| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 216.2% | 119.06% |
| Max Drawdown | -27.31% | -67.18% |
| Sharpe | 0.62 | 0.33 |
| Sortino | 0.96 | 0.47 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.41 | 1.03 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 19.84 | 3.98 |
| Outlier Loss Ratio | 4.37 | 3.63 |
| Volatility (ann.) | 13.56% | 25.46% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.28 | 0.34 |
| Skew | 0.93 | 0.15 |
| Kurtosis | 25.92 | 6.62 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.48% | 1.68% |
| Expected Yearly % | 33.35% | 21.66% |
| Kelly Criterion | 6.96% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.17% |
| Expected Shortfall (cVaR) | -1.14% | -2.17% |
| Year | 4056832:BTCUSD | 4056832:btcusd:triple_gx:lsma165_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 19.61 | -0.32 | + |
| 2023 | 155.54 | 70.04 | 0.45 | - |
| 2024 | 121.00 | 101.36 | 0.84 | - |
| 2025 | 0.59 | -22.79 | -38.81 | - |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| MTD | -0.18% | 3.89% |
| 3M | -13.22% | -16.21% |
| 6M | -15.28% | -14.87% |
| YTD | -22.79% | 0.59% |
| 1Y | -22.79% | -7.19% |
| 3Y (ann.) | 40.95% | 75.9% |
| 5Y (ann.) | 35.09% | 22.74% |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Max Drawdown | -27.31% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -3.51% | -7.75% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 7.92 | 1.77 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-12-09 | -27.31 | 383 |
| 2022-03-29 | 2022-09-12 | -20.75 | 166 |
| 2022-09-13 | 2022-12-14 | -18.07 | 92 |
| 2023-03-22 | 2023-10-24 | -14.85 | 215 |
| 2023-12-09 | 2024-02-14 | -13.07 | 67 |
| 2022-03-09 | 2022-03-27 | -10.51 | 18 |
| 2024-08-22 | 2024-10-18 | -9.93 | 57 |
| 2023-01-21 | 2023-03-17 | -7.49 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -11.8% | -37.12% |
| Best Year | 101.36% | 155.54% |
| Worst Year | -22.79% | -61.44% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 4.72% | 7.3% |
| Avg. Down Week | -3.08% | -4.8% |
| Avg. Up Month | 11.5% | 16.07% |
| Avg. Down Month | -6.55% | -10.82% |
| Win Days % | 50.19% | 51.41% |
| Win Month % | 54.76% | 59.57% |
| Win Week % | 53.1% | 49.51% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |