| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 268.87% | 96.14% |
| Max Drawdown | -12.74% | -64.16% |
| Sharpe | 4.63 | 2.53 |
| Sortino | 15.6 | 4.04 |
| Payoff Ratio | 4.84 | 1.52 |
| Profit Factor | 2.92 | 1.48 |
| Common Sense Ratio | 6.76 | 1.97 |
| CPC Index | 3.85 | 1.28 |
| Tail Ratio | 2.31 | 1.33 |
| Outlier Win Ratio | 3.42 | 4.47 |
| Outlier Loss Ratio | 13.9 | 2.66 |
| Volatility (ann.) | 155.37% | 220.27% |
| R^2 | 0.52 | 0.52 |
| Calmar | 4.07 | 0.38 |
| Skew | 2.89 | 0.22 |
| Kurtosis | 11.1 | 3.66 |
| Expected Daily % | 1.69% | 0.87% |
| Expected Monthly % | 4.16% | 2.13% |
| Expected Yearly % | 38.59% | 18.34% |
| Kelly Criterion | 12.23% | 28.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.41% | -17.44% |
| Expected Shortfall (cVaR) | -11.41% | -17.44% |
| Year | 4056865:BTCUSD | 4056865:btcusd:triple_gx:lsma175_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | 13.61 | -0.23 | + |
| 2023 | 142.89 | 57.62 | 0.40 | - |
| 2024 | 129.87 | 117.67 | 0.91 | - |
| 2025 | -16.14 | -5.37 | 0.33 | + |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| MTD | -0.91% | -19.13% |
| 3M | -5.37% | -16.14% |
| 6M | 34.42% | 28.79% |
| YTD | -5.37% | -16.14% |
| 1Y | 59.11% | 16.67% |
| 3Y (ann.) | 57.72% | 25.78% |
| 5Y (ann.) | 51.88% | 24.07% |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Max Drawdown | -12.74% | -64.16% |
| Longest DD Days | 138.0 | 596.0 |
| Avg. Drawdown | -4.61% | -19.66% |
| Avg. Drawdown Days | 49.0 | 124.0 |
| Recovery Factor | 21.1 | 1.5 |
| Ulcer Index | 1.04 | 1.28 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-01-26 | -12.74 | 138 |
| 2022-03-09 | 2022-07-20 | -8.91 | 132 |
| 2024-08-27 | 2024-09-26 | -8.70 | 30 |
| 2023-08-08 | 2023-11-02 | -8.66 | 86 |
| 2024-01-10 | 2024-02-22 | -7.69 | 43 |
| 2023-05-06 | 2023-07-02 | -6.54 | 57 |
| 2025-01-07 | 2025-03-30 | -5.37 | 81 |
| 2024-05-20 | 2024-07-27 | -4.87 | 67 |
| 2023-02-22 | 2023-03-27 | -3.69 | 33 |
| 2024-10-17 | 2024-11-22 | -1.11 | 35 |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -9.51% | -36.53% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -9.51% | -36.53% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -9.83% | -36.53% |
| Best Year | 117.67% | 142.89% |
| Worst Year | -5.37% | -58.11% |
| Avg. Up Day | 11.13% | 11.33% |
| Avg. Down Day | -2.3% | -7.47% |
| Avg. Up Week | 11.21% | 12.05% |
| Avg. Down Week | -2.39% | -7.82% |
| Avg. Up Month | 14.3% | 18.92% |
| Avg. Down Month | -4.43% | -14.02% |
| Win Days % | 27.27% | 57.14% |
| Win Month % | 53.12% | 59.38% |
| Win Week % | 30.0% | 57.14% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 75.0% | 50.0% |