| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 236.32% | 91.9% |
| Max Drawdown | -17.88% | -64.43% |
| Sharpe | 4.08 | 2.34 |
| Sortino | 12.7 | 3.71 |
| Payoff Ratio | 4.71 | 1.55 |
| Profit Factor | 2.65 | 1.45 |
| Common Sense Ratio | 5.31 | 1.81 |
| CPC Index | 3.15 | 1.29 |
| Tail Ratio | 2.01 | 1.25 |
| Outlier Win Ratio | 3.67 | 5.09 |
| Outlier Loss Ratio | 14.82 | 2.89 |
| Volatility (ann.) | 146.55% | 202.78% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.65 | 0.36 |
| Skew | 3.11 | 0.35 |
| Kurtosis | 13.6 | 4.79 |
| Expected Daily % | 1.39% | 0.74% |
| Expected Monthly % | 3.74% | 1.99% |
| Expected Yearly % | 35.42% | 17.7% |
| Kelly Criterion | 9.43% | 30.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.98% | -16.16% |
| Expected Shortfall (cVaR) | -10.98% | -16.16% |
| Year | 4056832:BTCUSD | 4056832:btcusd:triple_gx:lsma165_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.78 | 19.61 | -0.34 | + |
| 2023 | 138.85 | 70.04 | 0.50 | - |
| 2024 | 127.11 | 101.36 | 0.80 | - |
| 2025 | -16.21 | -17.88 | 1.10 | - |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| MTD | -8.0% | -10.64% |
| 3M | -17.88% | -16.21% |
| 6M | 16.46% | 28.86% |
| YTD | -17.88% | -16.21% |
| 1Y | 35.83% | 14.26% |
| 3Y (ann.) | 49.05% | 25.41% |
| 5Y (ann.) | 47.35% | 23.16% |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Max Drawdown | -17.88% | -64.43% |
| Longest DD Days | 196.0 | 595.0 |
| Avg. Drawdown | -4.02% | -21.56% |
| Avg. Drawdown Days | 43.0 | 151.0 |
| Recovery Factor | 13.22 | 1.43 |
| Ulcer Index | 0.98 | 1.43 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-29 | -17.88 | 81 |
| 2022-06-01 | 2022-12-14 | -13.18 | 196 |
| 2023-05-05 | 2023-11-02 | -9.73 | 180 |
| 2024-01-09 | 2024-02-10 | -8.89 | 32 |
| 2024-08-26 | 2024-09-25 | -7.49 | 29 |
| 2023-02-21 | 2023-03-27 | -4.93 | 34 |
| 2024-05-21 | 2024-07-26 | -3.59 | 66 |
| 2024-10-17 | 2024-11-21 | -1.11 | 34 |
| 2022-03-18 | 2022-04-01 | -0.18 | 13 |
| 2023-12-03 | 2023-12-14 | -0.18 | 11 |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -11.38% | -35.29% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -11.38% | -35.29% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -11.54% | -34.03% |
| Best Year | 101.36% | 138.85% |
| Worst Year | -17.88% | -57.78% |
| Avg. Up Day | 10.54% | 10.74% |
| Avg. Down Day | -2.24% | -6.92% |
| Avg. Up Week | 11.41% | 12.28% |
| Avg. Down Week | -2.64% | -7.43% |
| Avg. Up Month | 14.81% | 17.97% |
| Avg. Down Month | -7.04% | -11.78% |
| Win Days % | 25.29% | 57.47% |
| Win Month % | 54.55% | 60.61% |
| Win Week % | 29.33% | 57.33% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 50.0% |