| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 248.67% | 158.92% |
| Max Drawdown | -18.32% | -67.18% |
| Sharpe | 0.79 | 0.41 |
| Sortino | 1.24 | 0.6 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 21.24 | 3.97 |
| Outlier Loss Ratio | 4.47 | 3.57 |
| Volatility (ann.) | 13.4% | 26.43% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.57 | 0.51 |
| Skew | 1.01 | 0.19 |
| Kurtosis | 27.35 | 6.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.17% | 2.41% |
| Expected Yearly % | 36.65% | 26.85% |
| Kelly Criterion | 9.14% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.25% |
| Expected Shortfall (cVaR) | -1.13% | -2.25% |
| Year | 4056839:BTCUSD | 4056839:btcusd:triple_gx:lsma200_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 9.58 | -0.16 | + |
| 2023 | 155.54 | 70.50 | 0.45 | - |
| 2024 | 121.00 | 81.49 | 0.67 | - |
| 2025 | 11.30 | 2.83 | 0.25 | - |
| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| MTD | 0.79% | 10.32% |
| 3M | 5.99% | 7.53% |
| 6M | 15.37% | 18.96% |
| YTD | 2.83% | 11.3% |
| 1Y | 46.48% | 56.85% |
| 3Y (ann.) | 53.52% | 49.13% |
| 5Y (ann.) | 47.11% | 34.18% |
| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| Max Drawdown | -18.32% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.65% | -7.35% |
| Avg. Drawdown Days | 20.0 | 38.0 |
| Recovery Factor | 13.58 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.32 | 57 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2022-03-04 | 2022-05-30 | -14.97 | 86 |
| 2023-11-02 | 2024-02-15 | -13.02 | 105 |
| 2023-03-22 | 2023-06-21 | -12.56 | 90 |
| 2025-01-20 | 2025-04-28 | -12.37 | 97 |
| 2023-06-23 | 2023-10-24 | -11.92 | 122 |
| 2024-07-22 | 2024-10-20 | -10.44 | 90 |
| 2024-05-18 | 2024-07-21 | -7.67 | 64 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 81.49% | 155.54% |
| Worst Year | 2.83% | -58.81% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.99% | 7.5% |
| Avg. Down Week | -2.88% | -4.78% |
| Avg. Up Month | 13.83% | 19.25% |
| Avg. Down Month | -6.22% | -10.06% |
| Win Days % | 50.1% | 51.27% |
| Win Month % | 55.88% | 60.0% |
| Win Week % | 54.95% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |