| Metric | 4057029:btcusd:triple_gx:lsma205_115_65 | 4057029:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 159.33% | 122.51% |
| Max Drawdown | -19.44% | -67.18% |
| Sharpe | 0.6 | 0.38 |
| Sortino | 0.91 | 0.54 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.32 | 1.04 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 18.83 | 4.11 |
| Outlier Loss Ratio | 4.27 | 3.71 |
| Volatility (ann.) | 14.77% | 26.58% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.85 | 0.44 |
| Skew | 0.7 | 0.17 |
| Kurtosis | 21.56 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.54% | 2.13% |
| Expected Yearly % | 26.9% | 22.13% |
| Kelly Criterion | 7.08% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4057029:BTCUSD | 4057029:btcusd:triple_gx:lsma205_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -2.93 | 0.05 | + |
| 2023 | 155.54 | 56.18 | 0.36 | - |
| 2024 | 121.00 | 58.21 | 0.48 | - |
| 2025 | -6.45 | 8.11 | -1.26 | + |
| Metric | 4057029:btcusd:triple_gx:lsma205_115_65 | 4057029:BTCUSD |
|---|---|---|
| MTD | 3.03% | 3.6% |
| 3M | 8.11% | -11.42% |
| 6M | 26.1% | 35.88% |
| YTD | 8.11% | -6.45% |
| 1Y | 48.2% | 24.76% |
| 3Y (ann.) | 37.07% | 25.14% |
| 5Y (ann.) | 36.04% | 29.48% |
| Metric | 4057029:btcusd:triple_gx:lsma205_115_65 | 4057029:BTCUSD |
|---|---|---|
| Max Drawdown | -19.44% | -67.18% |
| Longest DD Days | 174.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.96% |
| Avg. Drawdown Days | 23.0 | 34.0 |
| Recovery Factor | 8.2 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-20 | -19.44 | 174 |
| 2022-05-31 | 2022-07-19 | -17.24 | 48 |
| 2023-11-02 | 2024-02-14 | -15.77 | 104 |
| 2023-06-23 | 2023-10-25 | -14.92 | 123 |
| 2024-07-29 | 2024-11-11 | -14.48 | 105 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2023-03-22 | 2023-06-21 | -10.16 | 90 |
| 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 | 4057029:btcusd:triple_gx:lsma205_115_65 | 4057029: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 | 32.75% | 43.77% |
| Worst Month | -14.43% | -37.12% |
| Best Year | 58.21% | 155.54% |
| Worst Year | -2.93% | -57.88% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.25% | 7.48% |
| Avg. Down Week | -3.6% | -5.33% |
| Avg. Up Month | 10.4% | 16.27% |
| Avg. Down Month | -7.14% | -13.06% |
| Win Days % | 50.46% | 51.16% |
| Win Month % | 63.33% | 60.53% |
| Win Week % | 54.65% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |