| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 249.15% | 154.34% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.71 | 0.37 |
| Sortino | 1.12 | 0.54 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 21.54 | 3.97 |
| Outlier Loss Ratio | 4.4 | 3.58 |
| Volatility (ann.) | 12.95% | 25.35% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.2 | 0.42 |
| Skew | 1.18 | 0.18 |
| Kurtosis | 29.61 | 6.8 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 2.05% |
| Expected Yearly % | 36.7% | 26.29% |
| Kelly Criterion | 8.22% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.16% |
| Expected Shortfall (cVaR) | -1.09% | -2.16% |
| Year | 4056841:BTCUSD | 4056841:btcusd:triple_gx:lsma210_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 18.54 | -0.33 | + |
| 2023 | 155.54 | 68.68 | 0.44 | - |
| 2024 | 121.00 | 75.64 | 0.63 | - |
| 2025 | 2.28 | -0.59 | -0.26 | - |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -8.8% | -18.73% |
| 6M | -4.72% | -7.45% |
| YTD | -0.59% | 2.28% |
| 1Y | 7.48% | 5.34% |
| 3Y (ann.) | 46.36% | 78.97% |
| 5Y (ann.) | 39.74% | 28.38% |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 171.0 | 683.0 |
| Avg. Drawdown | -3.4% | -7.1% |
| Avg. Drawdown Days | 21.0 | 33.0 |
| Recovery Factor | 13.79 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2023-11-02 | 2024-03-04 | -16.65 | 123 |
| 2022-06-01 | 2022-07-27 | -14.84 | 56 |
| 2025-09-18 | 2025-11-17 | -13.53 | 60 |
| 2023-03-22 | 2023-06-21 | -13.30 | 90 |
| 2024-05-18 | 2024-11-06 | -13.11 | 171 |
| 2025-01-20 | 2025-04-28 | -12.66 | 97 |
| 2023-06-23 | 2023-10-23 | -11.74 | 122 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841: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 | -12.36% | -37.12% |
| Best Year | 75.64% | 155.54% |
| Worst Year | -0.59% | -55.97% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 5.04% | 7.76% |
| Avg. Down Week | -3.07% | -4.89% |
| Avg. Up Month | 12.32% | 17.0% |
| Avg. Down Month | -6.37% | -9.73% |
| Win Days % | 50.06% | 51.5% |
| Win Month % | 56.41% | 58.7% |
| Win Week % | 54.0% | 50.75% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |