| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 265.4% | 116.51% |
| Max Drawdown | -20.92% | -67.18% |
| Sharpe | 0.71 | 0.33 |
| Sortino | 1.13 | 0.47 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.46 | 1.03 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 20.64 | 4.08 |
| Outlier Loss Ratio | 4.4 | 3.6 |
| Volatility (ann.) | 13.37% | 25.4% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.97 | 0.34 |
| Skew | 1.19 | 0.17 |
| Kurtosis | 25.96 | 6.73 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.86% | 1.69% |
| Expected Yearly % | 38.26% | 21.3% |
| Kelly Criterion | 8.11% | 10.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.16% |
| Expected Shortfall (cVaR) | -1.13% | -2.16% |
| Year | 4056866:BTCUSD | 4056866:btcusd:triple_gx:lsma185_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 23.09 | -0.37 | + |
| 2023 | 155.54 | 68.55 | 0.44 | - |
| 2024 | 121.00 | 102.97 | 0.85 | - |
| 2025 | 2.28 | -13.22 | -5.81 | - |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -14.69% | -18.73% |
| 6M | -11.46% | -7.45% |
| YTD | -13.22% | 2.28% |
| 1Y | -5.47% | 5.34% |
| 3Y (ann.) | 45.96% | 78.97% |
| 5Y (ann.) | 41.23% | 22.85% |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Max Drawdown | -20.92% | -67.18% |
| Longest DD Days | 126.0 | 683.0 |
| Avg. Drawdown | -3.38% | -7.97% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 12.68 | 1.73 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -20.92 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2025-07-14 | 2025-11-17 | -17.43 | 126 |
| 2023-03-22 | 2023-06-21 | -13.27 | 90 |
| 2023-12-09 | 2024-02-11 | -13.01 | 64 |
| 2023-06-23 | 2023-10-24 | -12.76 | 122 |
| 2025-01-07 | 2025-04-28 | -12.38 | 111 |
| 2024-08-27 | 2024-10-18 | -10.22 | 52 |
| 2022-03-29 | 2022-05-30 | -7.89 | 62 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -11.03% | -37.12% |
| Best Year | 102.97% | 155.54% |
| Worst Year | -13.22% | -62.52% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 4.94% | 7.41% |
| Avg. Down Week | -2.71% | -5.05% |
| Avg. Up Month | 11.77% | 16.59% |
| Avg. Down Month | -4.61% | -8.54% |
| Win Days % | 50.33% | 51.42% |
| Win Month % | 53.66% | 56.52% |
| Win Week % | 54.13% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |