| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 232.17% | 138.4% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.69 | 0.36 |
| Sortino | 1.09 | 0.51 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 21.58 | 3.96 |
| Outlier Loss Ratio | 4.45 | 3.57 |
| Volatility (ann.) | 12.8% | 25.39% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.09 | 0.39 |
| Skew | 1.17 | 0.17 |
| Kurtosis | 27.9 | 6.75 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.64% | 1.91% |
| Expected Yearly % | 35.0% | 24.26% |
| Kelly Criterion | 7.93% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.16% |
| Expected Shortfall (cVaR) | -1.08% | -2.16% |
| Year | 4056838:BTCUSD | 4056838:btcusd:triple_gx:lsma195_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 18.42 | -0.31 | + |
| 2023 | 155.54 | 71.01 | 0.46 | - |
| 2024 | 121.00 | 82.03 | 0.68 | - |
| 2025 | 2.28 | -9.89 | -4.34 | - |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -14.24% | -18.73% |
| 6M | -9.67% | -7.45% |
| YTD | -9.89% | 2.28% |
| 1Y | -2.58% | 5.34% |
| 3Y (ann.) | 44.7% | 78.97% |
| 5Y (ann.) | 37.79% | 26.11% |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 126.0 | 683.0 |
| Avg. Drawdown | -3.72% | -7.56% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 12.85 | 2.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2025-07-14 | 2025-11-17 | -16.80 | 126 |
| 2022-06-01 | 2022-07-24 | -14.42 | 52 |
| 2023-03-22 | 2023-06-21 | -12.98 | 90 |
| 2025-01-20 | 2025-05-01 | -12.76 | 100 |
| 2023-06-23 | 2023-10-24 | -12.63 | 122 |
| 2023-11-02 | 2024-02-14 | -11.92 | 104 |
| 2024-07-22 | 2024-10-18 | -10.86 | 88 |
| 2022-03-04 | 2022-03-27 | -9.46 | 23 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 82.03% | 155.54% |
| Worst Year | -9.89% | -58.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.62% | 7.14% |
| Avg. Down Week | -2.79% | -4.39% |
| Avg. Up Month | 11.7% | 17.21% |
| Avg. Down Month | -5.54% | -9.44% |
| Win Days % | 50.03% | 51.46% |
| Win Month % | 55.0% | 58.7% |
| Win Week % | 55.66% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |