| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 331.53% | 152.32% |
| Max Drawdown | -18.84% | -67.18% |
| Sharpe | 0.95 | 0.39 |
| Sortino | 1.58 | 0.57 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.41 | 0.99 |
| Outlier Win Ratio | 25.74 | 3.86 |
| Outlier Loss Ratio | 4.24 | 3.44 |
| Volatility (ann.) | 12.19% | 26.17% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.88 | 0.47 |
| Skew | 1.73 | 0.18 |
| Kurtosis | 34.61 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.63% | 2.28% |
| Expected Yearly % | 44.13% | 26.03% |
| Kelly Criterion | 13.39% | 11.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.22% |
| Expected Shortfall (cVaR) | -1.02% | -2.22% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 32.34 | -0.53 | + |
| 2023 | 155.54 | 48.36 | 0.31 | - |
| 2024 | 121.00 | 97.12 | 0.80 | - |
| 2025 | 15.00 | 11.50 | 0.77 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 9.59% | 27.24% |
| 6M | 11.5% | 14.0% |
| YTD | 11.5% | 15.0% |
| 1Y | 76.81% | 78.0% |
| 3Y (ann.) | 55.59% | 74.28% |
| 5Y (ann.) | 54.33% | 31.61% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -18.84% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.82% | -7.28% |
| Avg. Drawdown Days | 14.0 | 39.0 |
| Recovery Factor | 17.59 | 2.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.84 | 122 |
| 2024-11-13 | 2025-01-20 | -12.88 | 67 |
| 2022-05-31 | 2022-07-18 | -12.73 | 47 |
| 2023-06-23 | 2023-10-24 | -12.27 | 122 |
| 2023-12-09 | 2024-02-09 | -11.92 | 62 |
| 2023-03-22 | 2023-06-21 | -11.63 | 90 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-24 | -8.68 | 62 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 16.38% | 35.75% |
| Worst Week | -7.17% | -29.64% |
| Best Month | 27.81% | 43.77% |
| Worst Month | -12.62% | -37.12% |
| Best Year | 97.12% | 155.54% |
| Worst Year | 11.5% | -61.15% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 5.54% | 7.84% |
| Avg. Down Week | -3.01% | -4.2% |
| Avg. Up Month | 10.37% | 16.28% |
| Avg. Down Month | -6.64% | -12.44% |
| Win Days % | 51.64% | 51.3% |
| Win Month % | 68.75% | 60.98% |
| Win Week % | 56.1% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 75.0% |