| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 232.15% | 101.4% |
| Max Drawdown | -13.06% | -63.7% |
| Sharpe | 4.18 | 2.51 |
| Sortino | 12.58 | 3.93 |
| Payoff Ratio | 4.29 | 1.43 |
| Profit Factor | 2.67 | 1.49 |
| Common Sense Ratio | 5.33 | 2.08 |
| CPC Index | 3.18 | 1.24 |
| Tail Ratio | 1.99 | 1.39 |
| Outlier Win Ratio | 3.76 | 4.75 |
| Outlier Loss Ratio | 15.57 | 3.13 |
| Volatility (ann.) | 148.29% | 210.88% |
| R^2 | 0.51 | 0.51 |
| Calmar | 3.67 | 0.4 |
| Skew | 2.96 | 0.09 |
| Kurtosis | 12.64 | 4.63 |
| Expected Daily % | 1.44% | 0.84% |
| Expected Monthly % | 3.82% | 2.21% |
| Expected Yearly % | 35.0% | 19.13% |
| Kelly Criterion | 10.87% | 28.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.07% | -16.7% |
| Expected Shortfall (cVaR) | -11.07% | -16.7% |
| Year | 4056838:BTCUSD | 4056838:btcusd:triple_gx:lsma195_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.69 | 18.63 | -0.33 | + |
| 2023 | 138.85 | 71.01 | 0.51 | - |
| 2024 | 127.11 | 82.03 | 0.65 | - |
| 2025 | -16.21 | -10.05 | 0.62 | + |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| MTD | -5.54% | -19.4% |
| 3M | -10.05% | -16.21% |
| 6M | 28.63% | 28.86% |
| YTD | -10.05% | -16.21% |
| 1Y | 35.54% | 14.26% |
| 3Y (ann.) | 53.2% | 25.31% |
| 5Y (ann.) | 47.88% | 25.63% |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Max Drawdown | -13.06% | -63.7% |
| Longest DD Days | 102.0 | 597.0 |
| Avg. Drawdown | -5.49% | -20.18% |
| Avg. Drawdown Days | 47.0 | 150.0 |
| Recovery Factor | 17.78 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-11 | 2022-12-14 | -13.06 | 94 |
| 2022-06-01 | 2022-07-29 | -10.62 | 58 |
| 2023-11-12 | 2024-02-22 | -10.11 | 102 |
| 2025-01-07 | 2025-03-29 | -10.05 | 80 |
| 2023-08-09 | 2023-11-02 | -9.66 | 85 |
| 2024-08-26 | 2024-11-21 | -7.49 | 87 |
| 2022-03-07 | 2022-04-01 | -7.30 | 24 |
| 2024-05-21 | 2024-07-26 | -6.66 | 66 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2023-01-09 | 2023-01-25 | -0.18 | 16 |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -12.33% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -12.33% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -12.65% | -37.76% |
| Best Year | 82.03% | 138.85% |
| Worst Year | -10.05% | -55.69% |
| Avg. Up Day | 9.91% | 10.11% |
| Avg. Down Day | -2.31% | -7.06% |
| Avg. Up Week | 9.85% | 10.55% |
| Avg. Down Week | -2.57% | -7.82% |
| Avg. Up Month | 16.32% | 20.45% |
| Avg. Down Month | -5.75% | -10.97% |
| Win Days % | 27.71% | 57.83% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 31.94% | 58.33% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |