| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 212.33% | 125.04% |
| Max Drawdown | -19.73% | -67.18% |
| Sharpe | 0.64 | 0.34 |
| Sortino | 0.98 | 0.49 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 20.29 | 3.95 |
| Outlier Loss Ratio | 4.39 | 3.61 |
| Volatility (ann.) | 13.22% | 25.39% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.79 | 0.36 |
| Skew | 0.82 | 0.17 |
| Kurtosis | 26.22 | 6.72 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.51% | 1.78% |
| Expected Yearly % | 32.94% | 22.48% |
| Kelly Criterion | 7.13% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.16% |
| Expected Shortfall (cVaR) | -1.12% | -2.16% |
| Year | 4056833:BTCUSD | 4056833:btcusd:triple_gx:lsma170_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 16.16 | -0.26 | + |
| 2023 | 155.54 | 65.76 | 0.42 | - |
| 2024 | 121.00 | 98.15 | 0.81 | - |
| 2025 | 2.28 | -18.14 | -7.97 | - |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -16.6% | -18.73% |
| 6M | -15.55% | -7.45% |
| YTD | -18.14% | 2.28% |
| 1Y | -11.5% | 5.34% |
| 3Y (ann.) | 43.59% | 78.97% |
| 5Y (ann.) | 35.33% | 24.04% |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Max Drawdown | -19.73% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.52% | -7.45% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 10.76 | 1.86 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -19.73 | 126 |
| 2022-06-01 | 2022-07-28 | -18.99 | 57 |
| 2022-09-13 | 2022-12-14 | -18.07 | 92 |
| 2023-03-22 | 2023-10-23 | -14.83 | 215 |
| 2025-01-20 | 2025-07-14 | -14.79 | 174 |
| 2023-12-09 | 2024-02-09 | -12.09 | 62 |
| 2022-02-16 | 2022-03-27 | -11.05 | 39 |
| 2024-11-21 | 2025-01-20 | -10.17 | 59 |
| 2024-07-22 | 2024-10-18 | -9.71 | 88 |
| 2023-01-21 | 2023-03-17 | -7.04 | 54 |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.6% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -11.54% | -37.12% |
| Best Year | 98.15% | 155.54% |
| Worst Year | -18.14% | -61.04% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 4.84% | 7.44% |
| Avg. Down Week | -3.15% | -5.02% |
| Avg. Up Month | 10.97% | 15.75% |
| Avg. Down Month | -6.45% | -10.4% |
| Win Days % | 50.11% | 51.43% |
| Win Month % | 56.1% | 58.7% |
| Win Week % | 53.7% | 50.0% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |