| Metric | 4056344:btcusd:triple_gx:lsma180_100_55 | 4056344:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 162.79% | 105.25% |
| Max Drawdown | -21.55% | -67.18% |
| Sharpe | 0.6 | 0.35 |
| Sortino | 0.91 | 0.51 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 18.77 | 4.1 |
| Outlier Loss Ratio | 4.31 | 3.74 |
| Volatility (ann.) | 14.64% | 26.59% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.69 | 0.39 |
| Skew | 0.51 | 0.16 |
| Kurtosis | 19.81 | 6.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 1.91% |
| Expected Yearly % | 27.32% | 19.69% |
| Kelly Criterion | 6.73% | 8.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4056344:BTCUSD | 4056344:btcusd:triple_gx:lsma180_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -2.52 | 0.04 | + |
| 2023 | 155.54 | 47.58 | 0.31 | - |
| 2024 | 121.00 | 110.81 | 0.92 | - |
| 2025 | -6.45 | -13.35 | 2.07 | - |
| Metric | 4056344:btcusd:triple_gx:lsma180_100_55 | 4056344:BTCUSD |
|---|---|---|
| MTD | -1.92% | 3.6% |
| 3M | -13.35% | -11.42% |
| 6M | 11.32% | 35.88% |
| YTD | -13.35% | -6.45% |
| 1Y | 46.61% | 24.76% |
| 3Y (ann.) | 39.27% | 25.14% |
| 5Y (ann.) | 36.4% | 25.99% |
| Metric | 4056344:btcusd:triple_gx:lsma180_100_55 | 4056344:BTCUSD |
|---|---|---|
| Max Drawdown | -21.55% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.97% | -7.1% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 7.56 | 1.57 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-13 | -21.55 | 177 |
| 2024-11-23 | 2025-03-27 | -20.53 | 124 |
| 2023-06-23 | 2024-02-12 | -19.61 | 233 |
| 2022-05-31 | 2022-07-20 | -18.26 | 49 |
| 2022-02-16 | 2022-05-30 | -14.66 | 103 |
| 2023-03-22 | 2023-06-23 | -14.45 | 92 |
| 2024-08-26 | 2024-09-27 | -10.99 | 32 |
| 2023-01-21 | 2023-03-17 | -7.45 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056344:btcusd:triple_gx:lsma180_100_55 | 4056344:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 36.28% | 43.77% |
| Worst Month | -14.54% | -37.12% |
| Best Year | 110.81% | 155.54% |
| Worst Year | -13.35% | -61.15% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.61% | 7.49% |
| Avg. Down Week | -3.85% | -4.16% |
| Avg. Up Month | 13.27% | 18.46% |
| Avg. Down Month | -7.63% | -11.82% |
| Win Days % | 50.34% | 51.1% |
| Win Month % | 56.25% | 60.53% |
| Win Week % | 53.85% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |