| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 250.25% | 94.52% |
| Max Drawdown | -14.73% | -64.66% |
| Sharpe | 4.33 | 2.43 |
| Sortino | 12.98 | 3.78 |
| Payoff Ratio | 4.38 | 1.44 |
| Profit Factor | 2.73 | 1.47 |
| Common Sense Ratio | 4.87 | 1.76 |
| CPC Index | 3.31 | 1.22 |
| Tail Ratio | 1.78 | 1.2 |
| Outlier Win Ratio | 3.7 | 4.77 |
| Outlier Loss Ratio | 14.38 | 2.85 |
| Volatility (ann.) | 148.8% | 210.94% |
| R^2 | 0.52 | 0.52 |
| Calmar | 3.36 | 0.37 |
| Skew | 2.93 | 0.14 |
| Kurtosis | 12.49 | 4.38 |
| Expected Daily % | 1.5% | 0.8% |
| Expected Monthly % | 3.99% | 2.1% |
| Expected Yearly % | 36.8% | 18.1% |
| Kelly Criterion | 11.21% | 28.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.05% | -16.75% |
| Expected Shortfall (cVaR) | -11.05% | -16.75% |
| Year | 4056834:BTCUSD | 4056834:btcusd:triple_gx:lsma175_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.21 | 12.47 | -0.22 | + |
| 2023 | 138.85 | 64.16 | 0.46 | - |
| 2024 | 127.11 | 108.02 | 0.85 | - |
| 2025 | -16.21 | -8.81 | 0.54 | + |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| MTD | -3.91% | -19.4% |
| 3M | -8.81% | -16.21% |
| 6M | 29.31% | 28.86% |
| YTD | -8.81% | -16.21% |
| 1Y | 52.01% | 14.26% |
| 3Y (ann.) | 55.35% | 25.41% |
| 5Y (ann.) | 49.43% | 23.77% |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Max Drawdown | -14.73% | -64.66% |
| Longest DD Days | 196.0 | 627.0 |
| Avg. Drawdown | -4.11% | -23.73% |
| Avg. Drawdown Days | 46.0 | 182.0 |
| Recovery Factor | 16.99 | 1.46 |
| Ulcer Index | 1.06 | 1.25 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-12-14 | -14.73 | 196 |
| 2023-05-06 | 2023-11-02 | -9.03 | 180 |
| 2022-03-09 | 2022-04-01 | -8.91 | 23 |
| 2025-01-07 | 2025-03-29 | -8.81 | 81 |
| 2024-01-10 | 2024-02-10 | -7.58 | 31 |
| 2024-08-26 | 2024-09-25 | -7.49 | 29 |
| 2024-05-21 | 2024-07-26 | -3.59 | 66 |
| 2023-02-22 | 2023-03-27 | -3.31 | 33 |
| 2024-10-17 | 2024-11-21 | -1.11 | 34 |
| 2022-05-23 | 2022-05-30 | -0.18 | 6 |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -12.15% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -12.15% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -12.47% | -34.26% |
| Best Year | 108.02% | 138.85% |
| Worst Year | -8.81% | -57.21% |
| Avg. Up Day | 10.17% | 10.37% |
| Avg. Down Day | -2.32% | -7.21% |
| Avg. Up Week | 10.49% | 11.31% |
| Avg. Down Week | -2.65% | -7.72% |
| Avg. Up Month | 14.66% | 18.13% |
| Avg. Down Month | -7.14% | -11.42% |
| Win Days % | 27.71% | 57.83% |
| Win Month % | 56.25% | 59.38% |
| Win Week % | 31.51% | 57.53% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 75.0% | 50.0% |