| Metric | 4057005:btcusd:triple_gx:lsma205_110_65 | 4057005:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 184.49% | 122.51% |
| Max Drawdown | -20.96% | -67.18% |
| Sharpe | 0.65 | 0.38 |
| Sortino | 1.0 | 0.54 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.37 | 1.04 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 19.1 | 4.11 |
| Outlier Loss Ratio | 4.25 | 3.68 |
| Volatility (ann.) | 14.67% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.92 | 0.44 |
| Skew | 0.71 | 0.17 |
| Kurtosis | 22.2 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.79% | 2.13% |
| Expected Yearly % | 29.87% | 22.13% |
| Kelly Criterion | 7.84% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4057005:BTCUSD | 4057005:btcusd:triple_gx:lsma205_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -1.34 | 0.02 | + |
| 2023 | 155.54 | 54.17 | 0.35 | - |
| 2024 | 121.00 | 73.00 | 0.60 | - |
| 2025 | -6.45 | 8.11 | -1.26 | + |
| Metric | 4057005:btcusd:triple_gx:lsma205_110_65 | 4057005:BTCUSD |
|---|---|---|
| MTD | 3.03% | 3.6% |
| 3M | 8.11% | -11.42% |
| 6M | 35.93% | 35.88% |
| YTD | 8.11% | -6.45% |
| 1Y | 62.47% | 24.76% |
| 3Y (ann.) | 41.37% | 25.14% |
| 5Y (ann.) | 40.17% | 29.48% |
| Metric | 4057005:btcusd:triple_gx:lsma205_110_65 | 4057005:BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -67.18% |
| Longest DD Days | 169.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.96% |
| Avg. Drawdown Days | 20.0 | 34.0 |
| Recovery Factor | 8.8 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-16 | -20.96 | 169 |
| 2022-05-31 | 2022-07-19 | -17.24 | 48 |
| 2023-06-23 | 2023-11-01 | -16.02 | 131 |
| 2023-11-02 | 2024-02-14 | -15.81 | 104 |
| 2024-07-29 | 2024-11-10 | -14.60 | 104 |
| 2023-03-22 | 2023-06-21 | -12.43 | 90 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-03-09 | 2022-03-27 | -9.42 | 18 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| 2025-01-20 | 2025-03-24 | -8.68 | 62 |
| Metric | 4057005:btcusd:triple_gx:lsma205_110_65 | 4057005:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 33.32% | 43.77% |
| Worst Month | -14.43% | -37.12% |
| Best Year | 73.0% | 155.54% |
| Worst Year | -1.34% | -57.88% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.28% | 7.59% |
| Avg. Down Week | -3.6% | -5.43% |
| Avg. Up Month | 10.78% | 16.68% |
| Avg. Down Month | -6.99% | -14.35% |
| Win Days % | 50.75% | 51.16% |
| Win Month % | 64.52% | 60.53% |
| Win Week % | 57.14% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |