| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 157.99% | 123.74% |
| Max Drawdown | -22.3% | -67.18% |
| Sharpe | 0.61 | 0.38 |
| Sortino | 0.95 | 0.55 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.33 | 1.05 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 20.4 | 4.12 |
| Outlier Loss Ratio | 4.26 | 3.66 |
| Volatility (ann.) | 14.34% | 26.39% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.61 | 0.44 |
| Skew | 0.96 | 0.18 |
| Kurtosis | 23.8 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.53% | 2.14% |
| Expected Yearly % | 26.74% | 22.3% |
| Kelly Criterion | 6.59% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.24% |
| Expected Shortfall (cVaR) | -1.21% | -2.24% |
| Year | 4056931:BTCUSD | 4056931:btcusd:triple_gx:lsma225_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -2.82 | 0.05 | + |
| 2023 | 155.54 | 45.57 | 0.29 | - |
| 2024 | 121.00 | 79.95 | 0.66 | - |
| 2025 | -6.45 | 1.34 | -0.21 | + |
| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| MTD | 3.49% | 3.6% |
| 3M | 1.34% | -11.42% |
| 6M | 34.71% | 35.88% |
| YTD | 1.34% | -6.45% |
| 1Y | 45.06% | 24.76% |
| 3Y (ann.) | 37.75% | 25.14% |
| 5Y (ann.) | 36.0% | 29.86% |
| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| Max Drawdown | -22.3% | -67.18% |
| Longest DD Days | 174.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.61% |
| Avg. Drawdown Days | 26.0 | 34.0 |
| Recovery Factor | 7.09 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-20 | -22.30 | 174 |
| 2022-05-31 | 2022-07-19 | -16.64 | 48 |
| 2023-03-22 | 2023-06-23 | -16.63 | 92 |
| 2023-11-16 | 2024-02-14 | -16.30 | 90 |
| 2024-05-21 | 2024-11-10 | -16.04 | 173 |
| 2023-06-23 | 2023-10-24 | -12.97 | 122 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 33.92% | 43.77% |
| Worst Month | -12.88% | -37.12% |
| Best Year | 79.95% | 155.54% |
| Worst Year | -2.82% | -57.65% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.25% | 7.62% |
| Avg. Down Week | -3.06% | -5.69% |
| Avg. Up Month | 12.51% | 18.15% |
| Avg. Down Month | -6.25% | -13.07% |
| Win Days % | 49.56% | 51.12% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 51.14% | 50.0% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |