| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 279.22% | 101.72% |
| Max Drawdown | -14.02% | -63.55% |
| Sharpe | 4.96 | 2.67 |
| Sortino | 17.12 | 4.26 |
| Payoff Ratio | 4.92 | 1.39 |
| Profit Factor | 3.25 | 1.53 |
| Common Sense Ratio | 8.64 | 2.01 |
| CPC Index | 4.6 | 1.25 |
| Tail Ratio | 2.66 | 1.32 |
| Outlier Win Ratio | 3.52 | 4.4 |
| Outlier Loss Ratio | 16.35 | 2.76 |
| Volatility (ann.) | 154.27% | 228.85% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.87 | 0.4 |
| Skew | 2.69 | 0.07 |
| Kurtosis | 9.64 | 3.12 |
| Expected Daily % | 1.82% | 0.95% |
| Expected Monthly % | 4.25% | 2.22% |
| Expected Yearly % | 39.55% | 19.18% |
| Kelly Criterion | 14.29% | 29.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.18% | -18.03% |
| Expected Shortfall (cVaR) | -11.18% | -18.03% |
| Year | 4056897:BTCUSD | 4056897:btcusd:triple_gx:lsma195_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.40 | 18.06 | -0.31 | + |
| 2023 | 150.73 | 57.33 | 0.38 | - |
| 2024 | 132.46 | 126.66 | 0.96 | - |
| 2025 | -16.80 | -9.92 | 0.59 | + |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| MTD | -5.16% | -19.66% |
| 3M | -9.92% | -16.8% |
| 6M | 27.08% | 25.89% |
| YTD | -9.92% | -16.8% |
| 1Y | 61.67% | 14.12% |
| 3Y (ann.) | 60.14% | 25.38% |
| 5Y (ann.) | 54.28% | 25.64% |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Max Drawdown | -14.02% | -63.55% |
| Longest DD Days | 137.0 | 597.0 |
| Avg. Drawdown | -3.67% | -17.78% |
| Avg. Drawdown Days | 36.0 | 124.0 |
| Recovery Factor | 19.91 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-11 | 2023-01-26 | -14.02 | 137 |
| 2023-08-09 | 2023-11-03 | -11.12 | 86 |
| 2023-12-05 | 2024-02-22 | -10.39 | 79 |
| 2025-01-07 | 2025-03-30 | -9.92 | 82 |
| 2022-03-07 | 2022-04-03 | -7.30 | 26 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2022-05-23 | 2022-07-05 | -2.62 | 43 |
| 2024-08-27 | 2024-09-27 | -2.57 | 30 |
| 2022-08-07 | 2022-08-10 | -0.18 | 2 |
| 2024-06-08 | 2024-06-09 | -0.18 | 1 |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Best Day | 41.3% | 41.55% |
| Worst Day | -12.33% | -37.14% |
| Best Week | 41.3% | 41.55% |
| Worst Week | -12.33% | -37.14% |
| Best Month | 41.04% | 47.59% |
| Worst Month | -12.65% | -37.14% |
| Best Year | 126.66% | 150.73% |
| Worst Year | -9.92% | -58.4% |
| Avg. Up Day | 10.68% | 10.88% |
| Avg. Down Day | -2.17% | -7.84% |
| Avg. Up Week | 10.66% | 10.86% |
| Avg. Down Week | -2.21% | -8.67% |
| Avg. Up Month | 13.78% | 17.38% |
| Avg. Down Month | -3.97% | -15.57% |
| Win Days % | 28.77% | 58.9% |
| Win Month % | 56.25% | 59.38% |
| Win Week % | 30.88% | 61.76% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |