| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 228.09% | 111.8% |
| Max Drawdown | -14.58% | -64.27% |
| Sharpe | 4.21 | 2.64 |
| Sortino | 13.94 | 4.26 |
| Payoff Ratio | 4.96 | 1.63 |
| Profit Factor | 2.74 | 1.53 |
| Common Sense Ratio | 6.37 | 2.63 |
| CPC Index | 3.52 | 1.38 |
| Tail Ratio | 2.32 | 1.73 |
| Outlier Win Ratio | 3.41 | 4.36 |
| Outlier Loss Ratio | 14.66 | 3.0 |
| Volatility (ann.) | 149.01% | 210.98% |
| R^2 | 0.51 | 0.51 |
| Calmar | 3.24 | 0.43 |
| Skew | 3.0 | 0.22 |
| Kurtosis | 12.21 | 4.19 |
| Expected Daily % | 1.46% | 0.92% |
| Expected Monthly % | 3.67% | 2.3% |
| Expected Yearly % | 34.59% | 20.64% |
| Kelly Criterion | 10.99% | 28.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.11% | -16.64% |
| Expected Shortfall (cVaR) | -11.11% | -16.64% |
| Year | 4056867:BTCUSD | 4056867:btcusd:triple_gx:lsma190_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.76 | 17.51 | -0.32 | + |
| 2023 | 142.89 | 74.86 | 0.52 | - |
| 2024 | 129.87 | 86.93 | 0.67 | - |
| 2025 | -16.14 | -14.58 | 0.90 | + |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| MTD | -2.58% | -19.13% |
| 3M | -14.58% | -16.14% |
| 6M | 21.56% | 28.79% |
| YTD | -14.58% | -16.14% |
| 1Y | 27.89% | 16.67% |
| 3Y (ann.) | 50.4% | 25.79% |
| 5Y (ann.) | 47.29% | 27.71% |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Max Drawdown | -14.58% | -64.27% |
| Longest DD Days | 137.0 | 597.0 |
| Avg. Drawdown | -4.81% | -19.26% |
| Avg. Drawdown Days | 43.0 | 123.0 |
| Recovery Factor | 15.64 | 1.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-30 | -14.58 | 81 |
| 2022-09-10 | 2023-01-26 | -12.52 | 137 |
| 2023-08-08 | 2023-11-02 | -9.80 | 86 |
| 2024-01-10 | 2024-02-22 | -8.93 | 42 |
| 2024-08-27 | 2024-11-22 | -8.70 | 87 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2022-05-23 | 2022-07-20 | -5.87 | 57 |
| 2024-05-20 | 2024-07-27 | -5.73 | 67 |
| 2022-03-07 | 2022-04-02 | -3.24 | 26 |
| 2022-08-07 | 2022-08-10 | -0.18 | 3 |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -9.93% | -36.53% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -9.93% | -36.53% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -12.32% | -36.53% |
| Best Year | 86.93% | 142.89% |
| Worst Year | -14.58% | -54.76% |
| Avg. Up Day | 10.58% | 10.78% |
| Avg. Down Day | -2.13% | -6.61% |
| Avg. Up Week | 11.05% | 11.87% |
| Avg. Down Week | -2.12% | -7.09% |
| Avg. Up Month | 14.4% | 19.22% |
| Avg. Down Month | -3.66% | -12.02% |
| Win Days % | 25.93% | 55.56% |
| Win Month % | 48.48% | 57.58% |
| Win Week % | 29.58% | 54.93% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 75.0% | 50.0% |