| Metric | 4056924:btcusd:triple_gx:lsma190_95_65 | 4056924:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 201.4% | 102.71% |
| Max Drawdown | -23.1% | -67.18% |
| Sharpe | 0.71 | 0.35 |
| Sortino | 1.11 | 0.5 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 20.47 | 4.1 |
| Outlier Loss Ratio | 4.42 | 3.61 |
| Volatility (ann.) | 14.0% | 26.6% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.85 | 0.38 |
| Skew | 1.03 | 0.16 |
| Kurtosis | 22.84 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.95% | 1.88% |
| Expected Yearly % | 31.76% | 19.32% |
| Kelly Criterion | 7.94% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.27% |
| Expected Shortfall (cVaR) | -1.18% | -2.27% |
| Year | 4056924:BTCUSD | 4056924:btcusd:triple_gx:lsma190_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.33 | -0.07 | + |
| 2023 | 155.54 | 62.17 | 0.40 | - |
| 2024 | 121.00 | 100.34 | 0.83 | - |
| 2025 | -6.21 | -11.08 | 1.78 | - |
| Metric | 4056924:btcusd:triple_gx:lsma190_95_65 | 4056924:BTCUSD |
|---|---|---|
| MTD | 2.8% | 3.86% |
| 3M | -11.08% | -7.61% |
| 6M | 19.84% | 38.23% |
| YTD | -11.08% | -6.21% |
| 1Y | 41.64% | 25.27% |
| 3Y (ann.) | 43.73% | 25.44% |
| 5Y (ann.) | 42.72% | 25.59% |
| Metric | 4056924:btcusd:triple_gx:lsma190_95_65 | 4056924:BTCUSD |
|---|---|---|
| Max Drawdown | -23.1% | -67.18% |
| Longest DD Days | 169.0 | 683.0 |
| Avg. Drawdown | -3.69% | -7.49% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 8.72 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-16 | -23.10 | 169 |
| 2024-11-23 | 2025-03-26 | -17.67 | 123 |
| 2022-05-31 | 2022-07-19 | -16.64 | 48 |
| 2024-07-27 | 2024-11-10 | -14.65 | 105 |
| 2023-06-23 | 2023-10-24 | -14.10 | 122 |
| 2023-03-22 | 2023-06-23 | -14.03 | 92 |
| 2023-12-09 | 2024-02-12 | -14.01 | 65 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-03-06 | 2022-03-24 | -6.93 | 18 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056924:btcusd:triple_gx:lsma190_95_65 | 4056924:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 32.27% | 43.77% |
| Worst Month | -13.5% | -37.12% |
| Best Year | 100.34% | 155.54% |
| Worst Year | -11.08% | -61.73% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.67% | 7.47% |
| Avg. Down Week | -3.26% | -5.37% |
| Avg. Up Month | 11.97% | 16.64% |
| Avg. Down Month | -6.73% | -12.13% |
| Win Days % | 49.61% | 51.08% |
| Win Month % | 62.5% | 60.53% |
| Win Week % | 54.44% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |