| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 204.48% | 102.71% |
| Max Drawdown | -19.48% | -67.18% |
| Sharpe | 0.7 | 0.35 |
| Sortino | 1.1 | 0.5 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 19.79 | 4.11 |
| Outlier Loss Ratio | 4.41 | 3.63 |
| Volatility (ann.) | 14.21% | 26.6% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.22 | 0.38 |
| Skew | 0.92 | 0.16 |
| Kurtosis | 21.88 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.97% | 1.88% |
| Expected Yearly % | 32.1% | 19.32% |
| Kelly Criterion | 7.99% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.27% |
| Expected Shortfall (cVaR) | -1.2% | -2.27% |
| Year | 4056951:BTCUSD | 4056951:btcusd:triple_gx:lsma190_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.55 | -0.17 | + |
| 2023 | 155.54 | 49.90 | 0.32 | - |
| 2024 | 121.00 | 103.52 | 0.86 | - |
| 2025 | -6.21 | -9.72 | 1.56 | - |
| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| MTD | 2.37% | 3.86% |
| 3M | -9.72% | -7.61% |
| 6M | 19.43% | 38.23% |
| YTD | -9.72% | -6.21% |
| 1Y | 45.1% | 25.27% |
| 3Y (ann.) | 43.88% | 25.44% |
| 5Y (ann.) | 43.19% | 25.59% |
| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| Max Drawdown | -19.48% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.51% | -7.49% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 10.5 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-13 | -19.48 | 167 |
| 2024-11-23 | 2025-03-26 | -18.70 | 123 |
| 2023-03-22 | 2023-12-05 | -17.08 | 257 |
| 2022-05-31 | 2022-07-19 | -16.64 | 48 |
| 2023-12-09 | 2024-02-14 | -15.92 | 67 |
| 2024-07-27 | 2024-10-18 | -11.92 | 82 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-03-29 | 2022-05-30 | -8.01 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-03-06 | 2022-03-24 | -6.27 | 18 |
| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951: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 | 31.93% | 43.77% |
| Worst Month | -12.15% | -37.12% |
| Best Year | 103.52% | 155.54% |
| Worst Year | -9.72% | -61.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.93% | 7.47% |
| Avg. Down Week | -3.37% | -5.42% |
| Avg. Up Month | 11.62% | 16.45% |
| Avg. Down Month | -6.74% | -14.08% |
| Win Days % | 49.94% | 51.08% |
| Win Month % | 62.5% | 60.53% |
| Win Week % | 52.27% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |