| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 232.77% | 93.88% |
| Max Drawdown | -12.78% | -64.4% |
| Sharpe | 4.1 | 2.39 |
| Sortino | 12.7 | 3.81 |
| Payoff Ratio | 4.66 | 1.58 |
| Profit Factor | 2.63 | 1.46 |
| Common Sense Ratio | 4.83 | 2.37 |
| CPC Index | 3.17 | 1.3 |
| Tail Ratio | 1.84 | 1.62 |
| Outlier Win Ratio | 3.7 | 4.96 |
| Outlier Loss Ratio | 14.58 | 3.0 |
| Volatility (ann.) | 148.03% | 206.3% |
| R^2 | 0.53 | 0.53 |
| Calmar | 3.67 | 0.37 |
| Skew | 3.09 | 0.29 |
| Kurtosis | 13.35 | 4.92 |
| Expected Daily % | 1.41% | 0.77% |
| Expected Monthly % | 3.71% | 2.03% |
| Expected Yearly % | 35.06% | 18.0% |
| Kelly Criterion | 9.97% | 28.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.08% | -16.41% |
| Expected Shortfall (cVaR) | -11.08% | -16.41% |
| Year | 4056833:BTCUSD | 4056833:btcusd:triple_gx:lsma170_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.35 | 16.16 | -0.28 | + |
| 2023 | 138.85 | 65.76 | 0.47 | - |
| 2024 | 127.11 | 98.15 | 0.77 | - |
| 2025 | -16.21 | -12.78 | 0.79 | + |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| MTD | -4.13% | -10.64% |
| 3M | -12.78% | -16.21% |
| 6M | 23.69% | 28.86% |
| YTD | -12.78% | -16.21% |
| 1Y | 40.38% | 14.26% |
| 3Y (ann.) | 51.87% | 25.41% |
| 5Y (ann.) | 46.9% | 23.59% |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -64.4% |
| Longest DD Days | 196.0 | 627.0 |
| Avg. Drawdown | -4.77% | -23.68% |
| Avg. Drawdown Days | 55.0 | 182.0 |
| Recovery Factor | 18.21 | 1.46 |
| Ulcer Index | 1.05 | 1.26 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-29 | -12.78 | 81 |
| 2022-06-01 | 2022-12-14 | -12.75 | 196 |
| 2024-08-20 | 2024-11-21 | -8.99 | 93 |
| 2023-05-06 | 2023-11-02 | -8.18 | 180 |
| 2024-01-09 | 2024-02-10 | -7.86 | 31 |
| 2022-03-09 | 2022-04-01 | -7.08 | 23 |
| 2023-02-21 | 2023-03-27 | -4.46 | 33 |
| 2024-05-21 | 2024-07-26 | -3.59 | 66 |
| 2024-05-09 | 2024-05-19 | -0.18 | 9 |
| 2023-01-08 | 2023-01-25 | -0.18 | 17 |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -11.38% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -11.38% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -11.54% | -34.26% |
| Best Year | 98.15% | 138.85% |
| Worst Year | -12.78% | -57.35% |
| Avg. Up Day | 10.51% | 10.71% |
| Avg. Down Day | -2.26% | -6.8% |
| Avg. Up Week | 10.46% | 11.28% |
| Avg. Down Week | -2.64% | -7.84% |
| Avg. Up Month | 14.62% | 18.08% |
| Avg. Down Month | -7.44% | -11.63% |
| Win Days % | 25.88% | 56.47% |
| Win Month % | 54.55% | 60.61% |
| Win Week % | 29.73% | 58.11% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 75.0% | 50.0% |