| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 214.33% | 110.06% |
| Max Drawdown | -17.0% | -64.76% |
| Sharpe | 3.98 | 2.57 |
| Sortino | 11.59 | 4.05 |
| Payoff Ratio | 4.06 | 1.44 |
| Profit Factor | 2.53 | 1.51 |
| Common Sense Ratio | 5.02 | 2.22 |
| CPC Index | 2.78 | 1.28 |
| Tail Ratio | 1.99 | 1.47 |
| Outlier Win Ratio | 3.64 | 4.75 |
| Outlier Loss Ratio | 14.2 | 2.94 |
| Volatility (ann.) | 145.94% | 206.15% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.66 | 0.42 |
| Skew | 2.95 | 0.15 |
| Kurtosis | 12.8 | 4.63 |
| Expected Daily % | 1.34% | 0.87% |
| Expected Monthly % | 3.53% | 2.27% |
| Expected Yearly % | 33.15% | 20.39% |
| Kelly Criterion | 9.11% | 30.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.97% | -16.3% |
| Expected Shortfall (cVaR) | -10.97% | -16.3% |
| Year | 4056837:BTCUSD | 4056837:btcusd:triple_gx:lsma190_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.79 | 17.20 | -0.32 | + |
| 2023 | 138.85 | 81.40 | 0.59 | - |
| 2024 | 127.11 | 78.15 | 0.61 | - |
| 2025 | -16.21 | -17.00 | 1.05 | - |
| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| MTD | -5.54% | -19.4% |
| 3M | -17.0% | -16.21% |
| 6M | 17.93% | 28.86% |
| YTD | -17.0% | -16.21% |
| 1Y | 23.01% | 14.26% |
| 3Y (ann.) | 48.26% | 25.44% |
| 5Y (ann.) | 45.24% | 27.36% |
| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| Max Drawdown | -17.0% | -64.76% |
| Longest DD Days | 196.0 | 597.0 |
| Avg. Drawdown | -5.02% | -20.62% |
| Avg. Drawdown Days | 47.0 | 150.0 |
| Recovery Factor | 12.61 | 1.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-29 | -17.00 | 81 |
| 2022-06-01 | 2022-12-14 | -14.22 | 196 |
| 2023-08-08 | 2023-11-02 | -9.79 | 85 |
| 2024-01-10 | 2024-02-22 | -8.93 | 42 |
| 2024-08-26 | 2024-11-21 | -7.49 | 87 |
| 2024-05-21 | 2024-07-26 | -7.13 | 66 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2022-03-07 | 2022-04-01 | -3.24 | 25 |
| 2024-05-09 | 2024-05-19 | -0.18 | 9 |
| 2022-05-23 | 2022-05-30 | -0.18 | 6 |
| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -12.56% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -12.56% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -12.87% | -34.44% |
| Best Year | 81.4% | 138.85% |
| Worst Year | -17.0% | -53.79% |
| Avg. Up Day | 9.85% | 10.05% |
| Avg. Down Day | -2.43% | -6.99% |
| Avg. Up Week | 9.8% | 10.61% |
| Avg. Down Week | -2.58% | -7.25% |
| Avg. Up Month | 14.99% | 19.98% |
| Avg. Down Month | -5.26% | -9.73% |
| Win Days % | 27.06% | 58.82% |
| Win Month % | 51.52% | 54.55% |
| Win Week % | 31.08% | 56.76% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 75.0% | 50.0% |