| Metric | 4056898:btcusd:triple_gx:lsma200_90_65 | 4056898:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 283.48% | 118.18% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.85 | 0.37 |
| Sortino | 1.36 | 0.53 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.55 | 1.04 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 20.99 | 4.1 |
| Outlier Loss Ratio | 4.36 | 3.59 |
| Volatility (ann.) | 13.94% | 26.6% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.01 | 0.43 |
| Skew | 1.17 | 0.17 |
| Kurtosis | 26.37 | 6.32 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.6% | 2.07% |
| Expected Yearly % | 39.94% | 21.54% |
| Kelly Criterion | 10.28% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.26% |
| Expected Shortfall (cVaR) | -1.17% | -2.26% |
| Year | 4056898:BTCUSD | 4056898:btcusd:triple_gx:lsma200_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 9.05 | -0.15 | + |
| 2023 | 155.54 | 57.67 | 0.37 | - |
| 2024 | 121.00 | 120.34 | 0.99 | - |
| 2025 | -6.21 | 1.22 | -0.20 | + |
| Metric | 4056898:btcusd:triple_gx:lsma200_90_65 | 4056898:BTCUSD |
|---|---|---|
| MTD | 2.81% | 3.86% |
| 3M | 1.22% | -7.61% |
| 6M | 46.22% | 38.23% |
| YTD | 1.22% | -6.21% |
| 1Y | 75.08% | 25.27% |
| 3Y (ann.) | 60.87% | 25.44% |
| 5Y (ann.) | 54.37% | 28.66% |
| Metric | 4056898:btcusd:triple_gx:lsma200_90_65 | 4056898:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.29% | -7.29% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 15.69 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-05-31 | 2022-07-19 | -16.22 | 48 |
| 2023-11-02 | 2024-02-14 | -15.22 | 104 |
| 2022-03-04 | 2022-05-30 | -14.97 | 86 |
| 2023-03-22 | 2023-06-21 | -14.74 | 90 |
| 2023-06-23 | 2023-10-24 | -12.50 | 122 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2024-08-29 | 2024-09-19 | -6.71 | 20 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056898:btcusd:triple_gx:lsma200_90_65 | 4056898:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.92% | -37.12% |
| Best Year | 120.34% | 155.54% |
| Worst Year | 1.22% | -58.81% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.32% | 7.72% |
| Avg. Down Week | -2.74% | -5.15% |
| Avg. Up Month | 14.8% | 19.14% |
| Avg. Down Month | -4.95% | -11.15% |
| Win Days % | 50.55% | 51.13% |
| Win Month % | 56.25% | 60.53% |
| Win Week % | 55.81% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |