| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 164.5% | 127.69% |
| Max Drawdown | -19.86% | -67.18% |
| Sharpe | 0.62 | 0.38 |
| Sortino | 0.96 | 0.56 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.35 | 1.05 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 20.03 | 4.12 |
| Outlier Loss Ratio | 4.23 | 3.66 |
| Volatility (ann.) | 14.36% | 26.37% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.87 | 0.46 |
| Skew | 0.88 | 0.18 |
| Kurtosis | 23.36 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.59% | 2.19% |
| Expected Yearly % | 27.53% | 22.84% |
| Kelly Criterion | 7.07% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.24% |
| Expected Shortfall (cVaR) | -1.21% | -2.24% |
| Year | 4056957:BTCUSD | 4056957:btcusd:triple_gx:lsma220_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 1.95 | -0.03 | + |
| 2023 | 155.54 | 37.48 | 0.24 | - |
| 2024 | 121.00 | 82.14 | 0.68 | - |
| 2025 | -6.45 | 3.61 | -0.56 | + |
| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| MTD | 3.05% | 3.6% |
| 3M | 3.61% | -11.42% |
| 6M | 35.2% | 35.88% |
| YTD | 3.61% | -6.45% |
| 1Y | 48.13% | 24.76% |
| 3Y (ann.) | 39.51% | 25.14% |
| 5Y (ann.) | 37.07% | 30.57% |
| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| Max Drawdown | -19.86% | -67.18% |
| Longest DD Days | 328.0 | 683.0 |
| Avg. Drawdown | -3.86% | -6.62% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 8.28 | 1.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-01-14 | -19.86 | 155 |
| 2023-03-22 | 2024-02-14 | -18.70 | 328 |
| 2022-05-31 | 2022-07-19 | -16.19 | 48 |
| 2024-05-21 | 2024-11-10 | -14.57 | 173 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2025-01-20 | 2025-03-24 | -8.68 | 63 |
| 2022-03-29 | 2022-05-30 | -8.01 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-07-30 | 2022-08-11 | -6.14 | 11 |
| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.66% | -29.64% |
| Best Month | 32.72% | 43.77% |
| Worst Month | -12.06% | -37.12% |
| Best Year | 82.14% | 155.54% |
| Worst Year | 1.95% | -56.9% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.71% | 7.64% |
| Avg. Down Week | -3.54% | -5.92% |
| Avg. Up Month | 11.53% | 17.81% |
| Avg. Down Month | -5.91% | -13.54% |
| Win Days % | 50.07% | 51.16% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 50.59% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |