| Metric | 4056874:btcusd:triple_gx:lsma225_85_65 | 4056874:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 221.79% | 121.66% |
| Max Drawdown | -21.09% | -67.18% |
| Sharpe | 0.74 | 0.38 |
| Sortino | 1.18 | 0.55 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.45 | 1.05 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 20.88 | 4.13 |
| Outlier Loss Ratio | 4.22 | 3.61 |
| Volatility (ann.) | 14.28% | 26.39% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.19 | 0.44 |
| Skew | 1.27 | 0.18 |
| Kurtosis | 26.09 | 6.33 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.12% | 2.12% |
| Expected Yearly % | 33.93% | 22.02% |
| Kelly Criterion | 8.5% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.24% |
| Expected Shortfall (cVaR) | -1.2% | -2.24% |
| Year | 4056874:BTCUSD | 4056874:btcusd:triple_gx:lsma225_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 9.31 | -0.16 | + |
| 2023 | 155.54 | 56.76 | 0.36 | - |
| 2024 | 121.00 | 82.84 | 0.68 | - |
| 2025 | -7.32 | 2.70 | -0.37 | + |
| Metric | 4056874:btcusd:triple_gx:lsma225_85_65 | 4056874:BTCUSD |
|---|---|---|
| MTD | 2.74% | 2.63% |
| 3M | 2.7% | -12.25% |
| 6M | 46.32% | 34.61% |
| YTD | 2.7% | -7.32% |
| 1Y | 50.46% | 23.79% |
| 3Y (ann.) | 48.41% | 24.94% |
| 5Y (ann.) | 46.16% | 29.5% |
| Metric | 4056874:btcusd:triple_gx:lsma225_85_65 | 4056874:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -67.18% |
| Longest DD Days | 170.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.61% |
| Avg. Drawdown Days | 20.0 | 34.0 |
| Recovery Factor | 10.51 | 1.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.09 | 57 |
| 2022-08-11 | 2023-01-13 | -18.60 | 155 |
| 2023-03-22 | 2023-06-21 | -16.39 | 90 |
| 2023-11-16 | 2024-02-14 | -15.82 | 90 |
| 2024-05-19 | 2024-11-06 | -14.97 | 170 |
| 2023-06-23 | 2023-10-23 | -11.52 | 122 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 2022-03-29 | 2022-05-30 | -7.89 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056874:btcusd:triple_gx:lsma225_85_65 | 4056874:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -11.22% | -37.12% |
| Best Year | 82.84% | 155.54% |
| Worst Year | 2.7% | -57.65% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.14% | 7.96% |
| Avg. Down Week | -2.51% | -5.59% |
| Avg. Up Month | 13.18% | 18.08% |
| Avg. Down Month | -4.96% | -10.27% |
| Win Days % | 50.0% | 51.1% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 52.27% | 50.0% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |