| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 243.01% | 115.6% |
| Max Drawdown | -20.66% | -67.18% |
| Sharpe | 0.79 | 0.37 |
| Sortino | 1.25 | 0.53 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.52 | 1.04 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 21.51 | 4.1 |
| Outlier Loss Ratio | 4.38 | 3.58 |
| Volatility (ann.) | 13.86% | 26.6% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.37 | 0.42 |
| Skew | 1.13 | 0.17 |
| Kurtosis | 26.92 | 6.32 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.3% | 2.04% |
| Expected Yearly % | 36.09% | 21.18% |
| Kelly Criterion | 9.36% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.26% |
| Expected Shortfall (cVaR) | -1.16% | -2.26% |
| Year | 4056869:BTCUSD | 4056869:btcusd:triple_gx:lsma200_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 9.87 | -0.17 | + |
| 2023 | 155.54 | 65.17 | 0.42 | - |
| 2024 | 121.00 | 90.44 | 0.75 | - |
| 2025 | -7.32 | -0.75 | 0.10 | + |
| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| MTD | 1.8% | 2.63% |
| 3M | -0.75% | -12.25% |
| 6M | 41.16% | 34.61% |
| YTD | -0.75% | -7.32% |
| 1Y | 49.33% | 23.79% |
| 3Y (ann.) | 55.0% | 24.94% |
| 5Y (ann.) | 48.91% | 28.17% |
| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| Max Drawdown | -20.66% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.29% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 11.76 | 1.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -20.66 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-03-04 | 2022-05-30 | -14.97 | 87 |
| 2023-03-22 | 2023-06-21 | -14.25 | 90 |
| 2023-11-02 | 2024-02-12 | -13.64 | 102 |
| 2023-06-23 | 2023-10-24 | -11.83 | 122 |
| 2024-07-22 | 2024-10-18 | -11.21 | 88 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2024-03-11 | 2024-05-15 | -6.83 | 64 |
| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -10.74% | -37.12% |
| Best Year | 90.44% | 155.54% |
| Worst Year | -0.75% | -58.81% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.34% | 7.81% |
| Avg. Down Week | -2.68% | -4.96% |
| Avg. Up Month | 15.45% | 19.69% |
| Avg. Down Month | -4.88% | -10.27% |
| Win Days % | 50.14% | 51.13% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 53.41% | 49.09% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |