| Metric | 4057025:btcusd:triple_gx:lsma185_115_65 | 4057025:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 181.34% | 98.03% |
| Max Drawdown | -19.82% | -67.18% |
| Sharpe | 0.63 | 0.34 |
| Sortino | 0.96 | 0.49 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.31 | 1.03 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 17.6 | 4.12 |
| Outlier Loss Ratio | 4.36 | 3.77 |
| Volatility (ann.) | 15.1% | 26.59% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.99 | 0.37 |
| Skew | 0.61 | 0.16 |
| Kurtosis | 18.35 | 6.31 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 1.81% |
| Expected Yearly % | 29.51% | 18.63% |
| Kelly Criterion | 7.07% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.26% |
| Expected Shortfall (cVaR) | -1.27% | -2.26% |
| Year | 4057025:BTCUSD | 4057025:btcusd:triple_gx:lsma185_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -3.12 | 0.05 | + |
| 2023 | 155.54 | 59.44 | 0.38 | - |
| 2024 | 121.00 | 77.68 | 0.64 | - |
| 2025 | -6.45 | 2.51 | -0.39 | + |
| Metric | 4057025:btcusd:triple_gx:lsma185_115_65 | 4057025:BTCUSD |
|---|---|---|
| MTD | 0.89% | 3.6% |
| 3M | 2.51% | -11.42% |
| 6M | 20.16% | 35.88% |
| YTD | 2.51% | -6.45% |
| 1Y | 55.08% | 24.76% |
| 3Y (ann.) | 42.45% | 25.14% |
| 5Y (ann.) | 39.47% | 24.57% |
| Metric | 4057025:btcusd:triple_gx:lsma185_115_65 | 4057025:BTCUSD |
|---|---|---|
| Max Drawdown | -19.82% | -67.18% |
| Longest DD Days | 131.0 | 683.0 |
| Avg. Drawdown | -4.18% | -7.55% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 9.15 | 1.46 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-20 | -19.82 | 49 |
| 2022-09-13 | 2023-01-14 | -18.07 | 122 |
| 2024-11-23 | 2025-03-27 | -17.13 | 124 |
| 2023-06-23 | 2023-11-01 | -15.87 | 131 |
| 2023-12-09 | 2024-02-12 | -14.59 | 65 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-02-16 | 2022-03-27 | -10.79 | 39 |
| 2024-09-28 | 2024-11-11 | -10.43 | 44 |
| 2024-08-26 | 2024-09-26 | -10.02 | 31 |
| 2023-03-22 | 2023-06-21 | -9.68 | 90 |
| Metric | 4057025:btcusd:triple_gx:lsma185_115_65 | 4057025:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 32.86% | 43.77% |
| Worst Month | -14.87% | -37.12% |
| Best Year | 77.68% | 155.54% |
| Worst Year | -3.12% | -62.52% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.67% | 7.42% |
| Avg. Down Week | -3.82% | -5.56% |
| Avg. Up Month | 10.09% | 16.03% |
| Avg. Down Month | -6.15% | -11.84% |
| Win Days % | 50.41% | 51.09% |
| Win Month % | 62.5% | 57.89% |
| Win Week % | 54.44% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |