| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 351.36% | 152.32% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.95 | 0.39 |
| Sortino | 1.56 | 0.57 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | 1.86 | 1.06 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 23.07 | 3.88 |
| Outlier Loss Ratio | 4.33 | 3.46 |
| Volatility (ann.) | 12.66% | 26.17% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.12 | 0.47 |
| Skew | 1.62 | 0.18 |
| Kurtosis | 30.49 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.74% | 2.28% |
| Expected Yearly % | 45.76% | 26.03% |
| Kelly Criterion | 12.41% | 11.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.22% |
| Expected Shortfall (cVaR) | -1.06% | -2.22% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 30.34 | -0.50 | + |
| 2023 | 155.54 | 38.18 | 0.25 | - |
| 2024 | 121.00 | 119.24 | 0.99 | - |
| 2025 | 15.00 | 14.31 | 0.95 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 10.99% | 27.24% |
| 6M | 14.31% | 14.0% |
| YTD | 14.31% | 15.0% |
| 1Y | 84.13% | 78.0% |
| 3Y (ann.) | 58.12% | 74.28% |
| 5Y (ann.) | 56.4% | 31.61% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.28% |
| Avg. Drawdown Days | 15.0 | 39.0 |
| Recovery Factor | 19.44 | 2.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-06-23 | 2023-10-24 | -14.01 | 122 |
| 2023-03-22 | 2023-06-23 | -13.37 | 92 |
| 2022-05-31 | 2022-07-18 | -13.20 | 48 |
| 2023-12-09 | 2024-02-09 | -12.51 | 62 |
| 2024-11-13 | 2025-01-20 | -11.23 | 67 |
| 2022-07-20 | 2022-07-28 | -10.41 | 8 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 2024-07-22 | 2024-08-23 | -6.48 | 32 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.17% | -29.64% |
| Best Month | 30.22% | 43.77% |
| Worst Month | -11.27% | -37.12% |
| Best Year | 119.24% | 155.54% |
| Worst Year | 14.31% | -61.15% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 5.58% | 7.79% |
| Avg. Down Week | -2.9% | -4.14% |
| Avg. Up Month | 11.16% | 17.01% |
| Avg. Down Month | -7.5% | -14.63% |
| Win Days % | 51.09% | 51.3% |
| Win Month % | 69.7% | 60.98% |
| Win Week % | 57.65% | 50.56% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |