| Metric | 4056893:btcusd:triple_gx:lsma175_90_65 | 4056893:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 291.54% | 118.5% |
| Max Drawdown | -26.33% | -67.18% |
| Sharpe | 0.71 | 0.33 |
| Sortino | 1.12 | 0.47 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.13 | 4.06 |
| Outlier Loss Ratio | 4.37 | 3.62 |
| Volatility (ann.) | 13.83% | 25.47% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.63 | 0.34 |
| Skew | 0.98 | 0.16 |
| Kurtosis | 24.28 | 6.62 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.95% | 1.68% |
| Expected Yearly % | 40.67% | 21.58% |
| Kelly Criterion | 8.11% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.17% |
| Expected Shortfall (cVaR) | -1.16% | -2.17% |
| Year | 4056893:BTCUSD | 4056893:btcusd:triple_gx:lsma175_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 10.55 | -0.17 | + |
| 2023 | 155.54 | 48.72 | 0.31 | - |
| 2024 | 121.00 | 159.85 | 1.32 | + |
| 2025 | -1.03 | -8.35 | 8.14 | - |
| Metric | 4056893:btcusd:triple_gx:lsma175_90_65 | 4056893:BTCUSD |
|---|---|---|
| MTD | 2.23% | 2.23% |
| 3M | -13.05% | -17.17% |
| 6M | -15.91% | -16.23% |
| YTD | -8.35% | -1.03% |
| 1Y | -8.35% | -5.06% |
| 3Y (ann.) | 51.86% | 75.28% |
| 5Y (ann.) | 42.89% | 22.67% |
| Metric | 4056893:btcusd:triple_gx:lsma175_90_65 | 4056893:BTCUSD |
|---|---|---|
| Max Drawdown | -26.33% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -3.27% | -7.48% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 11.07 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-12-10 | -26.33 | 149 |
| 2022-09-13 | 2023-01-13 | -18.83 | 122 |
| 2022-05-31 | 2022-07-19 | -16.91 | 48 |
| 2023-03-22 | 2023-11-01 | -16.62 | 224 |
| 2022-02-16 | 2022-03-28 | -13.56 | 40 |
| 2023-12-09 | 2024-02-09 | -13.10 | 62 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2024-11-22 | 2025-01-20 | -10.26 | 58 |
| 2025-03-24 | 2025-04-22 | -8.91 | 29 |
| 2025-01-20 | 2025-03-24 | -8.84 | 63 |
| Metric | 4056893:btcusd:triple_gx:lsma175_90_65 | 4056893:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 159.85% | 155.54% |
| Worst Year | -8.35% | -60.91% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 5.33% | 7.56% |
| Avg. Down Week | -3.15% | -4.87% |
| Avg. Up Month | 10.84% | 15.2% |
| Avg. Down Month | -7.07% | -10.25% |
| Win Days % | 50.44% | 51.37% |
| Win Month % | 60.98% | 59.57% |
| Win Week % | 54.95% | 49.75% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |