| Metric | 4056978:btcusd:triple_gx:lsma195_105_65 | 4056978:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 191.83% | 118.05% |
| Max Drawdown | -20.47% | -67.18% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.06 | 0.53 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 19.73 | 4.11 |
| Outlier Loss Ratio | 4.35 | 3.63 |
| Volatility (ann.) | 14.22% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.01 | 0.43 |
| Skew | 0.9 | 0.17 |
| Kurtosis | 21.62 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.86% | 2.07% |
| Expected Yearly % | 30.7% | 21.52% |
| Kelly Criterion | 7.89% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 4056978:BTCUSD | 4056978:btcusd:triple_gx:lsma195_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.48 | -0.06 | + |
| 2023 | 155.54 | 42.68 | 0.27 | - |
| 2024 | 121.00 | 103.37 | 0.85 | - |
| 2025 | -6.45 | -2.81 | 0.43 | + |
| Metric | 4056978:btcusd:triple_gx:lsma195_105_65 | 4056978:BTCUSD |
|---|---|---|
| MTD | 1.14% | 3.6% |
| 3M | -2.81% | -11.42% |
| 6M | 25.96% | 35.88% |
| YTD | -2.81% | -6.45% |
| 1Y | 59.51% | 24.76% |
| 3Y (ann.) | 43.31% | 25.14% |
| 5Y (ann.) | 41.25% | 28.58% |
| Metric | 4056978:btcusd:triple_gx:lsma195_105_65 | 4056978:BTCUSD |
|---|---|---|
| Max Drawdown | -20.47% | -67.18% |
| Longest DD Days | 328.0 | 683.0 |
| Avg. Drawdown | -3.68% | -7.07% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 9.37 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-14 | -20.47 | 167 |
| 2023-03-22 | 2024-02-14 | -18.37 | 328 |
| 2022-05-31 | 2022-07-19 | -15.72 | 48 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-07-29 | 2024-09-28 | -11.83 | 60 |
| 2024-11-23 | 2025-03-27 | -10.75 | 124 |
| 2022-03-04 | 2022-03-27 | -8.88 | 23 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056978:btcusd:triple_gx:lsma195_105_65 | 4056978: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 | 34.61% | 43.77% |
| Worst Month | -13.59% | -37.12% |
| Best Year | 103.37% | 155.54% |
| Worst Year | -2.81% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.72% | 7.46% |
| Avg. Down Week | -3.82% | -4.83% |
| Avg. Up Month | 12.24% | 17.53% |
| Avg. Down Month | -7.29% | -13.92% |
| Win Days % | 50.35% | 51.14% |
| Win Month % | 61.29% | 60.53% |
| Win Week % | 56.98% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |