| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 301.28% | 116.51% |
| Max Drawdown | -20.61% | -67.18% |
| Sharpe | 0.75 | 0.33 |
| Sortino | 1.19 | 0.47 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 19.89 | 4.08 |
| Outlier Loss Ratio | 4.4 | 3.61 |
| Volatility (ann.) | 13.55% | 25.4% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.17 | 0.34 |
| Skew | 1.21 | 0.17 |
| Kurtosis | 24.89 | 6.73 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.07% | 1.69% |
| Expected Yearly % | 41.53% | 21.3% |
| Kelly Criterion | 8.64% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.16% |
| Expected Shortfall (cVaR) | -1.14% | -2.16% |
| Year | 4056894:BTCUSD | 4056894:btcusd:triple_gx:lsma185_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 20.25 | -0.32 | + |
| 2023 | 155.54 | 59.04 | 0.38 | - |
| 2024 | 121.00 | 143.50 | 1.19 | + |
| 2025 | 2.28 | -13.83 | -6.07 | - |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| MTD | -7.94% | -12.85% |
| 3M | -18.13% | -18.73% |
| 6M | -15.09% | -7.45% |
| YTD | -13.83% | 2.28% |
| 1Y | -6.02% | 5.34% |
| 3Y (ann.) | 51.56% | 78.97% |
| 5Y (ann.) | 44.8% | 22.85% |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Max Drawdown | -20.61% | -67.18% |
| Longest DD Days | 126.0 | 683.0 |
| Avg. Drawdown | -3.19% | -7.97% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 14.62 | 1.73 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -20.61 | 126 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -16.49 | 48 |
| 2023-12-09 | 2024-02-12 | -13.88 | 65 |
| 2023-03-22 | 2023-06-21 | -13.77 | 90 |
| 2023-06-23 | 2023-10-24 | -13.42 | 122 |
| 2025-01-20 | 2025-04-25 | -11.80 | 94 |
| 2024-11-22 | 2025-01-20 | -11.71 | 58 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2022-03-29 | 2022-05-30 | -6.99 | 61 |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.03% | -37.12% |
| Best Year | 143.5% | 155.54% |
| Worst Year | -13.83% | -62.52% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 5.26% | 7.51% |
| Avg. Down Week | -2.94% | -5.13% |
| Avg. Up Month | 12.32% | 16.72% |
| Avg. Down Month | -5.63% | -9.42% |
| Win Days % | 50.43% | 51.42% |
| Win Month % | 56.1% | 56.52% |
| Win Week % | 54.13% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |