| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 227.92% | 121.06% |
| Max Drawdown | -21.09% | -67.18% |
| Sharpe | 0.66 | 0.34 |
| Sortino | 1.04 | 0.48 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.4 | 1.03 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 20.94 | 4.06 |
| Outlier Loss Ratio | 4.38 | 3.6 |
| Volatility (ann.) | 13.28% | 25.41% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.77 | 0.35 |
| Skew | 1.19 | 0.17 |
| Kurtosis | 26.52 | 6.73 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.62% | 1.74% |
| Expected Yearly % | 34.57% | 21.93% |
| Kelly Criterion | 7.58% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.16% |
| Expected Shortfall (cVaR) | -1.12% | -2.16% |
| Year | 4056867:BTCUSD | 4056867:btcusd:triple_gx:lsma190_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.30 | -0.28 | + |
| 2023 | 155.54 | 74.86 | 0.48 | - |
| 2024 | 121.00 | 86.93 | 0.72 | - |
| 2025 | 2.28 | -14.47 | -6.36 | - |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -13.16% | -18.73% |
| 6M | -8.68% | -7.45% |
| YTD | -14.47% | 2.28% |
| 1Y | -6.83% | 5.34% |
| 3Y (ann.) | 42.59% | 78.97% |
| 5Y (ann.) | 37.25% | 23.55% |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -67.18% |
| Longest DD Days | 187.0 | 683.0 |
| Avg. Drawdown | -3.64% | -7.92% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 10.81 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.09 | 57 |
| 2022-08-08 | 2023-01-12 | -18.70 | 157 |
| 2025-01-07 | 2025-07-14 | -16.26 | 187 |
| 2025-07-14 | 2025-11-17 | -16.14 | 126 |
| 2023-03-22 | 2023-06-21 | -13.78 | 90 |
| 2023-12-09 | 2024-02-12 | -13.51 | 65 |
| 2023-06-23 | 2023-10-24 | -12.66 | 122 |
| 2024-07-22 | 2024-10-20 | -11.63 | 90 |
| 2024-05-19 | 2024-07-21 | -7.69 | 63 |
| 2022-03-29 | 2022-05-30 | -7.14 | 61 |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 86.93% | 155.54% |
| Worst Year | -14.47% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.99% | 7.34% |
| Avg. Down Week | -2.7% | -4.82% |
| Avg. Up Month | 11.01% | 15.72% |
| Avg. Down Month | -4.96% | -8.96% |
| Win Days % | 50.17% | 51.44% |
| Win Month % | 56.1% | 58.7% |
| Win Week % | 52.73% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |