| Metric | 4056858:btcusd:triple_gx:lsma145_85_65 | 4056858:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 134.06% | 107.92% |
| Max Drawdown | -26.32% | -67.18% |
| Sharpe | 0.52 | 0.35 |
| Sortino | 0.79 | 0.51 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.25 | 1.03 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 17.41 | 4.09 |
| Outlier Loss Ratio | 4.26 | 3.77 |
| Volatility (ann.) | 15.31% | 26.61% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.18 | 0.39 |
| Skew | 0.61 | 0.16 |
| Kurtosis | 18.81 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.26% | 1.94% |
| Expected Yearly % | 23.69% | 20.08% |
| Kelly Criterion | 5.05% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.27% |
| Expected Shortfall (cVaR) | -1.3% | -2.27% |
| Year | 4056858:BTCUSD | 4056858:btcusd:triple_gx:lsma145_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 12.75 | -0.21 | + |
| 2023 | 155.54 | 54.32 | 0.35 | - |
| 2024 | 121.00 | 48.22 | 0.40 | - |
| 2025 | -7.32 | -9.25 | 1.26 | - |
| Metric | 4056858:btcusd:triple_gx:lsma145_85_65 | 4056858:BTCUSD |
|---|---|---|
| MTD | 1.66% | 2.63% |
| 3M | -9.25% | -12.25% |
| 6M | 0.49% | 34.61% |
| YTD | -9.25% | -7.32% |
| 1Y | 4.75% | 23.79% |
| 3Y (ann.) | 28.37% | 24.94% |
| 5Y (ann.) | 31.17% | 26.31% |
| Metric | 4056858:btcusd:triple_gx:lsma145_85_65 | 4056858:BTCUSD |
|---|---|---|
| Max Drawdown | -26.32% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.67% | -7.04% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 5.09 | 1.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -26.32 | 98 |
| 2022-05-31 | 2022-09-09 | -23.49 | 101 |
| 2023-03-22 | 2023-12-04 | -22.59 | 256 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2024-04-04 | 2024-08-23 | -14.66 | 140 |
| 2024-01-11 | 2024-02-11 | -13.11 | 30 |
| 2024-08-27 | 2024-11-10 | -11.76 | 75 |
| 2022-03-29 | 2022-05-31 | -11.14 | 63 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056858:btcusd:triple_gx:lsma145_85_65 | 4056858:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 34.62% | 43.77% |
| Worst Month | -13.92% | -37.12% |
| Best Year | 54.32% | 155.54% |
| Worst Year | -9.25% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.09% | 7.55% |
| Avg. Down Week | -3.3% | -5.28% |
| Avg. Up Month | 12.24% | 17.39% |
| Avg. Down Month | -5.93% | -11.95% |
| Win Days % | 49.71% | 51.1% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 52.43% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |