| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 265.96% | 86.53% |
| Max Drawdown | -12.74% | -65.12% |
| Sharpe | 4.43 | 2.32 |
| Sortino | 13.79 | 3.64 |
| Payoff Ratio | 4.78 | 1.53 |
| Profit Factor | 2.88 | 1.46 |
| Common Sense Ratio | 5.46 | 1.91 |
| CPC Index | 3.73 | 1.29 |
| Tail Ratio | 1.89 | 1.31 |
| Outlier Win Ratio | 3.62 | 4.94 |
| Outlier Loss Ratio | 15.68 | 3.03 |
| Volatility (ann.) | 146.0% | 205.69% |
| R^2 | 0.53 | 0.53 |
| Calmar | 4.06 | 0.34 |
| Skew | 2.99 | 0.2 |
| Kurtosis | 12.84 | 4.77 |
| Expected Daily % | 1.52% | 0.73% |
| Expected Monthly % | 4.01% | 1.91% |
| Expected Yearly % | 38.31% | 16.87% |
| Kelly Criterion | 11.81% | 29.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.8% | -16.4% |
| Expected Shortfall (cVaR) | -10.8% | -16.4% |
| Year | 4056836:BTCUSD | 4056836:btcusd:triple_gx:lsma185_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.97 | 21.62 | -0.37 | + |
| 2023 | 138.85 | 75.55 | 0.54 | - |
| 2024 | 127.11 | 95.82 | 0.75 | - |
| 2025 | -16.21 | -12.47 | 0.77 | + |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| MTD | -5.54% | -19.4% |
| 3M | -12.47% | -16.21% |
| 6M | 24.37% | 28.86% |
| YTD | -12.47% | -16.21% |
| 1Y | 41.24% | 14.26% |
| 3Y (ann.) | 55.06% | 25.43% |
| 5Y (ann.) | 51.66% | 22.16% |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Max Drawdown | -12.74% | -65.12% |
| Longest DD Days | 191.0 | 627.0 |
| Avg. Drawdown | -4.13% | -23.08% |
| Avg. Drawdown Days | 46.0 | 187.0 |
| Recovery Factor | 20.88 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-12-09 | -12.74 | 191 |
| 2025-01-07 | 2025-03-29 | -12.47 | 81 |
| 2023-08-08 | 2023-11-02 | -9.89 | 85 |
| 2024-01-10 | 2024-02-10 | -8.41 | 31 |
| 2024-08-26 | 2024-11-21 | -7.49 | 87 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2024-05-21 | 2024-07-26 | -3.59 | 66 |
| 2023-02-23 | 2023-03-27 | -2.42 | 31 |
| 2022-02-16 | 2022-04-01 | -1.49 | 44 |
| 2024-05-09 | 2024-05-19 | -0.18 | 9 |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -11.08% | -36.9% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -11.08% | -36.9% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -11.4% | -34.58% |
| Best Year | 95.82% | 138.85% |
| Worst Year | -12.47% | -58.97% |
| Avg. Up Day | 10.14% | 10.34% |
| Avg. Down Day | -2.12% | -6.75% |
| Avg. Up Week | 10.06% | 10.97% |
| Avg. Down Week | -2.3% | -7.24% |
| Avg. Up Month | 15.74% | 19.9% |
| Avg. Down Month | -4.39% | -8.6% |
| Win Days % | 27.06% | 57.65% |
| Win Month % | 48.48% | 51.52% |
| Win Week % | 31.94% | 55.56% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |