| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 279.96% | 110.39% |
| Max Drawdown | -14.72% | -64.61% |
| Sharpe | 4.79 | 2.66 |
| Sortino | 16.09 | 4.25 |
| Payoff Ratio | 5.26 | 1.51 |
| Profit Factor | 3.23 | 1.54 |
| Common Sense Ratio | 8.58 | 2.16 |
| CPC Index | 4.51 | 1.39 |
| Tail Ratio | 2.66 | 1.4 |
| Outlier Win Ratio | 3.36 | 4.63 |
| Outlier Loss Ratio | 16.83 | 2.81 |
| Volatility (ann.) | 148.06% | 214.26% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.7 | 0.42 |
| Skew | 2.76 | 0.1 |
| Kurtosis | 10.38 | 3.62 |
| Expected Daily % | 1.68% | 0.93% |
| Expected Monthly % | 4.13% | 2.28% |
| Expected Yearly % | 39.62% | 20.44% |
| Kelly Criterion | 12.62% | 32.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.81% | -16.88% |
| Expected Shortfall (cVaR) | -10.81% | -16.88% |
| Year | 4056896:BTCUSD | 4056896:btcusd:triple_gx:lsma190_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 16.63 | -0.29 | + |
| 2023 | 150.73 | 64.99 | 0.43 | - |
| 2024 | 132.46 | 125.14 | 0.94 | - |
| 2025 | -16.80 | -12.30 | 0.73 | + |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| MTD | -3.43% | -19.66% |
| 3M | -12.3% | -16.8% |
| 6M | 22.93% | 25.89% |
| YTD | -12.3% | -16.8% |
| 1Y | 57.13% | 14.12% |
| 3Y (ann.) | 57.96% | 25.51% |
| 5Y (ann.) | 54.44% | 27.4% |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Max Drawdown | -14.72% | -64.61% |
| Longest DD Days | 172.0 | 597.0 |
| Avg. Drawdown | -4.04% | -20.82% |
| Avg. Drawdown Days | 44.0 | 145.0 |
| Recovery Factor | 19.02 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-07 | 2023-01-26 | -14.72 | 172 |
| 2025-01-07 | 2025-03-30 | -12.30 | 82 |
| 2023-08-08 | 2023-11-03 | -11.25 | 86 |
| 2024-01-10 | 2024-02-22 | -8.93 | 43 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2022-03-07 | 2022-04-03 | -3.24 | 27 |
| 2024-08-24 | 2024-09-27 | -2.85 | 34 |
| 2022-05-23 | 2022-07-22 | -2.67 | 59 |
| 2024-10-17 | 2024-11-22 | -0.80 | 36 |
| 2024-06-08 | 2024-07-27 | -0.59 | 49 |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Best Day | 41.3% | 41.55% |
| Worst Day | -12.56% | -37.14% |
| Best Week | 41.3% | 41.55% |
| Worst Week | -12.56% | -37.14% |
| Best Month | 41.04% | 47.59% |
| Worst Month | -12.87% | -37.14% |
| Best Year | 125.14% | 150.73% |
| Worst Year | -12.3% | -56.62% |
| Avg. Up Day | 10.72% | 10.92% |
| Avg. Down Day | -2.04% | -7.22% |
| Avg. Up Week | 11.15% | 11.35% |
| Avg. Down Week | -2.04% | -8.11% |
| Avg. Up Month | 13.55% | 18.57% |
| Avg. Down Month | -3.52% | -13.78% |
| Win Days % | 26.58% | 59.49% |
| Win Month % | 51.52% | 60.61% |
| Win Week % | 28.57% | 61.43% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 50.0% |