
| Avg. Up Month | 11.82% | 17.21% |
| Avg. Down Month | -8.47% | -13.97% |
| Win Days % | 50.55% | 51.1% |
| Win Month % | 59.46% | 61.54% |
| Win Week % | 53.45% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |