| Metric | 4056892:btcusd:triple_gx:lsma170_90_65 | 4056892:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 303.67% | 106.36% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.84 | 0.35 |
| Sortino | 1.33 | 0.51 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 18.9 | 4.1 |
| Outlier Loss Ratio | 4.36 | 3.64 |
| Volatility (ann.) | 14.57% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.13 | 0.39 |
| Skew | 1.0 | 0.16 |
| Kurtosis | 22.79 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.74% | 1.92% |
| Expected Yearly % | 41.74% | 19.85% |
| Kelly Criterion | 9.73% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 4056892:BTCUSD | 4056892:btcusd:triple_gx:lsma170_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 15.32 | -0.25 | + |
| 2023 | 155.54 | 50.17 | 0.32 | - |
| 2024 | 121.00 | 147.52 | 1.22 | + |
| 2025 | -6.21 | -5.83 | 0.94 | + |
| Metric | 4056892:btcusd:triple_gx:lsma170_90_65 | 4056892:BTCUSD |
|---|---|---|
| MTD | 2.47% | 3.86% |
| 3M | -5.83% | -7.61% |
| 6M | 35.89% | 38.23% |
| YTD | -5.83% | -6.21% |
| 1Y | 81.36% | 25.27% |
| 3Y (ann.) | 58.49% | 25.44% |
| 5Y (ann.) | 56.51% | 26.18% |
| Metric | 4056892:btcusd:triple_gx:lsma170_90_65 | 4056892:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.94% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 16.8 | 1.58 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-11-01 | -16.96 | 224 |
| 2022-05-31 | 2022-07-19 | -16.91 | 48 |
| 2025-01-20 | 2025-03-26 | -15.49 | 64 |
| 2023-12-09 | 2024-02-11 | -13.37 | 63 |
| 2022-02-16 | 2022-03-27 | -10.93 | 39 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2024-11-22 | 2025-01-20 | -10.26 | 58 |
| 2023-01-21 | 2023-03-17 | -7.25 | 54 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056892:btcusd:triple_gx:lsma170_90_65 | 4056892:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.43% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.54% | -37.12% |
| Best Year | 147.52% | 155.54% |
| Worst Year | -5.83% | -61.04% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.53% | 8.01% |
| Avg. Down Week | -3.19% | -5.6% |
| Avg. Up Month | 11.94% | 16.0% |
| Avg. Down Month | -7.21% | -13.32% |
| Win Days % | 50.54% | 51.08% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 58.24% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |