| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 172.0% | 142.39% |
| Max Drawdown | -31.01% | -67.18% |
| Sharpe | 0.62 | 0.39 |
| Sortino | 0.97 | 0.56 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 20.32 | 3.96 |
| Outlier Loss Ratio | 4.39 | 3.62 |
| Volatility (ann.) | 13.89% | 26.4% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.16 | 0.46 |
| Skew | 0.99 | 0.19 |
| Kurtosis | 26.12 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.53% | 2.24% |
| Expected Yearly % | 28.42% | 24.77% |
| Kelly Criterion | 6.82% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.25% |
| Expected Shortfall (cVaR) | -1.17% | -2.25% |
| Year | 4056801:BTCUSD | 4056801:btcusd:triple_gx:lsma165_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 1.04 | -0.02 | + |
| 2023 | 155.54 | 55.51 | 0.36 | - |
| 2024 | 121.00 | 91.43 | 0.76 | - |
| 2025 | 11.30 | -9.57 | -0.85 | - |
| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| MTD | 0.73% | 10.32% |
| 3M | 2.06% | 7.53% |
| 6M | 0.66% | 18.96% |
| YTD | -9.57% | 11.3% |
| 1Y | 28.31% | 56.85% |
| 3Y (ann.) | 34.87% | 49.13% |
| 5Y (ann.) | 35.92% | 31.2% |
| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| Max Drawdown | -31.01% | -67.18% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.5% | -7.06% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 5.55 | 2.12 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-14 | -31.01 | 290 |
| 2025-01-07 | 2025-05-16 | -21.36 | 129 |
| 2023-03-22 | 2023-12-04 | -15.39 | 256 |
| 2023-12-09 | 2024-02-14 | -13.88 | 67 |
| 2024-07-22 | 2024-11-06 | -10.90 | 107 |
| 2023-01-21 | 2023-03-17 | -9.44 | 54 |
| 2022-03-09 | 2022-03-24 | -7.81 | 15 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-05-21 | 2024-07-15 | -5.67 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.82% | -29.64% |
| Best Month | 39.29% | 43.77% |
| Worst Month | -12.89% | -37.12% |
| Best Year | 91.43% | 155.54% |
| Worst Year | -9.57% | -61.44% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.64% | 8.28% |
| Avg. Down Week | -3.5% | -4.95% |
| Avg. Up Month | 12.01% | 16.92% |
| Avg. Down Month | -6.4% | -13.32% |
| Win Days % | 49.52% | 51.23% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 51.02% | 49.43% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |