| Metric | 4056878:btcusd:triple_gx:lsma100_90_65 | 4056878:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 244.42% | 180.97% |
| Max Drawdown | -25.63% | -67.18% |
| Sharpe | 0.64 | 0.43 |
| Sortino | 0.97 | 0.62 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.26 | 1.05 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 13.24 | 4.18 |
| Outlier Loss Ratio | 4.48 | 3.92 |
| Volatility (ann.) | 16.86% | 26.52% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.77 | 0.55 |
| Skew | 0.54 | 0.2 |
| Kurtosis | 14.53 | 6.35 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.06% | 2.55% |
| Expected Yearly % | 36.23% | 29.47% |
| Kelly Criterion | 5.94% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.25% |
| Expected Shortfall (cVaR) | -1.42% | -2.25% |
| Year | 4056878:BTCUSD | 4056878:btcusd:triple_gx:lsma100_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 10.88 | -0.20 | + |
| 2023 | 155.54 | 49.95 | 0.32 | - |
| 2024 | 121.00 | 109.48 | 0.90 | - |
| 2025 | 11.30 | -1.11 | -0.10 | - |
| Metric | 4056878:btcusd:triple_gx:lsma100_90_65 | 4056878:BTCUSD |
|---|---|---|
| MTD | -0.74% | 10.32% |
| 3M | -0.19% | 7.53% |
| 6M | 7.92% | 18.96% |
| YTD | -1.11% | 11.3% |
| 1Y | 49.42% | 56.85% |
| 3Y (ann.) | 49.81% | 49.13% |
| 5Y (ann.) | 45.4% | 36.71% |
| Metric | 4056878:btcusd:triple_gx:lsma100_90_65 | 4056878:BTCUSD |
|---|---|---|
| Max Drawdown | -25.63% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.53% |
| Avg. Drawdown Days | 17.0 | 33.0 |
| Recovery Factor | 9.54 | 2.69 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2022-09-10 | -25.63 | 211 |
| 2023-03-22 | 2023-12-05 | -23.40 | 257 |
| 2024-12-17 | 2025-05-16 | -23.09 | 149 |
| 2024-05-21 | 2024-09-13 | -21.61 | 115 |
| 2022-09-13 | 2023-01-12 | -20.00 | 121 |
| 2023-12-09 | 2024-02-11 | -13.48 | 63 |
| 2024-04-01 | 2024-05-15 | -11.91 | 44 |
| 2023-02-21 | 2023-03-17 | -8.55 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056878:btcusd:triple_gx:lsma100_90_65 | 4056878:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 38.95% | 43.77% |
| Worst Month | -16.77% | -37.12% |
| Best Year | 109.48% | 155.54% |
| Worst Year | -1.11% | -55.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.39% | 6.96% |
| Avg. Down Week | -3.37% | -4.86% |
| Avg. Up Month | 14.92% | 19.41% |
| Avg. Down Month | -6.33% | -11.33% |
| Win Days % | 50.89% | 51.22% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 51.15% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |