| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 252.57% | 125.79% |
| Max Drawdown | -21.32% | -67.18% |
| Sharpe | 0.69 | 0.34 |
| Sortino | 1.07 | 0.49 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 19.96 | 4.05 |
| Outlier Loss Ratio | 4.37 | 3.61 |
| Volatility (ann.) | 13.54% | 25.4% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.87 | 0.36 |
| Skew | 0.97 | 0.17 |
| Kurtosis | 25.78 | 6.72 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.78% | 1.79% |
| Expected Yearly % | 37.03% | 22.58% |
| Kelly Criterion | 7.82% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.16% |
| Expected Shortfall (cVaR) | -1.14% | -2.16% |
| Year | 4056865:BTCUSD | 4056865:btcusd:triple_gx:lsma175_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 13.61 | -0.22 | + |
| 2023 | 155.54 | 57.62 | 0.37 | - |
| 2024 | 121.00 | 117.67 | 0.97 | - |
| 2025 | 2.28 | -9.55 | -4.19 | - |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -14.5% | -18.73% |
| 6M | -12.8% | -7.45% |
| YTD | -9.55% | 2.28% |
| 1Y | -1.47% | 5.34% |
| 3Y (ann.) | 47.49% | 78.97% |
| 5Y (ann.) | 39.83% | 24.19% |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.25% | -7.23% |
| Avg. Drawdown Days | 15.0 | 35.0 |
| Recovery Factor | 11.85 | 1.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.32 | 57 |
| 2025-07-14 | 2025-11-17 | -18.34 | 126 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-10-24 | -16.13 | 215 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 2022-02-16 | 2022-03-27 | -12.18 | 39 |
| 2025-01-07 | 2025-01-20 | -10.15 | 13 |
| 2025-01-20 | 2025-03-24 | -8.82 | 63 |
| 2024-08-27 | 2024-09-20 | -8.70 | 24 |
| 2025-03-24 | 2025-04-22 | -8.30 | 28 |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 117.67% | 155.54% |
| Worst Year | -9.55% | -60.91% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 5.06% | 7.47% |
| Avg. Down Week | -3.0% | -4.87% |
| Avg. Up Month | 10.91% | 15.75% |
| Avg. Down Month | -5.61% | -9.17% |
| Win Days % | 50.4% | 51.42% |
| Win Month % | 57.5% | 58.7% |
| Win Week % | 55.05% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |