| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 270.26% | 113.92% |
| Max Drawdown | -25.26% | -67.18% |
| Sharpe | 0.7 | 0.32 |
| Sortino | 1.11 | 0.46 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.41 | 1.03 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.16 | 0.97 |
| Outlier Win Ratio | 20.11 | 4.07 |
| Outlier Loss Ratio | 4.39 | 3.63 |
| Volatility (ann.) | 13.57% | 25.48% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.62 | 0.33 |
| Skew | 1.18 | 0.16 |
| Kurtosis | 25.02 | 6.63 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.82% | 1.63% |
| Expected Yearly % | 38.72% | 20.94% |
| Kelly Criterion | 8.06% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.17% |
| Expected Shortfall (cVaR) | -1.14% | -2.17% |
| Year | 4056896:BTCUSD | 4056896:btcusd:triple_gx:lsma190_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.42 | -0.27 | + |
| 2023 | 155.54 | 64.99 | 0.42 | - |
| 2024 | 121.00 | 125.14 | 1.03 | + |
| 2025 | -1.03 | -14.38 | 14.02 | - |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| MTD | 2.23% | 2.23% |
| 3M | -13.56% | -17.17% |
| 6M | -14.63% | -16.23% |
| YTD | -14.38% | -1.03% |
| 1Y | -14.38% | -5.06% |
| 3Y (ann.) | 46.52% | 75.28% |
| 5Y (ann.) | 40.95% | 22.07% |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -67.18% |
| Longest DD Days | 161.0 | 683.0 |
| Avg. Drawdown | -3.32% | -8.19% |
| Avg. Drawdown Days | 16.0 | 38.0 |
| Recovery Factor | 10.7 | 1.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-12-10 | -25.26 | 149 |
| 2022-08-08 | 2023-01-13 | -18.70 | 158 |
| 2022-05-31 | 2022-07-19 | -16.67 | 48 |
| 2023-12-09 | 2024-02-12 | -14.37 | 65 |
| 2023-03-22 | 2023-06-21 | -14.28 | 90 |
| 2024-11-22 | 2025-05-02 | -14.13 | 161 |
| 2023-06-23 | 2023-10-24 | -13.33 | 122 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2024-08-29 | 2024-09-19 | -7.15 | 20 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -12.14% | -37.12% |
| Best Year | 125.14% | 155.54% |
| Worst Year | -14.38% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 5.24% | 7.36% |
| Avg. Down Week | -2.88% | -4.82% |
| Avg. Up Month | 11.08% | 15.16% |
| Avg. Down Month | -5.15% | -10.17% |
| Win Days % | 50.27% | 51.38% |
| Win Month % | 57.14% | 59.57% |
| Win Week % | 53.15% | 49.75% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |