| Metric | 4056859:btcusd:triple_gx:lsma150_85_65 | 4056859:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 90.92% | 102.38% |
| Max Drawdown | -28.78% | -67.18% |
| Sharpe | 0.42 | 0.34 |
| Sortino | 0.63 | 0.5 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.17 | 1.03 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 18.09 | 4.08 |
| Outlier Loss Ratio | 4.23 | 3.77 |
| Volatility (ann.) | 15.17% | 26.62% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.8 | 0.38 |
| Skew | 0.6 | 0.16 |
| Kurtosis | 19.48 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.72% | 1.87% |
| Expected Yearly % | 17.55% | 19.27% |
| Kelly Criterion | 3.67% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.27% |
| Expected Shortfall (cVaR) | -1.29% | -2.27% |
| Year | 4056859:BTCUSD | 4056859:btcusd:triple_gx:lsma150_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 2.73 | -0.04 | + |
| 2023 | 155.54 | 50.28 | 0.32 | - |
| 2024 | 121.00 | 40.72 | 0.34 | - |
| 2025 | -7.32 | -12.12 | 1.66 | - |
| Metric | 4056859:btcusd:triple_gx:lsma150_85_65 | 4056859:BTCUSD |
|---|---|---|
| MTD | 1.66% | 2.63% |
| 3M | -12.12% | -12.25% |
| 6M | -3.52% | 34.61% |
| YTD | -12.12% | -7.32% |
| 1Y | -1.44% | 23.79% |
| 3Y (ann.) | 21.49% | 24.94% |
| 5Y (ann.) | 22.94% | 25.25% |
| Metric | 4056859:btcusd:triple_gx:lsma150_85_65 | 4056859:BTCUSD |
|---|---|---|
| Max Drawdown | -28.78% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -5.39% | -7.52% |
| Avg. Drawdown Days | 28.0 | 38.0 |
| Recovery Factor | 3.16 | 1.52 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -28.78 | 99 |
| 2022-03-29 | 2022-09-11 | -25.17 | 166 |
| 2023-03-22 | 2023-12-04 | -22.00 | 257 |
| 2022-09-13 | 2023-01-13 | -18.18 | 122 |
| 2023-12-09 | 2024-02-12 | -13.38 | 65 |
| 2024-03-11 | 2024-08-23 | -13.03 | 164 |
| 2024-08-27 | 2024-10-20 | -11.53 | 54 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2023-01-21 | 2023-03-17 | -9.00 | 54 |
| 2022-02-10 | 2022-03-09 | -7.86 | 26 |
| Metric | 4056859:btcusd:triple_gx:lsma150_85_65 | 4056859:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -14.23% | -29.64% |
| Best Month | 35.27% | 43.77% |
| Worst Month | -14.97% | -37.12% |
| Best Year | 50.28% | 155.54% |
| Worst Year | -12.12% | -61.33% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 5.28% | 8.0% |
| Avg. Down Week | -3.31% | -5.01% |
| Avg. Up Month | 11.8% | 17.21% |
| Avg. Down Month | -5.93% | -11.66% |
| Win Days % | 49.47% | 51.1% |
| Win Month % | 47.22% | 60.53% |
| Win Week % | 47.52% | 48.5% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |