| Metric | 4056711:btcusd:triple_gx:lsma190_110_60 | 4056711:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 173.07% | 102.19% |
| Max Drawdown | -19.92% | -67.18% |
| Sharpe | 0.63 | 0.35 |
| Sortino | 0.96 | 0.5 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.64 | 4.12 |
| Outlier Loss Ratio | 4.36 | 3.71 |
| Volatility (ann.) | 14.64% | 26.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.92 | 0.38 |
| Skew | 0.76 | 0.16 |
| Kurtosis | 19.92 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.68% | 1.87% |
| Expected Yearly % | 28.55% | 19.25% |
| Kelly Criterion | 7.03% | 8.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4056711:BTCUSD | 4056711:btcusd:triple_gx:lsma190_110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.92 | 0.06 | + |
| 2023 | 155.54 | 48.12 | 0.31 | - |
| 2024 | 121.00 | 103.38 | 0.85 | - |
| 2025 | -6.45 | -5.65 | 0.88 | + |
| Metric | 4056711:btcusd:triple_gx:lsma190_110_60 | 4056711:BTCUSD |
|---|---|---|
| MTD | 2.56% | 3.6% |
| 3M | -5.65% | -11.42% |
| 6M | 20.99% | 35.88% |
| YTD | -5.65% | -6.45% |
| 1Y | 46.63% | 24.76% |
| 3Y (ann.) | 43.99% | 25.14% |
| 5Y (ann.) | 38.21% | 25.46% |
| Metric | 4056711:btcusd:triple_gx:lsma190_110_60 | 4056711:BTCUSD |
|---|---|---|
| Max Drawdown | -19.92% | -67.18% |
| Longest DD Days | 230.0 | 683.0 |
| Avg. Drawdown | -3.45% | -7.49% |
| Avg. Drawdown Days | 19.0 | 37.0 |
| Recovery Factor | 8.69 | 1.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-14 | -19.92 | 122 |
| 2023-06-23 | 2024-02-09 | -19.19 | 230 |
| 2022-02-17 | 2022-07-19 | -16.61 | 152 |
| 2023-03-22 | 2023-06-21 | -14.07 | 90 |
| 2024-11-23 | 2025-03-27 | -13.08 | 124 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-27 | -11.17 | 32 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-09-28 | 2024-11-10 | -6.18 | 42 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056711:btcusd:triple_gx:lsma190_110_60 | 4056711: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 | 32.83% | 43.77% |
| Worst Month | -13.09% | -37.12% |
| Best Year | 103.38% | 155.54% |
| Worst Year | -5.65% | -61.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.54% | 7.49% |
| Avg. Down Week | -3.67% | -5.07% |
| Avg. Up Month | 12.45% | 17.96% |
| Avg. Down Month | -8.11% | -13.7% |
| Win Days % | 50.21% | 51.1% |
| Win Month % | 60.61% | 60.53% |
| Win Week % | 53.26% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |