| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 276.38% | 88.08% |
| Max Drawdown | -11.05% | -64.63% |
| Sharpe | 4.62 | 2.38 |
| Sortino | 16.17 | 3.83 |
| Payoff Ratio | 5.37 | 1.62 |
| Profit Factor | 3.03 | 1.46 |
| Common Sense Ratio | 6.91 | 2.56 |
| CPC Index | 4.42 | 1.29 |
| Tail Ratio | 2.28 | 1.75 |
| Outlier Win Ratio | 3.5 | 4.42 |
| Outlier Loss Ratio | 15.12 | 2.96 |
| Volatility (ann.) | 149.41% | 211.98% |
| R^2 | 0.52 | 0.52 |
| Calmar | 4.8 | 0.35 |
| Skew | 3.01 | 0.28 |
| Kurtosis | 12.13 | 4.14 |
| Expected Daily % | 1.63% | 0.77% |
| Expected Monthly % | 4.1% | 1.93% |
| Expected Yearly % | 39.29% | 17.11% |
| Kelly Criterion | 13.6% | 26.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.97% | -16.87% |
| Expected Shortfall (cVaR) | -10.97% | -16.87% |
| Year | 4056866:BTCUSD | 4056866:btcusd:triple_gx:lsma185_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 23.09 | -0.39 | + |
| 2023 | 142.89 | 68.55 | 0.48 | - |
| 2024 | 129.87 | 102.97 | 0.79 | - |
| 2025 | -16.14 | -10.62 | 0.66 | + |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| MTD | -4.14% | -19.13% |
| 3M | -10.62% | -16.14% |
| 6M | 27.21% | 28.79% |
| YTD | -10.62% | -16.14% |
| 1Y | 44.09% | 16.67% |
| 3Y (ann.) | 56.18% | 25.78% |
| 5Y (ann.) | 52.98% | 22.46% |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Max Drawdown | -11.05% | -64.63% |
| Longest DD Days | 91.0 | 596.0 |
| Avg. Drawdown | -4.23% | -19.28% |
| Avg. Drawdown Days | 43.0 | 127.0 |
| Recovery Factor | 25.02 | 1.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2022-12-11 | -11.05 | 91 |
| 2025-01-07 | 2025-03-30 | -10.62 | 81 |
| 2023-08-08 | 2023-11-02 | -9.90 | 86 |
| 2024-08-27 | 2024-11-22 | -8.70 | 87 |
| 2024-01-10 | 2024-02-22 | -8.52 | 43 |
| 2022-05-24 | 2022-07-20 | -6.43 | 57 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2024-05-20 | 2024-07-27 | -4.87 | 67 |
| 2023-02-23 | 2023-03-27 | -2.81 | 32 |
| 2022-12-13 | 2023-01-26 | -0.89 | 43 |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -8.4% | -36.01% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -8.4% | -36.01% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -8.73% | -36.01% |
| Best Year | 102.97% | 142.89% |
| Worst Year | -10.62% | -59.83% |
| Avg. Up Day | 10.52% | 10.72% |
| Avg. Down Day | -1.96% | -6.61% |
| Avg. Up Week | 11.21% | 12.15% |
| Avg. Down Week | -2.05% | -6.81% |
| Avg. Up Month | 15.68% | 20.84% |
| Avg. Down Month | -3.46% | -10.93% |
| Win Days % | 27.16% | 54.32% |
| Win Month % | 48.48% | 51.52% |
| Win Week % | 31.43% | 51.43% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |