| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 211.29% | 121.06% |
| Max Drawdown | -18.76% | -67.18% |
| Sharpe | 0.65 | 0.34 |
| Sortino | 1.02 | 0.48 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.45 | 1.03 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 21.41 | 3.97 |
| Outlier Loss Ratio | 4.42 | 3.59 |
| Volatility (ann.) | 12.94% | 25.41% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.88 | 0.35 |
| Skew | 1.09 | 0.17 |
| Kurtosis | 27.16 | 6.73 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.5% | 1.74% |
| Expected Yearly % | 32.83% | 21.93% |
| Kelly Criterion | 7.34% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.16% |
| Expected Shortfall (cVaR) | -1.09% | -2.16% |
| Year | 4056837:BTCUSD | 4056837:btcusd:triple_gx:lsma190_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.98 | -0.28 | + |
| 2023 | 155.54 | 81.40 | 0.52 | - |
| 2024 | 121.00 | 78.15 | 0.65 | - |
| 2025 | 2.28 | -17.66 | -7.75 | - |
| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -15.05% | -18.73% |
| 6M | -10.58% | -7.45% |
| YTD | -17.66% | 2.28% |
| 1Y | -10.97% | 5.34% |
| 3Y (ann.) | 43.59% | 78.97% |
| 5Y (ann.) | 35.36% | 23.55% |
| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| Max Drawdown | -18.76% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -3.7% | -7.92% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 11.26 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.76 | 57 |
| 2022-08-08 | 2022-12-14 | -18.70 | 128 |
| 2024-11-21 | 2025-07-14 | -18.66 | 234 |
| 2025-07-14 | 2025-11-17 | -17.82 | 126 |
| 2023-12-09 | 2024-02-14 | -13.11 | 67 |
| 2023-06-23 | 2023-10-24 | -12.76 | 122 |
| 2023-03-22 | 2023-06-21 | -12.08 | 90 |
| 2024-07-22 | 2024-10-20 | -10.87 | 90 |
| 2024-05-18 | 2024-07-21 | -8.01 | 64 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056837:btcusd:triple_gx:lsma190_80_65 | 4056837:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.51% | -37.12% |
| Best Year | 81.4% | 155.54% |
| Worst Year | -17.66% | -61.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.77% | 7.19% |
| Avg. Down Week | -2.91% | -4.77% |
| Avg. Up Month | 10.91% | 16.03% |
| Avg. Down Month | -5.6% | -9.81% |
| Win Days % | 49.88% | 51.44% |
| Win Month % | 56.1% | 58.7% |
| Win Week % | 54.21% | 50.0% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |