| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 229.26% | 125.79% |
| Max Drawdown | -20.56% | -67.18% |
| Sharpe | 0.67 | 0.34 |
| Sortino | 1.03 | 0.49 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 20.5 | 3.95 |
| Outlier Loss Ratio | 4.4 | 3.59 |
| Volatility (ann.) | 13.16% | 25.4% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.81 | 0.36 |
| Skew | 0.86 | 0.17 |
| Kurtosis | 26.71 | 6.72 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.62% | 1.79% |
| Expected Yearly % | 34.71% | 22.58% |
| Kelly Criterion | 7.5% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.16% |
| Expected Shortfall (cVaR) | -1.11% | -2.16% |
| Year | 4056834:BTCUSD | 4056834:btcusd:triple_gx:lsma175_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 12.47 | -0.20 | + |
| 2023 | 155.54 | 64.16 | 0.41 | - |
| 2024 | 121.00 | 108.02 | 0.89 | - |
| 2025 | 2.28 | -14.28 | -6.27 | - |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -16.97% | -18.73% |
| 6M | -15.24% | -7.45% |
| YTD | -14.28% | 2.28% |
| 1Y | -7.32% | 5.34% |
| 3Y (ann.) | 48.08% | 78.97% |
| 5Y (ann.) | 37.3% | 24.19% |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Max Drawdown | -20.56% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.31% | -7.23% |
| Avg. Drawdown Days | 18.0 | 35.0 |
| Recovery Factor | 11.15 | 1.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -20.56 | 126 |
| 2022-06-01 | 2022-07-28 | -18.99 | 57 |
| 2022-09-13 | 2023-01-09 | -18.40 | 118 |
| 2023-03-22 | 2023-10-24 | -14.48 | 215 |
| 2022-02-16 | 2022-03-28 | -12.80 | 40 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2025-01-20 | 2025-04-23 | -11.26 | 93 |
| 2024-11-21 | 2025-01-20 | -10.17 | 59 |
| 2024-08-22 | 2024-09-24 | -9.32 | 33 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 108.02% | 155.54% |
| Worst Year | -14.28% | -60.91% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.72% | 7.39% |
| Avg. Down Week | -3.17% | -4.82% |
| Avg. Up Month | 10.92% | 16.06% |
| Avg. Down Month | -6.68% | -9.67% |
| Win Days % | 50.03% | 51.42% |
| Win Month % | 57.5% | 58.7% |
| Win Week % | 56.07% | 50.0% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |