| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 327.38% | 86.82% |
| Max Drawdown | -13.18% | -64.97% |
| Sharpe | 5.21 | 2.43 |
| Sortino | 18.63 | 3.89 |
| Payoff Ratio | 5.82 | 1.59 |
| Profit Factor | 3.48 | 1.48 |
| Common Sense Ratio | 9.2 | 2.2 |
| CPC Index | 5.53 | 1.34 |
| Tail Ratio | 2.64 | 1.49 |
| Outlier Win Ratio | 3.3 | 4.53 |
| Outlier Loss Ratio | 16.62 | 2.79 |
| Volatility (ann.) | 150.38% | 217.78% |
| R^2 | 0.51 | 0.51 |
| Calmar | 4.5 | 0.34 |
| Skew | 2.73 | 0.16 |
| Kurtosis | 9.96 | 3.42 |
| Expected Daily % | 1.88% | 0.8% |
| Expected Monthly % | 4.5% | 1.91% |
| Expected Yearly % | 43.78% | 16.91% |
| Kelly Criterion | 14.77% | 30.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.8% | -17.3% |
| Expected Shortfall (cVaR) | -10.8% | -17.3% |
| Year | 4056894:BTCUSD | 4056894:btcusd:triple_gx:lsma185_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.48 | 20.25 | -0.33 | + |
| 2023 | 150.73 | 59.04 | 0.39 | - |
| 2024 | 132.46 | 143.50 | 1.08 | + |
| 2025 | -16.80 | -8.22 | 0.49 | + |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| MTD | -4.97% | -19.66% |
| 3M | -8.22% | -16.8% |
| 6M | 28.64% | 25.89% |
| YTD | -8.22% | -16.8% |
| 1Y | 76.35% | 14.12% |
| 3Y (ann.) | 63.83% | 25.51% |
| 5Y (ann.) | 59.34% | 22.2% |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Max Drawdown | -13.18% | -64.97% |
| Longest DD Days | 172.0 | 596.0 |
| Avg. Drawdown | -3.79% | -20.78% |
| Avg. Drawdown Days | 44.0 | 150.0 |
| Recovery Factor | 24.84 | 1.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-07 | 2023-01-26 | -13.18 | 172 |
| 2023-08-08 | 2023-11-03 | -11.35 | 86 |
| 2024-01-10 | 2024-02-22 | -8.52 | 43 |
| 2025-01-07 | 2025-03-30 | -8.28 | 82 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2022-05-24 | 2022-07-22 | -3.41 | 59 |
| 2023-02-23 | 2023-03-28 | -2.81 | 32 |
| 2024-08-27 | 2024-09-27 | -2.57 | 30 |
| 2022-02-17 | 2022-04-03 | -2.41 | 45 |
| 2024-10-17 | 2024-11-22 | -0.80 | 36 |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Best Day | 41.3% | 41.55% |
| Worst Day | -11.08% | -36.63% |
| Best Week | 41.3% | 41.55% |
| Worst Week | -11.08% | -36.63% |
| Best Month | 41.04% | 47.59% |
| Worst Month | -11.4% | -36.63% |
| Best Year | 143.5% | 150.73% |
| Worst Year | -8.22% | -61.48% |
| Avg. Up Day | 11.18% | 11.38% |
| Avg. Down Day | -1.92% | -7.17% |
| Avg. Up Week | 11.45% | 11.76% |
| Avg. Down Week | -1.97% | -7.65% |
| Avg. Up Month | 14.71% | 18.68% |
| Avg. Down Month | -3.45% | -11.87% |
| Win Days % | 27.27% | 57.14% |
| Win Month % | 51.52% | 57.58% |
| Win Week % | 30.0% | 57.14% |
| Win Quarter % | 76.92% | 30.77% |
| Win Year % | 75.0% | 50.0% |