| Metric | 4056967:btcusd:triple_gx:lsma140_105_65 | 4056967:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 173.32% | 109.91% |
| Max Drawdown | -27.65% | -67.18% |
| Sharpe | 0.57 | 0.36 |
| Sortino | 0.86 | 0.51 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.26 | 1.03 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 14.38 | 4.14 |
| Outlier Loss Ratio | 4.43 | 3.94 |
| Volatility (ann.) | 16.44% | 26.59% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.36 | 0.4 |
| Skew | 0.5 | 0.16 |
| Kurtosis | 15.31 | 6.24 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.68% | 1.97% |
| Expected Yearly % | 28.58% | 20.37% |
| Kelly Criterion | 5.42% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.26% |
| Expected Shortfall (cVaR) | -1.39% | -2.26% |
| Year | 4056967:BTCUSD | 4056967:btcusd:triple_gx:lsma140_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.35 | -0.11 | + |
| 2023 | 155.54 | 37.73 | 0.24 | - |
| 2024 | 121.00 | 91.50 | 0.76 | - |
| 2025 | -6.45 | -2.56 | 0.40 | + |
| Metric | 4056967:btcusd:triple_gx:lsma140_105_65 | 4056967:BTCUSD |
|---|---|---|
| MTD | 4.2% | 3.6% |
| 3M | -2.56% | -11.42% |
| 6M | 5.39% | 35.88% |
| YTD | -2.56% | -6.45% |
| 1Y | 48.04% | 24.76% |
| 3Y (ann.) | 35.51% | 25.14% |
| 5Y (ann.) | 37.75% | 26.64% |
| Metric | 4056967:btcusd:triple_gx:lsma140_105_65 | 4056967:BTCUSD |
|---|---|---|
| Max Drawdown | -27.65% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.84% |
| Avg. Drawdown Days | 18.0 | 35.0 |
| Recovery Factor | 6.27 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-14 | -27.65 | 329 |
| 2022-03-29 | 2022-09-09 | -24.07 | 163 |
| 2024-11-23 | 2025-03-27 | -23.93 | 124 |
| 2022-09-13 | 2023-01-14 | -22.35 | 122 |
| 2024-04-08 | 2024-05-20 | -11.95 | 42 |
| 2024-08-26 | 2024-11-10 | -11.88 | 76 |
| 2022-03-09 | 2022-03-27 | -9.73 | 18 |
| 2022-02-10 | 2022-03-09 | -7.94 | 26 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056967:btcusd:triple_gx:lsma140_105_65 | 4056967:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.9% | -29.64% |
| Best Month | 37.28% | 43.77% |
| Worst Month | -17.6% | -37.12% |
| Best Year | 91.5% | 155.54% |
| Worst Year | -2.56% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 5.33% | 6.83% |
| Avg. Down Week | -4.47% | -5.2% |
| Avg. Up Month | 11.41% | 16.02% |
| Avg. Down Month | -6.33% | -13.57% |
| Win Days % | 50.24% | 51.11% |
| Win Month % | 59.46% | 60.53% |
| Win Week % | 60.38% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |