| Metric | 4056710:btcusd:triple_gx:lsma185_110_60 | 4056710:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 147.24% | 98.03% |
| Max Drawdown | -19.92% | -67.18% |
| Sharpe | 0.57 | 0.34 |
| Sortino | 0.87 | 0.49 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 18.46 | 4.11 |
| Outlier Loss Ratio | 4.37 | 3.74 |
| Volatility (ann.) | 14.71% | 26.59% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.7 | 0.37 |
| Skew | 0.7 | 0.16 |
| Kurtosis | 19.61 | 6.31 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.41% | 1.81% |
| Expected Yearly % | 25.39% | 18.63% |
| Kelly Criterion | 6.3% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4056710:BTCUSD | 4056710:btcusd:triple_gx:lsma185_110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -1.50 | 0.02 | + |
| 2023 | 155.54 | 46.67 | 0.30 | - |
| 2024 | 121.00 | 98.20 | 0.81 | - |
| 2025 | -6.45 | -13.65 | 2.12 | - |
| Metric | 4056710:btcusd:triple_gx:lsma185_110_60 | 4056710:BTCUSD |
|---|---|---|
| MTD | -3.5% | 3.6% |
| 3M | -13.65% | -11.42% |
| 6M | 11.54% | 35.88% |
| YTD | -13.65% | -6.45% |
| 1Y | 36.09% | 24.76% |
| 3Y (ann.) | 38.34% | 25.14% |
| 5Y (ann.) | 33.79% | 24.57% |
| Metric | 4056710:btcusd:triple_gx:lsma185_110_60 | 4056710:BTCUSD |
|---|---|---|
| Max Drawdown | -19.92% | -67.18% |
| Longest DD Days | 124.0 | 683.0 |
| Avg. Drawdown | -4.15% | -7.55% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 7.39 | 1.46 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -19.92 | 122 |
| 2023-08-09 | 2023-12-05 | -18.39 | 118 |
| 2024-11-23 | 2025-03-27 | -18.15 | 124 |
| 2022-05-31 | 2022-07-19 | -16.63 | 48 |
| 2023-03-22 | 2023-06-23 | -15.36 | 92 |
| 2022-02-16 | 2022-03-29 | -14.40 | 40 |
| 2023-12-09 | 2024-02-11 | -13.17 | 64 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-07-29 | 2024-09-27 | -11.36 | 60 |
| 2022-03-29 | 2022-05-31 | -10.78 | 63 |
| Metric | 4056710:btcusd:triple_gx:lsma185_110_60 | 4056710:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 33.07% | 43.77% |
| Worst Month | -12.31% | -37.12% |
| Best Year | 98.2% | 155.54% |
| Worst Year | -13.65% | -62.52% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.71% | 7.67% |
| Avg. Down Week | -3.82% | -5.07% |
| Avg. Up Month | 11.58% | 17.63% |
| Avg. Down Month | -8.95% | -11.55% |
| Win Days % | 50.06% | 51.09% |
| Win Month % | 65.62% | 57.89% |
| Win Week % | 51.09% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |