| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 189.81% | 142.6% |
| Max Drawdown | -26.4% | -67.18% |
| Sharpe | 0.58 | 0.4 |
| Sortino | 0.87 | 0.57 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.25 | 1.04 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 13.84 | 4.21 |
| Outlier Loss Ratio | 4.43 | 3.96 |
| Volatility (ann.) | 16.91% | 26.66% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.51 | 0.48 |
| Skew | 0.51 | 0.18 |
| Kurtosis | 14.96 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.77% | 2.3% |
| Expected Yearly % | 30.47% | 24.8% |
| Kelly Criterion | 5.43% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.27% |
| Expected Shortfall (cVaR) | -1.43% | -2.27% |
| Year | 4056880:BTCUSD | 4056880:btcusd:triple_gx:lsma105_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 7.35 | -0.14 | + |
| 2023 | 155.54 | 38.41 | 0.25 | - |
| 2024 | 121.00 | 99.64 | 0.82 | - |
| 2025 | -6.45 | -2.30 | 0.36 | + |
| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| MTD | 5.5% | 3.6% |
| 3M | -2.3% | -11.42% |
| 6M | 22.17% | 35.88% |
| YTD | -2.3% | -6.45% |
| 1Y | 48.85% | 24.76% |
| 3Y (ann.) | 39.58% | 25.14% |
| 5Y (ann.) | 39.97% | 32.32% |
| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| Max Drawdown | -26.4% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.7% | -5.93% |
| Avg. Drawdown Days | 18.0 | 29.0 |
| Recovery Factor | 7.19 | 2.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2022-09-12 | -26.40 | 213 |
| 2023-03-22 | 2024-02-12 | -25.11 | 326 |
| 2024-12-17 | 2025-03-27 | -24.33 | 99 |
| 2024-05-21 | 2024-08-23 | -21.25 | 94 |
| 2022-09-13 | 2023-01-12 | -18.71 | 121 |
| 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 |
| 2024-08-29 | 2024-09-18 | -5.62 | 20 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 38.78% | 43.77% |
| Worst Month | -16.77% | -37.12% |
| Best Year | 99.64% | 155.54% |
| Worst Year | -2.3% | -54.08% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.23% | 6.93% |
| Avg. Down Week | -3.69% | -4.97% |
| Avg. Up Month | 12.56% | 17.26% |
| Avg. Down Month | -7.24% | -12.41% |
| Win Days % | 50.8% | 51.12% |
| Win Month % | 55.26% | 61.54% |
| Win Week % | 54.62% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |