| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 220.57% | 110.44% |
| Max Drawdown | -23.62% | -67.18% |
| Sharpe | 0.67 | 0.36 |
| Sortino | 1.02 | 0.51 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 15.91 | 4.1 |
| Outlier Loss Ratio | 4.34 | 3.78 |
| Volatility (ann.) | 15.75% | 26.6% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.9 | 0.4 |
| Skew | 0.66 | 0.16 |
| Kurtosis | 17.72 | 6.24 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.11% | 1.98% |
| Expected Yearly % | 33.81% | 20.44% |
| Kelly Criterion | 6.6% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.26% |
| Expected Shortfall (cVaR) | -1.33% | -2.26% |
| Year | 4056886:BTCUSD | 4056886:btcusd:triple_gx:lsma140_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.09 | -0.32 | + |
| 2023 | 155.54 | 49.11 | 0.32 | - |
| 2024 | 121.00 | 86.33 | 0.71 | - |
| 2025 | -6.21 | -3.12 | 0.50 | + |
| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| MTD | 4.03% | 3.86% |
| 3M | -3.12% | -7.61% |
| 6M | 10.03% | 38.23% |
| YTD | -3.12% | -6.21% |
| 1Y | 40.53% | 25.27% |
| 3Y (ann.) | 43.02% | 25.44% |
| 5Y (ann.) | 44.97% | 26.77% |
| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| Max Drawdown | -23.62% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.61% | -6.84% |
| Avg. Drawdown Days | 15.0 | 35.0 |
| Recovery Factor | 9.34 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -23.62 | 98 |
| 2023-03-22 | 2023-12-05 | -22.23 | 257 |
| 2022-03-29 | 2022-07-28 | -19.73 | 121 |
| 2022-09-13 | 2023-01-13 | -18.23 | 122 |
| 2023-12-09 | 2024-02-11 | -12.77 | 63 |
| 2024-04-28 | 2024-05-20 | -12.25 | 22 |
| 2022-03-09 | 2022-03-27 | -9.54 | 18 |
| 2022-02-10 | 2022-03-09 | -7.94 | 26 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-08-29 | 2024-09-19 | -7.39 | 20 |
| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.9% | -29.64% |
| Best Month | 36.11% | 43.77% |
| Worst Month | -13.9% | -37.12% |
| Best Year | 86.33% | 155.54% |
| Worst Year | -3.12% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.94% | 7.25% |
| Avg. Down Week | -3.58% | -5.24% |
| Avg. Up Month | 12.42% | 17.14% |
| Avg. Down Month | -6.08% | -12.83% |
| Win Days % | 50.13% | 51.09% |
| Win Month % | 55.56% | 60.53% |
| Win Week % | 60.38% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |