| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 277.73% | 130.7% |
| Max Drawdown | -24.01% | -67.18% |
| Sharpe | 0.72 | 0.34 |
| Sortino | 1.14 | 0.49 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.43 | 1.04 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 20.52 | 4.07 |
| Outlier Loss Ratio | 4.38 | 3.6 |
| Volatility (ann.) | 13.4% | 25.46% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.74 | 0.37 |
| Skew | 1.26 | 0.16 |
| Kurtosis | 25.89 | 6.65 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 1.79% |
| Expected Yearly % | 39.41% | 23.24% |
| Kelly Criterion | 8.34% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.17% |
| Expected Shortfall (cVaR) | -1.13% | -2.17% |
| Year | 4056897:BTCUSD | 4056897:btcusd:triple_gx:lsma195_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 17.85 | -0.30 | + |
| 2023 | 155.54 | 57.33 | 0.37 | - |
| 2024 | 121.00 | 126.66 | 1.05 | + |
| 2025 | -1.03 | -10.11 | 9.86 | - |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| MTD | 2.23% | 2.23% |
| 3M | -12.38% | -17.17% |
| 6M | -12.53% | -16.23% |
| YTD | -10.11% | -1.03% |
| 1Y | -10.11% | -5.06% |
| 3Y (ann.) | 46.9% | 75.28% |
| 5Y (ann.) | 41.73% | 24.53% |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Max Drawdown | -24.01% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.38% | -7.81% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 11.57 | 1.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-12-10 | -24.01 | 64 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-03-22 | 2023-06-22 | -15.15 | 91 |
| 2023-11-02 | 2024-02-12 | -14.59 | 102 |
| 2023-06-23 | 2023-10-24 | -13.20 | 122 |
| 2022-05-31 | 2022-07-18 | -12.22 | 47 |
| 2025-01-20 | 2025-04-25 | -11.99 | 95 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2022-03-04 | 2022-03-27 | -9.46 | 23 |
| 2024-08-29 | 2024-09-19 | -7.15 | 20 |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.92% | -37.12% |
| Best Year | 126.66% | 155.54% |
| Worst Year | -10.11% | -58.73% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 5.05% | 7.31% |
| Avg. Down Week | -2.78% | -4.53% |
| Avg. Up Month | 11.25% | 15.9% |
| Avg. Down Month | -5.59% | -10.1% |
| Win Days % | 50.46% | 51.41% |
| Win Month % | 60.98% | 59.57% |
| Win Week % | 54.55% | 49.75% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 75.0% | 50.0% |