| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 345.95% | 94.93% |
| Max Drawdown | -11.05% | -64.63% |
| Sharpe | 5.23 | 2.52 |
| Sortino | 19.02 | 4.0 |
| Payoff Ratio | 5.27 | 1.49 |
| Profit Factor | 3.39 | 1.48 |
| Common Sense Ratio | 8.01 | 2.03 |
| CPC Index | 5.33 | 1.23 |
| Tail Ratio | 2.37 | 1.37 |
| Outlier Win Ratio | 3.5 | 4.28 |
| Outlier Loss Ratio | 14.72 | 2.7 |
| Volatility (ann.) | 154.7% | 222.71% |
| R^2 | 0.52 | 0.52 |
| Calmar | 5.56 | 0.37 |
| Skew | 2.85 | 0.17 |
| Kurtosis | 10.73 | 3.49 |
| Expected Daily % | 1.94% | 0.86% |
| Expected Monthly % | 4.78% | 2.11% |
| Expected Yearly % | 45.32% | 18.16% |
| Kelly Criterion | 16.56% | 26.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.1% | -17.64% |
| Expected Shortfall (cVaR) | -11.1% | -17.64% |
| Year | 4056864:BTCUSD | 4056864:btcusd:triple_gx:lsma180_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.37 | 28.25 | -0.48 | + |
| 2023 | 142.89 | 64.49 | 0.45 | - |
| 2024 | 129.87 | 119.22 | 0.92 | - |
| 2025 | -16.14 | -3.57 | 0.22 | + |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| MTD | 2.74% | -19.13% |
| 3M | -3.57% | -16.14% |
| 6M | 36.97% | 28.79% |
| YTD | -3.57% | -16.14% |
| 1Y | 61.42% | 16.67% |
| 3Y (ann.) | 63.33% | 25.78% |
| 5Y (ann.) | 61.46% | 23.85% |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Max Drawdown | -11.05% | -64.63% |
| Longest DD Days | 91.0 | 639.0 |
| Avg. Drawdown | -3.98% | -21.49% |
| Avg. Drawdown Days | 40.0 | 144.0 |
| Recovery Factor | 31.3 | 1.47 |
| Ulcer Index | 0.96 | 1.25 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2022-12-11 | -11.05 | 91 |
| 2024-08-27 | 2024-09-26 | -8.70 | 30 |
| 2023-08-08 | 2023-11-02 | -8.66 | 86 |
| 2025-01-07 | 2025-03-30 | -7.86 | 81 |
| 2024-01-10 | 2024-02-22 | -6.76 | 43 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2022-05-23 | 2022-07-20 | -5.81 | 57 |
| 2024-05-20 | 2024-07-27 | -4.87 | 67 |
| 2023-02-23 | 2023-03-27 | -4.61 | 32 |
| 2024-10-17 | 2024-11-22 | -1.11 | 35 |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -8.38% | -36.53% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -8.38% | -36.53% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -8.69% | -36.53% |
| Best Year | 119.22% | 142.89% |
| Worst Year | -3.57% | -58.37% |
| Avg. Up Day | 10.66% | 10.86% |
| Avg. Down Day | -2.02% | -7.31% |
| Avg. Up Week | 10.74% | 11.52% |
| Avg. Down Week | -2.02% | -7.3% |
| Avg. Up Month | 13.76% | 18.09% |
| Avg. Down Month | -3.75% | -12.05% |
| Win Days % | 29.87% | 55.84% |
| Win Month % | 59.38% | 56.25% |
| Win Week % | 33.33% | 53.62% |
| Win Quarter % | 76.92% | 30.77% |
| Win Year % | 75.0% | 50.0% |