| Metric | 4056680:btcusd:triple_gx:lsma130_105_60 | 4056680:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 145.94% | 126.73% |
| Max Drawdown | -29.64% | -67.18% |
| Sharpe | 0.51 | 0.38 |
| Sortino | 0.75 | 0.55 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.64 | 4.18 |
| Outlier Loss Ratio | 4.43 | 4.0 |
| Volatility (ann.) | 17.01% | 26.67% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.12 | 0.44 |
| Skew | 0.47 | 0.18 |
| Kurtosis | 14.53 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.4% | 2.18% |
| Expected Yearly % | 25.23% | 22.71% |
| Kelly Criterion | 4.48% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.27% |
| Expected Shortfall (cVaR) | -1.44% | -2.27% |
| Year | 4056680:BTCUSD | 4056680:btcusd:triple_gx:lsma130_105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 14.95 | -0.26 | + |
| 2023 | 155.54 | 34.72 | 0.22 | - |
| 2024 | 121.00 | 66.49 | 0.55 | - |
| 2025 | -6.45 | -4.62 | 0.72 | + |
| Metric | 4056680:btcusd:triple_gx:lsma130_105_60 | 4056680:BTCUSD |
|---|---|---|
| MTD | 8.66% | 3.6% |
| 3M | -4.62% | -11.42% |
| 6M | 3.83% | 35.88% |
| YTD | -4.62% | -6.45% |
| 1Y | 18.77% | 24.76% |
| 3Y (ann.) | 30.91% | 25.14% |
| 5Y (ann.) | 33.13% | 29.73% |
| Metric | 4056680:btcusd:triple_gx:lsma130_105_60 | 4056680:BTCUSD |
|---|---|---|
| Max Drawdown | -29.64% | -67.18% |
| Longest DD Days | 328.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.77% |
| Avg. Drawdown Days | 18.0 | 34.0 |
| Recovery Factor | 4.92 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-14 | -29.64 | 328 |
| 2024-11-23 | 2025-03-27 | -26.09 | 124 |
| 2022-05-31 | 2022-07-28 | -20.09 | 57 |
| 2022-09-13 | 2023-01-13 | -19.42 | 122 |
| 2024-05-21 | 2024-07-17 | -15.38 | 57 |
| 2024-04-01 | 2024-05-20 | -15.32 | 49 |
| 2022-02-10 | 2022-03-29 | -14.43 | 46 |
| 2022-07-30 | 2022-09-09 | -11.17 | 40 |
| 2022-03-29 | 2022-05-31 | -10.80 | 63 |
| 2024-08-26 | 2024-09-26 | -10.58 | 31 |
| Metric | 4056680:btcusd:triple_gx:lsma130_105_60 | 4056680:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.69% | -29.64% |
| Best Month | 36.3% | 43.77% |
| Worst Month | -15.16% | -37.12% |
| Best Year | 66.49% | 155.54% |
| Worst Year | -4.62% | -57.08% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.34% | 7.27% |
| Avg. Down Week | -4.04% | -5.03% |
| Avg. Up Month | 12.26% | 17.6% |
| Avg. Down Month | -7.9% | -13.97% |
| Win Days % | 50.23% | 51.16% |
| Win Month % | 56.76% | 60.53% |
| Win Week % | 54.39% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |