| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 220.28% | 144.89% |
| Max Drawdown | -20.69% | -67.18% |
| Sharpe | 0.69 | 0.39 |
| Sortino | 1.07 | 0.57 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 18.33 | 4.09 |
| Outlier Loss Ratio | 4.45 | 3.69 |
| Volatility (ann.) | 14.46% | 26.41% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.08 | 0.47 |
| Skew | 0.73 | 0.19 |
| Kurtosis | 20.6 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.95% | 2.26% |
| Expected Yearly % | 33.78% | 25.1% |
| Kelly Criterion | 7.41% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.25% |
| Expected Shortfall (cVaR) | -1.22% | -2.25% |
| Year | 4056921:BTCUSD | 4056921:btcusd:triple_gx:lsma170_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 7.64 | -0.13 | + |
| 2023 | 155.54 | 46.00 | 0.30 | - |
| 2024 | 121.00 | 124.95 | 1.03 | + |
| 2025 | 11.30 | -9.40 | -0.83 | - |
| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| MTD | -0.37% | 10.32% |
| 3M | -3.48% | 7.53% |
| 6M | 1.24% | 18.96% |
| YTD | -9.4% | 11.3% |
| 1Y | 45.14% | 56.85% |
| 3Y (ann.) | 45.27% | 49.13% |
| 5Y (ann.) | 42.95% | 31.65% |
| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| Max Drawdown | -20.69% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.43% | -7.01% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 10.65 | 2.16 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-05-16 | -20.69 | 174 |
| 2022-07-30 | 2023-01-13 | -18.88 | 167 |
| 2023-03-22 | 2023-12-05 | -17.11 | 257 |
| 2022-05-31 | 2022-07-19 | -16.88 | 48 |
| 2023-12-09 | 2024-02-11 | -13.00 | 63 |
| 2022-02-16 | 2022-03-27 | -12.13 | 39 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-26 | -10.40 | 31 |
| 2023-01-21 | 2023-03-17 | -7.13 | 54 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 35.63% | 43.77% |
| Worst Month | -11.75% | -37.12% |
| Best Year | 124.95% | 155.54% |
| Worst Year | -9.4% | -61.04% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.63% | 7.62% |
| Avg. Down Week | -3.55% | -5.44% |
| Avg. Up Month | 12.67% | 17.39% |
| Avg. Down Month | -5.93% | -11.88% |
| Win Days % | 50.14% | 51.22% |
| Win Month % | 54.29% | 60.0% |
| Win Week % | 53.54% | 49.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |