| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 219.19% | 180.97% |
| Max Drawdown | -26.89% | -67.18% |
| Sharpe | 0.6 | 0.43 |
| Sortino | 0.9 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.26 | 1.05 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 12.7 | 4.18 |
| Outlier Loss Ratio | 4.5 | 3.96 |
| Volatility (ann.) | 17.13% | 26.52% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.57 | 0.55 |
| Skew | 0.47 | 0.2 |
| Kurtosis | 13.8 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 2.55% |
| Expected Yearly % | 33.66% | 29.47% |
| Kelly Criterion | 5.46% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.25% |
| Expected Shortfall (cVaR) | -1.45% | -2.25% |
| Year | 4056905:BTCUSD | 4056905:btcusd:triple_gx:lsma100_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 4.37 | -0.08 | + |
| 2023 | 155.54 | 49.65 | 0.32 | - |
| 2024 | 121.00 | 120.99 | 1.00 | - |
| 2025 | 11.30 | -7.52 | -0.67 | - |
| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| MTD | -0.74% | 10.32% |
| 3M | -4.1% | 7.53% |
| 6M | -0.35% | 18.96% |
| YTD | -7.52% | 11.3% |
| 1Y | 37.12% | 56.85% |
| 3Y (ann.) | 46.65% | 49.13% |
| 5Y (ann.) | 42.09% | 36.71% |
| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| Max Drawdown | -26.89% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.53% |
| Avg. Drawdown Days | 16.0 | 33.0 |
| Recovery Factor | 8.15 | 2.69 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -26.89 | 149 |
| 2022-02-10 | 2022-09-12 | -26.49 | 213 |
| 2023-03-22 | 2023-12-05 | -23.73 | 257 |
| 2024-05-21 | 2024-08-23 | -21.19 | 94 |
| 2022-09-13 | 2023-01-13 | -19.87 | 122 |
| 2024-04-01 | 2024-05-13 | -11.44 | 42 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-02-21 | 2023-03-17 | -9.54 | 24 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-08-26 | 2024-09-19 | -7.71 | 24 |
| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 39.14% | 43.77% |
| Worst Month | -17.02% | -37.12% |
| Best Year | 120.99% | 155.54% |
| Worst Year | -7.52% | -55.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.34% | 6.85% |
| Avg. Down Week | -3.52% | -4.88% |
| Avg. Up Month | 14.38% | 18.39% |
| Avg. Down Month | -6.04% | -11.55% |
| Win Days % | 50.79% | 51.22% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 51.49% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |