| Metric | 4056693:btcusd:triple_gx:lsma195_105_60 | 4056693:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 154.88% | 118.05% |
| Max Drawdown | -20.26% | -67.18% |
| Sharpe | 0.59 | 0.37 |
| Sortino | 0.91 | 0.53 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 19.28 | 4.11 |
| Outlier Loss Ratio | 4.33 | 3.68 |
| Volatility (ann.) | 14.47% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.74 | 0.43 |
| Skew | 0.76 | 0.17 |
| Kurtosis | 20.83 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.07% |
| Expected Yearly % | 26.35% | 21.52% |
| Kelly Criterion | 6.14% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 4056693:BTCUSD | 4056693:btcusd:triple_gx:lsma195_105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.26 | -0.06 | + |
| 2023 | 155.54 | 39.33 | 0.25 | - |
| 2024 | 121.00 | 84.65 | 0.70 | - |
| 2025 | -6.45 | -4.06 | 0.63 | + |
| Metric | 4056693:btcusd:triple_gx:lsma195_105_60 | 4056693:BTCUSD |
|---|---|---|
| MTD | 4.01% | 3.6% |
| 3M | -4.06% | -11.42% |
| 6M | 17.73% | 35.88% |
| YTD | -4.06% | -6.45% |
| 1Y | 35.09% | 24.76% |
| 3Y (ann.) | 37.81% | 25.14% |
| 5Y (ann.) | 35.21% | 28.58% |
| Metric | 4056693:btcusd:triple_gx:lsma195_105_60 | 4056693:BTCUSD |
|---|---|---|
| Max Drawdown | -20.26% | -67.18% |
| Longest DD Days | 232.0 | 683.0 |
| Avg. Drawdown | -4.02% | -7.07% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 7.64 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-23 | 2024-02-11 | -20.26 | 232 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-05-31 | 2022-07-19 | -16.39 | 48 |
| 2024-11-23 | 2025-03-27 | -14.31 | 124 |
| 2023-03-22 | 2023-06-23 | -14.17 | 92 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-07-27 | 2024-09-27 | -11.15 | 61 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2022-03-29 | 2022-05-30 | -9.04 | 62 |
| 2024-03-13 | 2024-05-15 | -7.35 | 63 |
| Metric | 4056693:btcusd:triple_gx:lsma195_105_60 | 4056693:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 32.27% | 43.77% |
| Worst Month | -12.24% | -37.12% |
| Best Year | 84.65% | 155.54% |
| Worst Year | -4.06% | -58.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.46% | 7.49% |
| Avg. Down Week | -3.66% | -4.87% |
| Avg. Up Month | 11.64% | 17.96% |
| Avg. Down Month | -7.14% | -14.06% |
| Win Days % | 49.75% | 51.14% |
| Win Month % | 59.38% | 60.53% |
| Win Week % | 52.17% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |