| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 283.97% | 91.76% |
| Max Drawdown | -19.38% | -67.18% |
| Sharpe | 0.8 | 0.33 |
| Sortino | 1.26 | 0.47 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 18.31 | 4.12 |
| Outlier Loss Ratio | 4.35 | 3.68 |
| Volatility (ann.) | 14.87% | 26.53% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.77 | 0.34 |
| Skew | 1.1 | 0.16 |
| Kurtosis | 22.43 | 6.31 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.6% | 1.73% |
| Expected Yearly % | 39.98% | 17.68% |
| Kelly Criterion | 9.03% | 9.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4056891:BTCUSD | 4056891:btcusd:triple_gx:lsma165_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 18.75 | -0.31 | + |
| 2023 | 155.54 | 54.04 | 0.35 | - |
| 2024 | 121.00 | 151.53 | 1.25 | + |
| 2025 | -11.95 | -16.55 | 1.38 | - |
| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| MTD | -7.45% | -2.49% |
| 3M | -16.55% | -12.15% |
| 6M | 16.75% | 24.81% |
| YTD | -16.55% | -11.95% |
| 1Y | 65.15% | 18.06% |
| 3Y (ann.) | 49.41% | 20.38% |
| 5Y (ann.) | 53.61% | 23.09% |
| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| Max Drawdown | -19.38% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -3.38% | -6.99% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 14.65 | 1.37 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-31 | -19.38 | 69 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -17.32 | 48 |
| 2023-03-22 | 2023-11-01 | -16.98 | 224 |
| 2023-12-09 | 2024-02-12 | -14.33 | 65 |
| 2024-11-22 | 2025-01-20 | -11.07 | 58 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2022-03-09 | 2022-03-27 | -9.54 | 18 |
| 2022-03-29 | 2022-05-30 | -9.31 | 62 |
| 2023-01-21 | 2023-03-17 | -7.70 | 54 |
| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.91% | -37.12% |
| Best Year | 151.53% | 155.54% |
| Worst Year | -16.55% | -61.44% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 5.63% | 7.95% |
| Avg. Down Week | -3.14% | -5.31% |
| Avg. Up Month | 14.08% | 17.54% |
| Avg. Down Month | -7.36% | -11.77% |
| Win Days % | 50.49% | 51.07% |
| Win Month % | 60.61% | 57.89% |
| Win Week % | 55.32% | 48.21% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |