| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 255.14% | 143.27% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.14 | 0.52 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 21.47 | 3.96 |
| Outlier Loss Ratio | 4.45 | 3.57 |
| Volatility (ann.) | 12.93% | 25.39% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.23 | 0.4 |
| Skew | 1.2 | 0.17 |
| Kurtosis | 29.77 | 6.76 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.79% | 1.95% |
| Expected Yearly % | 37.28% | 24.89% |
| Kelly Criterion | 8.41% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.16% |
| Expected Shortfall (cVaR) | -1.09% | -2.16% |
| Year | 4056840:BTCUSD | 4056840:btcusd:triple_gx:lsma205_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 17.90 | -0.31 | + |
| 2023 | 155.54 | 68.15 | 0.44 | - |
| 2024 | 121.00 | 79.93 | 0.66 | - |
| 2025 | 2.28 | -0.44 | -0.19 | - |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -9.29% | -18.73% |
| 6M | -4.5% | -7.45% |
| YTD | -0.44% | 2.28% |
| 1Y | 7.64% | 5.34% |
| 3Y (ann.) | 47.3% | 78.97% |
| 5Y (ann.) | 40.34% | 26.84% |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 171.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.46% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 14.12 | 2.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2023-11-02 | 2024-03-04 | -16.26 | 123 |
| 2022-06-01 | 2022-07-28 | -15.97 | 56 |
| 2025-09-18 | 2025-11-17 | -12.89 | 60 |
| 2025-01-20 | 2025-05-01 | -12.73 | 100 |
| 2024-05-18 | 2024-11-06 | -12.27 | 171 |
| 2023-03-22 | 2023-06-21 | -12.03 | 90 |
| 2023-06-23 | 2023-10-23 | -11.88 | 122 |
| 2022-03-09 | 2022-03-27 | -10.75 | 18 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 79.93% | 155.54% |
| Worst Year | -0.44% | -57.88% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.6% | 7.29% |
| Avg. Down Week | -2.63% | -4.76% |
| Avg. Up Month | 12.85% | 17.73% |
| Avg. Down Month | -5.98% | -9.73% |
| Win Days % | 50.06% | 51.49% |
| Win Month % | 53.85% | 58.7% |
| Win Week % | 55.34% | 50.25% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |