| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 248.32% | 100.47% |
| Max Drawdown | -14.5% | -62.53% |
| Sharpe | 4.56 | 2.62 |
| Sortino | 16.17 | 4.23 |
| Payoff Ratio | 5.69 | 1.7 |
| Profit Factor | 3.01 | 1.51 |
| Common Sense Ratio | 8.84 | 1.92 |
| CPC Index | 4.34 | 1.41 |
| Tail Ratio | 2.94 | 1.27 |
| Outlier Win Ratio | 3.24 | 4.21 |
| Outlier Loss Ratio | 16.22 | 3.06 |
| Volatility (ann.) | 155.11% | 222.02% |
| R^2 | 0.51 | 0.51 |
| Calmar | 3.45 | 0.41 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 11.1 | 3.69 |
| Expected Daily % | 1.66% | 0.92% |
| Expected Monthly % | 3.98% | 2.2% |
| Expected Yearly % | 36.61% | 18.99% |
| Kelly Criterion | 12.21% | 28.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.42% | -17.52% |
| Expected Shortfall (cVaR) | -11.42% | -17.52% |
| Year | 4056870:BTCUSD | 4056870:btcusd:triple_gx:lsma205_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.18 | 15.74 | -0.28 | + |
| 2023 | 142.89 | 62.90 | 0.44 | - |
| 2024 | 129.87 | 88.80 | 0.68 | - |
| 2025 | -16.14 | -2.14 | 0.13 | + |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| MTD | -2.11% | -19.13% |
| 3M | -2.14% | -16.14% |
| 6M | 38.58% | 28.79% |
| YTD | -2.14% | -16.14% |
| 1Y | 49.32% | 16.67% |
| 3Y (ann.) | 54.85% | 25.31% |
| 5Y (ann.) | 50.08% | 25.39% |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Max Drawdown | -14.5% | -62.53% |
| Longest DD Days | 137.0 | 597.0 |
| Avg. Drawdown | -4.89% | -21.72% |
| Avg. Drawdown Days | 52.0 | 141.0 |
| Recovery Factor | 17.13 | 1.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-13 | 2024-02-22 | -14.50 | 101 |
| 2022-09-11 | 2023-01-26 | -12.30 | 137 |
| 2023-08-10 | 2023-11-02 | -8.89 | 84 |
| 2024-08-27 | 2024-11-22 | -8.70 | 87 |
| 2024-05-20 | 2024-07-27 | -7.68 | 67 |
| 2022-03-10 | 2022-04-02 | -5.85 | 23 |
| 2023-05-06 | 2023-07-02 | -4.82 | 57 |
| 2022-05-23 | 2022-07-20 | -2.64 | 57 |
| 2025-01-20 | 2025-03-30 | -2.14 | 69 |
| 2024-03-01 | 2024-03-12 | -0.18 | 11 |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -9.69% | -36.53% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -9.69% | -36.53% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -10.02% | -36.53% |
| Best Year | 88.8% | 142.89% |
| Worst Year | -2.14% | -57.18% |
| Avg. Up Day | 11.6% | 11.8% |
| Avg. Down Day | -2.04% | -6.93% |
| Avg. Up Week | 12.03% | 12.72% |
| Avg. Down Week | -2.12% | -7.68% |
| Avg. Up Month | 18.46% | 22.38% |
| Avg. Down Month | -3.68% | -9.23% |
| Win Days % | 25.33% | 54.67% |
| Win Month % | 43.75% | 50.0% |
| Win Week % | 27.94% | 55.88% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 50.0% |