| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 270.01% | 143.27% |
| Max Drawdown | -18.38% | -67.18% |
| Sharpe | 0.73 | 0.36 |
| Sortino | 1.15 | 0.52 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 21.07 | 4.06 |
| Outlier Loss Ratio | 4.37 | 3.57 |
| Volatility (ann.) | 13.28% | 25.39% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.28 | 0.4 |
| Skew | 1.28 | 0.17 |
| Kurtosis | 28.79 | 6.76 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.89% | 1.95% |
| Expected Yearly % | 38.69% | 24.89% |
| Kelly Criterion | 8.62% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.16% |
| Expected Shortfall (cVaR) | -1.12% | -2.16% |
| Year | 4056870:BTCUSD | 4056870:btcusd:triple_gx:lsma205_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 15.53 | -0.27 | + |
| 2023 | 155.54 | 62.90 | 0.40 | - |
| 2024 | 121.00 | 88.80 | 0.73 | - |
| 2025 | 2.28 | 4.14 | 1.82 | + |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -7.28% | -18.73% |
| 6M | -2.47% | -7.45% |
| YTD | 4.14% | 2.28% |
| 1Y | 13.44% | 5.34% |
| 3Y (ann.) | 46.85% | 78.97% |
| 5Y (ann.) | 41.89% | 26.84% |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Max Drawdown | -18.38% | -67.18% |
| Longest DD Days | 170.0 | 683.0 |
| Avg. Drawdown | -3.06% | -7.46% |
| Avg. Drawdown Days | 16.0 | 35.0 |
| Recovery Factor | 14.69 | 2.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -18.38 | 57 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-11-02 | 2024-02-14 | -16.86 | 104 |
| 2023-03-22 | 2023-06-21 | -13.73 | 90 |
| 2025-10-06 | 2025-11-17 | -13.39 | 41 |
| 2024-05-19 | 2024-11-06 | -12.47 | 170 |
| 2023-06-23 | 2023-10-23 | -11.78 | 122 |
| 2022-03-09 | 2022-03-27 | -10.75 | 18 |
| 2025-01-20 | 2025-04-22 | -9.55 | 92 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -10.58% | -37.12% |
| Best Year | 88.8% | 155.54% |
| Worst Year | 4.14% | -57.88% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 4.87% | 7.49% |
| Avg. Down Week | -2.42% | -4.81% |
| Avg. Up Month | 12.28% | 17.0% |
| Avg. Down Month | -4.78% | -9.18% |
| Win Days % | 50.43% | 51.49% |
| Win Month % | 53.85% | 58.7% |
| Win Week % | 52.83% | 50.25% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |