| Metric | 4056803:btcusd:triple_gx:lsma170_75_65 | 4056803:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 171.34% | 144.89% |
| Max Drawdown | -28.32% | -67.18% |
| Sharpe | 0.63 | 0.39 |
| Sortino | 0.98 | 0.57 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 20.48 | 3.87 |
| Outlier Loss Ratio | 4.4 | 3.59 |
| Volatility (ann.) | 13.6% | 26.41% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.27 | 0.47 |
| Skew | 0.85 | 0.19 |
| Kurtosis | 26.23 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.53% | 2.26% |
| Expected Yearly % | 28.34% | 25.1% |
| Kelly Criterion | 7.02% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.25% |
| Expected Shortfall (cVaR) | -1.15% | -2.25% |
| Year | 4056803:BTCUSD | 4056803:btcusd:triple_gx:lsma170_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | -1.88 | 0.03 | + |
| 2023 | 155.54 | 52.31 | 0.34 | - |
| 2024 | 121.00 | 88.39 | 0.73 | - |
| 2025 | 11.30 | -3.62 | -0.32 | - |
| Metric | 4056803:btcusd:triple_gx:lsma170_75_65 | 4056803:BTCUSD |
|---|---|---|
| MTD | 0.73% | 10.32% |
| 3M | 7.79% | 7.53% |
| 6M | 7.29% | 18.96% |
| YTD | -3.62% | 11.3% |
| 1Y | 33.08% | 56.85% |
| 3Y (ann.) | 37.79% | 49.13% |
| 5Y (ann.) | 35.86% | 31.65% |
| Metric | 4056803:btcusd:triple_gx:lsma170_75_65 | 4056803:BTCUSD |
|---|---|---|
| Max Drawdown | -28.32% | -67.18% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.41% | -7.01% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 6.05 | 2.16 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-13 | -28.32 | 290 |
| 2025-01-07 | 2025-05-16 | -17.67 | 129 |
| 2023-03-22 | 2023-10-24 | -13.54 | 215 |
| 2024-07-22 | 2024-11-07 | -13.22 | 108 |
| 2023-12-09 | 2024-02-14 | -12.91 | 67 |
| 2023-01-21 | 2023-03-17 | -9.00 | 54 |
| 2022-02-16 | 2022-03-25 | -8.36 | 37 |
| 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 | 4056803:btcusd:triple_gx:lsma170_75_65 | 4056803:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 39.29% | 43.77% |
| Worst Month | -12.89% | -37.12% |
| Best Year | 88.39% | 155.54% |
| Worst Year | -3.62% | -61.04% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 5.71% | 8.43% |
| Avg. Down Week | -3.51% | -5.13% |
| Avg. Up Month | 11.36% | 16.98% |
| Avg. Down Month | -5.82% | -13.32% |
| Win Days % | 49.58% | 51.22% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 51.04% | 49.71% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |