| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 237.41% | 98.82% |
| Max Drawdown | -14.53% | -63.43% |
| Sharpe | 4.27 | 2.51 |
| Sortino | 12.95 | 3.95 |
| Payoff Ratio | 4.4 | 1.46 |
| Profit Factor | 2.7 | 1.49 |
| Common Sense Ratio | 7.05 | 1.75 |
| CPC Index | 3.22 | 1.26 |
| Tail Ratio | 2.62 | 1.17 |
| Outlier Win Ratio | 3.55 | 4.62 |
| Outlier Loss Ratio | 15.02 | 2.98 |
| Volatility (ann.) | 150.6% | 214.61% |
| R^2 | 0.51 | 0.51 |
| Calmar | 3.34 | 0.4 |
| Skew | 2.87 | 0.14 |
| Kurtosis | 11.84 | 4.21 |
| Expected Daily % | 1.49% | 0.84% |
| Expected Monthly % | 3.87% | 2.17% |
| Expected Yearly % | 35.53% | 18.75% |
| Kelly Criterion | 10.59% | 29.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.2% | -17.0% |
| Expected Shortfall (cVaR) | -11.2% | -17.0% |
| Year | 4056840:BTCUSD | 4056840:btcusd:triple_gx:lsma205_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.26 | 18.11 | -0.32 | + |
| 2023 | 138.85 | 68.15 | 0.49 | - |
| 2024 | 127.11 | 79.93 | 0.63 | - |
| 2025 | -16.21 | -5.58 | 0.34 | + |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| MTD | -5.08% | -19.4% |
| 3M | -5.58% | -16.21% |
| 6M | 33.49% | 28.86% |
| YTD | -5.58% | -16.21% |
| 1Y | 42.62% | 14.26% |
| 3Y (ann.) | 53.21% | 24.97% |
| 5Y (ann.) | 48.58% | 25.08% |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.43% |
| Longest DD Days | 184.0 | 597.0 |
| Avg. Drawdown | -5.65% | -23.16% |
| Avg. Drawdown Days | 56.0 | 178.0 |
| Recovery Factor | 16.34 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-12 | 2024-03-12 | -14.53 | 121 |
| 2022-09-11 | 2022-12-14 | -13.06 | 94 |
| 2022-06-01 | 2022-07-29 | -10.62 | 58 |
| 2024-05-21 | 2024-11-21 | -9.24 | 184 |
| 2023-08-10 | 2023-11-02 | -8.88 | 83 |
| 2022-03-10 | 2022-04-01 | -5.85 | 22 |
| 2025-01-20 | 2025-03-29 | -5.58 | 68 |
| 2023-05-06 | 2023-07-02 | -4.82 | 56 |
| 2022-05-23 | 2022-05-30 | -0.18 | 6 |
| 2022-08-06 | 2022-08-11 | -0.18 | 5 |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840: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% | -34.03% |
| Best Year | 79.93% | 138.85% |
| Worst Year | -5.58% | -56.26% |
| Avg. Up Day | 10.44% | 10.64% |
| Avg. Down Day | -2.37% | -7.27% |
| Avg. Up Week | 10.85% | 11.57% |
| Avg. Down Week | -2.6% | -8.03% |
| Avg. Up Month | 15.34% | 18.41% |
| Avg. Down Month | -5.63% | -8.25% |
| Win Days % | 27.16% | 58.02% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 31.43% | 57.14% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 50.0% |