| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 318.21% | 93.33% |
| Max Drawdown | -13.85% | -65.12% |
| Sharpe | 4.81 | 2.39 |
| Sortino | 15.36 | 3.71 |
| Payoff Ratio | 4.45 | 1.32 |
| Profit Factor | 3.12 | 1.47 |
| Common Sense Ratio | 6.37 | 1.86 |
| CPC Index | 4.25 | 1.14 |
| Tail Ratio | 2.04 | 1.27 |
| Outlier Win Ratio | 3.91 | 4.85 |
| Outlier Loss Ratio | 15.43 | 2.82 |
| Volatility (ann.) | 146.52% | 210.02% |
| R^2 | 0.51 | 0.51 |
| Calmar | 4.21 | 0.36 |
| Skew | 2.94 | 0.1 |
| Kurtosis | 12.48 | 4.43 |
| Expected Daily % | 1.68% | 0.77% |
| Expected Monthly % | 4.43% | 2.02% |
| Expected Yearly % | 43.0% | 17.92% |
| Kelly Criterion | 14.98% | 27.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.68% | -16.7% |
| Expected Shortfall (cVaR) | -10.68% | -16.7% |
| Year | 4056835:BTCUSD | 4056835:btcusd:triple_gx:lsma180_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.47 | 25.40 | -0.44 | + |
| 2023 | 138.85 | 71.32 | 0.51 | - |
| 2024 | 127.11 | 109.50 | 0.86 | - |
| 2025 | -16.21 | -7.08 | 0.44 | + |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| MTD | -0.37% | -19.4% |
| 3M | -7.08% | -16.21% |
| 6M | 31.77% | 28.86% |
| YTD | -7.08% | -16.21% |
| 1Y | 54.21% | 14.26% |
| 3Y (ann.) | 60.21% | 25.41% |
| 5Y (ann.) | 58.24% | 23.54% |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Max Drawdown | -13.85% | -65.12% |
| Longest DD Days | 196.0 | 627.0 |
| Avg. Drawdown | -3.6% | -23.52% |
| Avg. Drawdown Days | 40.0 | 181.0 |
| Recovery Factor | 22.98 | 1.43 |
| Ulcer Index | 0.97 | 1.21 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-12-14 | -13.85 | 196 |
| 2023-08-08 | 2023-11-02 | -8.65 | 85 |
| 2025-01-07 | 2025-03-29 | -7.86 | 81 |
| 2024-08-26 | 2024-09-25 | -7.49 | 29 |
| 2024-01-10 | 2024-02-10 | -6.65 | 31 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2023-02-23 | 2023-03-27 | -4.23 | 32 |
| 2024-05-21 | 2024-07-26 | -3.59 | 66 |
| 2024-10-17 | 2024-11-21 | -1.11 | 34 |
| 2024-05-09 | 2024-05-19 | -0.18 | 9 |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -11.03% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -11.03% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -11.35% | -34.49% |
| Best Year | 109.5% | 138.85% |
| Worst Year | -7.08% | -57.47% |
| Avg. Up Day | 9.39% | 9.59% |
| Avg. Down Day | -2.11% | -7.24% |
| Avg. Up Week | 9.65% | 10.53% |
| Avg. Down Week | -2.31% | -7.2% |
| Avg. Up Month | 15.05% | 18.62% |
| Avg. Down Month | -4.53% | -9.52% |
| Win Days % | 30.59% | 58.82% |
| Win Month % | 54.55% | 54.55% |
| Win Week % | 35.62% | 54.79% |
| Win Quarter % | 76.92% | 30.77% |
| Win Year % | 75.0% | 50.0% |