| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 262.9% | 128.27% |
| Max Drawdown | -20.05% | -67.18% |
| Sharpe | 0.81 | 0.39 |
| Sortino | 1.31 | 0.56 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.49 | 1.05 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 20.8 | 4.12 |
| Outlier Loss Ratio | 4.24 | 3.6 |
| Volatility (ann.) | 14.15% | 26.38% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.59 | 0.46 |
| Skew | 1.35 | 0.18 |
| Kurtosis | 26.49 | 6.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.45% | 2.2% |
| Expected Yearly % | 38.02% | 22.92% |
| Kelly Criterion | 9.69% | 10.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.24% |
| Expected Shortfall (cVaR) | -1.19% | -2.24% |
| Year | 4056901:BTCUSD | 4056901:btcusd:triple_gx:lsma220_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 6.65 | -0.12 | + |
| 2023 | 155.54 | 52.96 | 0.34 | - |
| 2024 | 121.00 | 112.39 | 0.93 | - |
| 2025 | -6.21 | 4.74 | -0.76 | + |
| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.86% |
| 3M | 4.74% | -7.61% |
| 6M | 51.57% | 38.23% |
| YTD | 4.74% | -6.21% |
| 1Y | 75.95% | 25.27% |
| 3Y (ann.) | 55.25% | 25.44% |
| 5Y (ann.) | 51.92% | 30.71% |
| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| Max Drawdown | -20.05% | -67.18% |
| Longest DD Days | 155.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.62% |
| Avg. Drawdown Days | 18.0 | 34.0 |
| Recovery Factor | 13.11 | 1.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-01-14 | -20.05 | 155 |
| 2023-03-22 | 2023-06-23 | -17.05 | 92 |
| 2022-05-31 | 2022-07-19 | -16.22 | 48 |
| 2023-11-02 | 2024-02-14 | -15.12 | 104 |
| 2023-06-23 | 2023-10-24 | -12.18 | 122 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2024-05-21 | 2024-09-19 | -9.43 | 121 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -12.06% | -37.12% |
| Best Year | 112.39% | 155.54% |
| Worst Year | 4.74% | -56.9% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 5.36% | 7.96% |
| Avg. Down Week | -2.94% | -5.94% |
| Avg. Up Month | 13.83% | 18.47% |
| Avg. Down Month | -4.58% | -11.51% |
| Win Days % | 50.28% | 51.13% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 57.14% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |