| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 138.83% | 144.65% |
| Max Drawdown | -29.11% | -67.18% |
| Sharpe | 0.48 | 0.4 |
| Sortino | 0.71 | 0.58 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.05 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 12.79 | 4.21 |
| Outlier Loss Ratio | 4.45 | 4.02 |
| Volatility (ann.) | 17.62% | 26.77% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.08 | 0.48 |
| Skew | 0.39 | 0.18 |
| Kurtosis | 13.76 | 6.15 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.26% | 2.32% |
| Expected Yearly % | 24.32% | 25.07% |
| Kelly Criterion | 4.18% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.28% |
| Expected Shortfall (cVaR) | -1.49% | -2.28% |
| Year | 4056845:BTCUSD | 4056845:btcusd:triple_gx:lsma90_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -5.27 | 0.10 | + |
| 2023 | 155.54 | 77.15 | 0.50 | - |
| 2024 | 121.00 | 58.56 | 0.48 | - |
| 2025 | -6.45 | -10.24 | 1.59 | - |
| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| MTD | -1.01% | 3.6% |
| 3M | -10.24% | -11.42% |
| 6M | 21.44% | 35.88% |
| YTD | -10.24% | -6.45% |
| 1Y | 10.5% | 24.76% |
| 3Y (ann.) | 33.64% | 25.14% |
| 5Y (ann.) | 31.58% | 32.58% |
| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| Max Drawdown | -29.11% | -67.18% |
| Longest DD Days | 243.0 | 683.0 |
| Avg. Drawdown | -5.17% | -6.09% |
| Avg. Drawdown Days | 22.0 | 28.0 |
| Recovery Factor | 4.77 | 2.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -29.11 | 99 |
| 2024-03-11 | 2024-11-10 | -28.74 | 243 |
| 2022-08-11 | 2023-01-13 | -27.90 | 155 |
| 2022-02-10 | 2022-08-08 | -26.50 | 178 |
| 2023-08-09 | 2023-11-15 | -17.21 | 98 |
| 2023-04-14 | 2023-06-21 | -16.61 | 68 |
| 2023-12-09 | 2024-02-12 | -14.07 | 65 |
| 2022-01-24 | 2022-02-06 | -12.42 | 13 |
| 2023-01-21 | 2023-03-17 | -8.10 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.93% | -29.64% |
| Best Month | 40.88% | 43.77% |
| Worst Month | -15.38% | -37.12% |
| Best Year | 77.15% | 155.54% |
| Worst Year | -10.24% | -53.69% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.16% | 7.09% |
| Avg. Down Week | -3.71% | -4.93% |
| Avg. Up Month | 16.26% | 20.43% |
| Avg. Down Month | -7.26% | -11.72% |
| Win Days % | 50.17% | 51.1% |
| Win Month % | 41.03% | 61.54% |
| Win Week % | 54.14% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |