| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 127.34% | 139.54% |
| Max Drawdown | -30.59% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.72 | 0.57 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 14.83 | 4.11 |
| Outlier Loss Ratio | 4.39 | 3.95 |
| Volatility (ann.) | 16.36% | 26.65% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.97 | 0.47 |
| Skew | 0.51 | 0.18 |
| Kurtosis | 15.93 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.13% | 2.27% |
| Expected Yearly % | 22.79% | 24.41% |
| Kelly Criterion | 4.42% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.27% |
| Expected Shortfall (cVaR) | -1.39% | -2.27% |
| Year | 4056851:BTCUSD | 4056851:btcusd:triple_gx:lsma110_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 1.63 | -0.03 | + |
| 2023 | 155.54 | 56.25 | 0.36 | - |
| 2024 | 121.00 | 47.14 | 0.39 | - |
| 2025 | -6.45 | -2.70 | 0.42 | + |
| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| MTD | 8.82% | 3.6% |
| 3M | -2.7% | -11.42% |
| 6M | 18.57% | 35.88% |
| YTD | -2.7% | -6.45% |
| 1Y | 13.1% | 24.76% |
| 3Y (ann.) | 26.89% | 25.14% |
| 5Y (ann.) | 29.69% | 31.86% |
| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| Max Drawdown | -30.59% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.16% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 4.16 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-13 | -30.59 | 337 |
| 2024-12-17 | 2025-03-27 | -23.32 | 99 |
| 2023-03-22 | 2023-12-04 | -22.56 | 256 |
| 2024-03-11 | 2024-11-10 | -21.12 | 243 |
| 2023-12-09 | 2024-02-11 | -13.81 | 63 |
| 2023-01-21 | 2023-03-17 | -8.56 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| 2023-01-18 | 2023-01-20 | -3.00 | 2 |
| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.39% | -29.64% |
| Best Month | 36.89% | 43.77% |
| Worst Month | -17.74% | -37.12% |
| Best Year | 56.25% | 155.54% |
| Worst Year | -2.7% | -54.66% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 5.49% | 7.11% |
| Avg. Down Week | -3.75% | -5.07% |
| Avg. Up Month | 13.17% | 18.09% |
| Avg. Down Month | -7.51% | -12.13% |
| Win Days % | 50.37% | 51.11% |
| Win Month % | 51.35% | 61.54% |
| Win Week % | 53.21% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |