| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 220.43% | 103.73% |
| Max Drawdown | -23.8% | -67.18% |
| Sharpe | 0.68 | 0.35 |
| Sortino | 1.05 | 0.5 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.32 | 1.03 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 16.79 | 4.12 |
| Outlier Loss Ratio | 4.39 | 3.78 |
| Volatility (ann.) | 15.35% | 26.57% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.9 | 0.38 |
| Skew | 0.7 | 0.16 |
| Kurtosis | 18.62 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.11% | 1.89% |
| Expected Yearly % | 33.79% | 19.47% |
| Kelly Criterion | 7.44% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.26% |
| Expected Shortfall (cVaR) | -1.29% | -2.26% |
| Year | 4056972:BTCUSD | 4056972:btcusd:triple_gx:lsma165_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 5.92 | -0.10 | + |
| 2023 | 155.54 | 42.28 | 0.27 | - |
| 2024 | 121.00 | 136.14 | 1.13 | + |
| 2025 | -6.45 | -9.96 | 1.54 | - |
| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| MTD | -0.55% | 3.6% |
| 3M | -9.96% | -11.42% |
| 6M | 15.72% | 35.88% |
| YTD | -9.96% | -6.45% |
| 1Y | 70.27% | 24.76% |
| 3Y (ann.) | 43.22% | 25.14% |
| 5Y (ann.) | 45.19% | 25.59% |
| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| Max Drawdown | -23.8% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.99% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 9.26 | 1.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-12 | -23.80 | 326 |
| 2022-05-31 | 2022-07-28 | -20.61 | 57 |
| 2022-07-30 | 2023-01-13 | -19.58 | 167 |
| 2025-01-20 | 2025-03-27 | -15.77 | 65 |
| 2024-11-23 | 2025-01-20 | -11.86 | 58 |
| 2022-03-29 | 2022-05-30 | -9.84 | 62 |
| 2024-08-26 | 2024-09-26 | -9.66 | 31 |
| 2022-03-09 | 2022-03-27 | -9.39 | 18 |
| 2023-01-21 | 2023-03-17 | -6.91 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 36.49% | 43.77% |
| Worst Month | -15.71% | -37.12% |
| Best Year | 136.14% | 155.54% |
| Worst Year | -9.96% | -61.44% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.87% | 7.41% |
| Avg. Down Week | -4.13% | -5.35% |
| Avg. Up Month | 12.91% | 17.0% |
| Avg. Down Month | -6.81% | -14.39% |
| Win Days % | 50.56% | 51.11% |
| Win Month % | 58.82% | 60.53% |
| Win Week % | 57.45% | 48.5% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |