| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 171.57% | 118.05% |
| Max Drawdown | -19.92% | -67.18% |
| Sharpe | 0.63 | 0.37 |
| Sortino | 0.97 | 0.53 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 18.85 | 4.12 |
| Outlier Loss Ratio | 4.32 | 3.69 |
| Volatility (ann.) | 14.57% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.91 | 0.43 |
| Skew | 0.78 | 0.17 |
| Kurtosis | 20.22 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.66% | 2.07% |
| Expected Yearly % | 28.37% | 21.52% |
| Kelly Criterion | 6.9% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4056720:BTCUSD | 4056720:btcusd:triple_gx:lsma195_110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.75 | 0.01 | + |
| 2023 | 155.54 | 45.50 | 0.29 | - |
| 2024 | 121.00 | 94.68 | 0.78 | - |
| 2025 | -6.45 | -3.40 | 0.53 | + |
| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| MTD | 4.01% | 3.6% |
| 3M | -3.4% | -11.42% |
| 6M | 23.36% | 35.88% |
| YTD | -3.4% | -6.45% |
| 1Y | 46.73% | 24.76% |
| 3Y (ann.) | 40.76% | 25.14% |
| 5Y (ann.) | 38.01% | 28.58% |
| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| Max Drawdown | -19.92% | -67.18% |
| Longest DD Days | 165.0 | 683.0 |
| Avg. Drawdown | -3.84% | -7.07% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 8.61 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-14 | -19.92 | 122 |
| 2023-06-23 | 2023-12-05 | -18.99 | 165 |
| 2022-05-31 | 2022-07-19 | -16.39 | 48 |
| 2023-03-22 | 2023-06-22 | -14.48 | 91 |
| 2024-11-23 | 2025-03-27 | -11.88 | 124 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2023-12-09 | 2024-02-09 | -11.62 | 62 |
| 2024-07-29 | 2024-09-27 | -10.92 | 59 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2022-03-29 | 2022-05-30 | -10.50 | 62 |
| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720: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 | 31.93% | 43.77% |
| Worst Month | -12.87% | -37.12% |
| Best Year | 94.68% | 155.54% |
| Worst Year | -3.4% | -58.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.51% | 7.49% |
| Avg. Down Week | -3.62% | -4.93% |
| Avg. Up Month | 12.52% | 17.96% |
| Avg. Down Month | -7.59% | -14.06% |
| Win Days % | 50.12% | 51.14% |
| Win Month % | 59.38% | 60.53% |
| Win Week % | 52.75% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |