| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 156.68% | 134.81% |
| Max Drawdown | -23.46% | -67.18% |
| Sharpe | 0.55 | 0.39 |
| Sortino | 0.84 | 0.56 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 16.25 | 4.1 |
| Outlier Loss Ratio | 4.33 | 3.83 |
| Volatility (ann.) | 15.84% | 26.68% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.49 | 0.46 |
| Skew | 0.61 | 0.18 |
| Kurtosis | 18.02 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.51% | 2.27% |
| Expected Yearly % | 26.58% | 23.79% |
| Kelly Criterion | 5.17% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.27% |
| Expected Shortfall (cVaR) | -1.34% | -2.27% |
| Year | 4056856:BTCUSD | 4056856:btcusd:triple_gx:lsma135_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 20.22 | -0.37 | + |
| 2023 | 155.54 | 51.54 | 0.33 | - |
| 2024 | 121.00 | 48.69 | 0.40 | - |
| 2025 | -7.32 | -5.24 | 0.72 | + |
| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| MTD | 3.3% | 2.63% |
| 3M | -5.24% | -12.25% |
| 6M | 7.53% | 34.61% |
| YTD | -5.24% | -7.32% |
| 1Y | 7.8% | 23.79% |
| 3Y (ann.) | 29.07% | 24.94% |
| 5Y (ann.) | 34.98% | 31.21% |
| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| Max Drawdown | -23.46% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.84% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 6.68 | 2.01 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-09-11 | -23.46 | 103 |
| 2024-12-17 | 2025-03-26 | -23.07 | 98 |
| 2023-03-22 | 2023-12-04 | -21.75 | 257 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2024-03-11 | 2024-08-23 | -15.34 | 165 |
| 2024-08-27 | 2024-11-10 | -11.76 | 75 |
| 2024-01-11 | 2024-02-09 | -11.56 | 29 |
| 2022-03-29 | 2022-05-31 | -11.28 | 63 |
| 2022-02-10 | 2022-03-27 | -10.43 | 45 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.08% | -29.64% |
| Best Month | 34.12% | 43.77% |
| Worst Month | -13.88% | -37.12% |
| Best Year | 51.54% | 155.54% |
| Worst Year | -5.24% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.11% | 7.57% |
| Avg. Down Week | -3.25% | -5.37% |
| Avg. Up Month | 11.92% | 17.49% |
| Avg. Down Month | -5.63% | -12.13% |
| Win Days % | 49.89% | 51.15% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 53.27% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |