| Metric | 4056860:btcusd:triple_gx:lsma155_85_65 | 4056860:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 107.27% | 101.26% |
| Max Drawdown | -25.33% | -67.18% |
| Sharpe | 0.46 | 0.34 |
| Sortino | 0.7 | 0.5 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 18.49 | 4.08 |
| Outlier Loss Ratio | 4.29 | 3.77 |
| Volatility (ann.) | 14.93% | 26.59% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.04 | 0.37 |
| Skew | 0.66 | 0.16 |
| Kurtosis | 20.39 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 1.86% |
| Expected Yearly % | 19.99% | 19.11% |
| Kelly Criterion | 4.43% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.26% |
| Expected Shortfall (cVaR) | -1.27% | -2.26% |
| Year | 4056860:BTCUSD | 4056860:btcusd:triple_gx:lsma155_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 5.55 | -0.09 | + |
| 2023 | 155.54 | 44.20 | 0.28 | - |
| 2024 | 121.00 | 50.90 | 0.42 | - |
| 2025 | -7.32 | -9.76 | 1.33 | - |
| Metric | 4056860:btcusd:triple_gx:lsma155_85_65 | 4056860:BTCUSD |
|---|---|---|
| MTD | 5.65% | 2.63% |
| 3M | -9.76% | -12.25% |
| 6M | 5.91% | 34.61% |
| YTD | -9.76% | -7.32% |
| 1Y | 11.59% | 23.79% |
| 3Y (ann.) | 25.02% | 24.94% |
| 5Y (ann.) | 26.23% | 25.05% |
| Metric | 4056860:btcusd:triple_gx:lsma155_85_65 | 4056860:BTCUSD |
|---|---|---|
| Max Drawdown | -25.33% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -5.19% | -7.41% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 4.23 | 1.51 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-09-12 | -25.33 | 166 |
| 2023-03-22 | 2023-12-05 | -25.32 | 257 |
| 2024-12-18 | 2025-03-26 | -21.79 | 98 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-12-09 | 2024-02-12 | -15.75 | 65 |
| 2024-04-30 | 2024-08-20 | -12.56 | 112 |
| 2024-08-27 | 2024-10-18 | -11.26 | 52 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2023-01-21 | 2023-03-17 | -8.70 | 55 |
| 2022-02-10 | 2022-03-09 | -7.86 | 26 |
| Metric | 4056860:btcusd:triple_gx:lsma155_85_65 | 4056860:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.28% | -29.64% |
| Best Month | 35.27% | 43.77% |
| Worst Month | -13.41% | -37.12% |
| Best Year | 50.9% | 155.54% |
| Worst Year | -9.76% | -61.55% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.17% | 7.83% |
| Avg. Down Week | -3.35% | -5.02% |
| Avg. Up Month | 11.95% | 17.17% |
| Avg. Down Month | -5.96% | -11.95% |
| Win Days % | 49.52% | 51.11% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 50.0% | 48.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |