| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 213.96% | 93.71% |
| Max Drawdown | -16.05% | -63.48% |
| Sharpe | 4.02 | 2.45 |
| Sortino | 11.89 | 3.91 |
| Payoff Ratio | 4.79 | 1.69 |
| Profit Factor | 2.53 | 1.47 |
| Common Sense Ratio | 5.26 | 1.9 |
| CPC Index | 3.0 | 1.38 |
| Tail Ratio | 2.07 | 1.29 |
| Outlier Win Ratio | 3.27 | 4.49 |
| Outlier Loss Ratio | 14.21 | 3.05 |
| Volatility (ann.) | 152.33% | 212.24% |
| R^2 | 0.53 | 0.53 |
| Calmar | 2.81 | 0.38 |
| Skew | 2.84 | 0.23 |
| Kurtosis | 11.53 | 4.29 |
| Expected Daily % | 1.41% | 0.81% |
| Expected Monthly % | 3.53% | 2.02% |
| Expected Yearly % | 33.11% | 17.97% |
| Kelly Criterion | 8.97% | 29.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.44% | -16.85% |
| Expected Shortfall (cVaR) | -11.44% | -16.85% |
| Year | 4056843:BTCUSD | 4056843:btcusd:triple_gx:lsma220_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.38 | 10.03 | -0.17 | + |
| 2023 | 138.85 | 68.92 | 0.50 | - |
| 2024 | 127.11 | 74.94 | 0.59 | - |
| 2025 | -16.21 | -3.44 | 0.21 | + |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| MTD | -2.93% | -19.4% |
| 3M | -3.44% | -16.21% |
| 6M | 37.32% | 28.86% |
| YTD | -3.44% | -16.21% |
| 1Y | 39.67% | 14.26% |
| 3Y (ann.) | 51.27% | 25.59% |
| 5Y (ann.) | 45.14% | 24.02% |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Max Drawdown | -16.05% | -63.48% |
| Longest DD Days | 184.0 | 597.0 |
| Avg. Drawdown | -7.17% | -23.5% |
| Avg. Drawdown Days | 74.0 | 180.0 |
| Recovery Factor | 13.33 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-15 | 2023-01-25 | -16.05 | 163 |
| 2023-11-12 | 2024-03-12 | -11.60 | 121 |
| 2024-05-21 | 2024-11-21 | -11.19 | 184 |
| 2022-06-01 | 2022-08-11 | -10.62 | 71 |
| 2022-03-11 | 2022-04-01 | -8.99 | 21 |
| 2023-08-13 | 2023-11-02 | -8.59 | 81 |
| 2023-04-14 | 2023-07-02 | -7.80 | 78 |
| 2025-01-20 | 2025-03-29 | -3.44 | 68 |
| 2024-05-12 | 2024-05-19 | -0.18 | 6 |
| 2023-03-16 | 2023-03-27 | -0.18 | 10 |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -12.48% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -12.48% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -12.79% | -34.8% |
| Best Year | 74.94% | 138.85% |
| Worst Year | -3.44% | -57.38% |
| Avg. Up Day | 11.37% | 11.57% |
| Avg. Down Day | -2.37% | -6.84% |
| Avg. Up Week | 11.31% | 12.05% |
| Avg. Down Week | -2.78% | -7.99% |
| Avg. Up Month | 16.3% | 20.53% |
| Avg. Down Month | -5.67% | -9.48% |
| Win Days % | 24.69% | 55.56% |
| Win Month % | 48.48% | 51.52% |
| Win Week % | 28.99% | 56.52% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 75.0% | 50.0% |