| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 197.74% | 105.77% |
| Max Drawdown | -28.07% | -67.18% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.14 | 0.51 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.63 | 1.03 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 21.4 | 3.87 |
| Outlier Loss Ratio | 4.47 | 3.58 |
| Volatility (ann.) | 13.42% | 26.6% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.5 | 0.39 |
| Skew | 1.13 | 0.16 |
| Kurtosis | 27.03 | 6.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.91% | 1.92% |
| Expected Yearly % | 31.36% | 19.77% |
| Kelly Criterion | 8.27% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.26% |
| Expected Shortfall (cVaR) | -1.13% | -2.26% |
| Year | 4056804:BTCUSD | 4056804:btcusd:triple_gx:lsma180_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 0.73 | -0.01 | + |
| 2023 | 155.54 | 56.67 | 0.36 | - |
| 2024 | 121.00 | 99.17 | 0.82 | - |
| 2025 | -6.21 | -5.27 | 0.85 | + |
| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| MTD | 5.8% | 3.86% |
| 3M | -5.27% | -7.61% |
| 6M | 27.76% | 38.23% |
| YTD | -5.27% | -6.21% |
| 1Y | 45.79% | 25.27% |
| 3Y (ann.) | 40.03% | 25.44% |
| 5Y (ann.) | 42.03% | 26.12% |
| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -67.18% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.0% | -7.1% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 7.04 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-14 | -28.07 | 290 |
| 2023-06-23 | 2023-10-24 | -12.40 | 122 |
| 2023-12-09 | 2024-02-09 | -11.77 | 62 |
| 2025-01-07 | 2025-03-26 | -11.69 | 77 |
| 2024-07-22 | 2024-11-06 | -10.60 | 107 |
| 2023-03-22 | 2023-06-21 | -10.34 | 90 |
| 2023-01-21 | 2023-03-17 | -8.78 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-05-21 | 2024-07-15 | -5.67 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 39.29% | 43.77% |
| Worst Month | -12.88% | -37.12% |
| Best Year | 99.17% | 155.54% |
| Worst Year | -5.27% | -61.15% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 5.8% | 8.61% |
| Avg. Down Week | -3.18% | -4.92% |
| Avg. Up Month | 12.0% | 16.74% |
| Avg. Down Month | -5.83% | -14.26% |
| Win Days % | 49.14% | 51.08% |
| Win Month % | 57.58% | 60.53% |
| Win Week % | 51.65% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |