| Metric | 4056848:btcusd:triple_gx:lsma235_80_65 | 4056848:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 198.19% | 150.7% |
| Max Drawdown | -19.02% | -67.18% |
| Sharpe | 0.69 | 0.4 |
| Sortino | 1.09 | 0.59 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 20.97 | 4.0 |
| Outlier Loss Ratio | 4.34 | 3.61 |
| Volatility (ann.) | 13.58% | 26.13% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.13 | 0.49 |
| Skew | 0.95 | 0.17 |
| Kurtosis | 25.62 | 6.36 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.77% | 2.32% |
| Expected Yearly % | 31.41% | 25.83% |
| Kelly Criterion | 7.66% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.22% |
| Expected Shortfall (cVaR) | -1.14% | -2.22% |
| Year | 4056848:BTCUSD | 4056848:btcusd:triple_gx:lsma235_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 5.74 | -0.10 | + |
| 2023 | 155.54 | 63.55 | 0.41 | - |
| 2024 | 121.00 | 57.02 | 0.47 | - |
| 2025 | 11.30 | 9.81 | 0.87 | - |
| Metric | 4056848:btcusd:triple_gx:lsma235_80_65 | 4056848:BTCUSD |
|---|---|---|
| MTD | 0.79% | 10.32% |
| 3M | 10.39% | 7.53% |
| 6M | 23.21% | 18.96% |
| YTD | 9.81% | 11.3% |
| 1Y | 34.18% | 56.85% |
| 3Y (ann.) | 43.53% | 49.13% |
| 5Y (ann.) | 40.49% | 33.11% |
| Metric | 4056848:btcusd:triple_gx:lsma235_80_65 | 4056848:BTCUSD |
|---|---|---|
| Max Drawdown | -19.02% | -67.18% |
| Longest DD Days | 176.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.14% |
| Avg. Drawdown Days | 23.0 | 39.0 |
| Recovery Factor | 10.42 | 2.24 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-01-11 | -19.02 | 153 |
| 2022-06-01 | 2022-07-28 | -18.71 | 57 |
| 2023-03-22 | 2023-06-22 | -16.00 | 91 |
| 2024-05-18 | 2024-11-11 | -15.81 | 176 |
| 2023-11-16 | 2024-03-03 | -14.32 | 108 |
| 2022-03-03 | 2022-03-27 | -12.48 | 24 |
| 2023-06-23 | 2023-10-23 | -10.83 | 122 |
| 2025-01-20 | 2025-04-22 | -8.76 | 92 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056848:btcusd:triple_gx:lsma235_80_65 | 4056848:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 36.05% | 43.77% |
| Worst Month | -13.26% | -37.12% |
| Best Year | 63.55% | 155.54% |
| Worst Year | 5.74% | -60.11% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 4.76% | 7.8% |
| Avg. Down Week | -2.91% | -5.22% |
| Avg. Up Month | 12.77% | 19.25% |
| Avg. Down Month | -5.97% | -10.06% |
| Win Days % | 49.93% | 51.25% |
| Win Month % | 54.29% | 60.0% |
| Win Week % | 52.69% | 50.29% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |