| Metric | 4056899:btcusd:triple_gx:lsma205_90_65 | 4056899:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 304.8% | 123.07% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.88 | 0.38 |
| Sortino | 1.43 | 0.55 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 20.91 | 4.11 |
| Outlier Loss Ratio | 4.39 | 3.58 |
| Volatility (ann.) | 14.0% | 26.59% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.16 | 0.44 |
| Skew | 1.42 | 0.17 |
| Kurtosis | 27.33 | 6.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.75% | 2.13% |
| Expected Yearly % | 41.84% | 22.21% |
| Kelly Criterion | 10.63% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.26% |
| Expected Shortfall (cVaR) | -1.17% | -2.26% |
| Year | 4056899:BTCUSD | 4056899:btcusd:triple_gx:lsma205_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 14.66 | -0.25 | + |
| 2023 | 155.54 | 54.96 | 0.35 | - |
| 2024 | 121.00 | 118.44 | 0.98 | - |
| 2025 | -6.21 | 4.29 | -0.69 | + |
| Metric | 4056899:btcusd:triple_gx:lsma205_90_65 | 4056899:BTCUSD |
|---|---|---|
| MTD | 3.31% | 3.86% |
| 3M | 4.29% | -7.61% |
| 6M | 50.03% | 38.23% |
| YTD | 4.29% | -6.21% |
| 1Y | 82.94% | 25.27% |
| 3Y (ann.) | 60.02% | 25.44% |
| 5Y (ann.) | 57.15% | 29.61% |
| Metric | 4056899:btcusd:triple_gx:lsma205_90_65 | 4056899:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.26% | -6.96% |
| Avg. Drawdown Days | 15.0 | 34.0 |
| Recovery Factor | 16.87 | 1.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-11-02 | 2024-02-14 | -17.84 | 104 |
| 2023-03-22 | 2023-06-21 | -14.23 | 90 |
| 2022-05-31 | 2022-07-18 | -13.81 | 48 |
| 2023-06-23 | 2023-10-24 | -12.45 | 122 |
| 2022-03-09 | 2022-03-27 | -10.75 | 18 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2024-05-21 | 2024-07-27 | -8.45 | 67 |
| Metric | 4056899:btcusd:triple_gx:lsma205_90_65 | 4056899:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.92% | -37.12% |
| Best Year | 118.44% | 155.54% |
| Worst Year | 4.29% | -57.88% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 5.25% | 7.81% |
| Avg. Down Week | -2.41% | -5.15% |
| Avg. Up Month | 13.43% | 17.6% |
| Avg. Down Month | -5.18% | -11.15% |
| Win Days % | 50.31% | 51.14% |
| Win Month % | 62.5% | 60.53% |
| Win Week % | 55.81% | 49.09% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |