| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 241.44% | 150.59% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.7 | 0.37 |
| Sortino | 1.1 | 0.53 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.49 | 1.04 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 21.44 | 3.96 |
| Outlier Loss Ratio | 4.39 | 3.59 |
| Volatility (ann.) | 12.96% | 25.34% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.16 | 0.42 |
| Skew | 1.17 | 0.18 |
| Kurtosis | 29.53 | 6.82 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.71% | 2.02% |
| Expected Yearly % | 35.93% | 25.82% |
| Kelly Criterion | 8.01% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.16% |
| Expected Shortfall (cVaR) | -1.09% | -2.16% |
| Year | 4056842:BTCUSD | 4056842:btcusd:triple_gx:lsma215_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 13.19 | -0.23 | + |
| 2023 | 155.54 | 66.12 | 0.43 | - |
| 2024 | 121.00 | 77.75 | 0.64 | - |
| 2025 | 2.28 | 2.16 | 0.95 | - |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -8.33% | -18.73% |
| 6M | -3.6% | -7.45% |
| YTD | 2.16% | 2.28% |
| 1Y | 10.45% | 5.34% |
| 3Y (ann.) | 47.55% | 78.97% |
| 5Y (ann.) | 38.97% | 27.91% |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 171.0 | 683.0 |
| Avg. Drawdown | -3.28% | -7.22% |
| Avg. Drawdown Days | 20.0 | 34.0 |
| Recovery Factor | 13.36 | 2.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2023-11-02 | 2024-03-04 | -15.65 | 123 |
| 2022-06-01 | 2022-07-27 | -14.84 | 56 |
| 2023-03-22 | 2023-06-21 | -14.45 | 90 |
| 2024-05-18 | 2024-11-06 | -14.05 | 171 |
| 2025-09-18 | 2025-11-17 | -13.08 | 60 |
| 2023-06-23 | 2023-10-23 | -11.73 | 122 |
| 2025-01-20 | 2025-04-24 | -11.29 | 94 |
| 2022-03-03 | 2022-03-27 | -11.24 | 24 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.36% | -37.12% |
| Best Year | 77.75% | 155.54% |
| Worst Year | 2.16% | -56.62% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.86% | 7.49% |
| Avg. Down Week | -3.0% | -5.17% |
| Avg. Up Month | 13.1% | 17.73% |
| Avg. Down Month | -6.15% | -9.73% |
| Win Days % | 50.06% | 51.49% |
| Win Month % | 52.5% | 58.7% |
| Win Week % | 55.45% | 50.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 75.0% |