| Metric | 4056950:btcusd:triple_gx:lsma185_100_65 | 4056950:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 238.0% | 98.53% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.76 | 0.34 |
| Sortino | 1.19 | 0.49 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.31 | 4.12 |
| Outlier Loss Ratio | 4.44 | 3.63 |
| Volatility (ann.) | 14.32% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.66 | 0.37 |
| Skew | 0.93 | 0.16 |
| Kurtosis | 21.33 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.26% | 1.82% |
| Expected Yearly % | 35.59% | 18.7% |
| Kelly Criterion | 8.46% | 10.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 4056950:BTCUSD | 4056950:btcusd:triple_gx:lsma185_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 14.19 | -0.23 | + |
| 2023 | 155.54 | 42.93 | 0.28 | - |
| 2024 | 121.00 | 119.22 | 0.99 | - |
| 2025 | -6.21 | -5.53 | 0.89 | + |
| Metric | 4056950:btcusd:triple_gx:lsma185_100_65 | 4056950:BTCUSD |
|---|---|---|
| MTD | 0.73% | 3.86% |
| 3M | -5.53% | -7.61% |
| 6M | 24.97% | 38.23% |
| YTD | -5.53% | -6.21% |
| 1Y | 62.18% | 25.27% |
| 3Y (ann.) | 48.46% | 25.44% |
| 5Y (ann.) | 47.99% | 24.7% |
| Metric | 4056950:btcusd:triple_gx:lsma185_100_65 | 4056950:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.29% | -7.55% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 13.17 | 1.47 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-12-05 | -17.25 | 257 |
| 2022-05-31 | 2022-07-19 | -16.47 | 48 |
| 2023-12-09 | 2024-02-12 | -15.44 | 65 |
| 2024-11-23 | 2025-03-26 | -14.50 | 123 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-26 | -9.82 | 31 |
| 2022-03-29 | 2022-05-30 | -8.75 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056950:btcusd:triple_gx:lsma185_100_65 | 4056950:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 32.83% | 43.77% |
| Worst Month | -11.31% | -37.12% |
| Best Year | 119.22% | 155.54% |
| Worst Year | -5.53% | -62.52% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 5.73% | 7.49% |
| Avg. Down Week | -3.21% | -5.61% |
| Avg. Up Month | 12.59% | 17.54% |
| Avg. Down Month | -5.27% | -12.58% |
| Win Days % | 50.09% | 51.07% |
| Win Month % | 57.58% | 57.89% |
| Win Week % | 52.81% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |