| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 475.38% | 146.22% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 2.09 | 0.77 |
| Sortino | 3.97 | 1.14 |
| Payoff Ratio | 1.44 | 1.34 |
| Profit Factor | 1.77 | 1.12 |
| Common Sense Ratio | 3.26 | 1.2 |
| CPC Index | 1.37 | 0.78 |
| Tail Ratio | 1.84 | 1.07 |
| Outlier Win Ratio | 17.81 | 3.75 |
| Outlier Loss Ratio | 4.17 | 2.87 |
| Volatility (ann.) | 26.54% | 53.67% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.87 | 0.46 |
| Skew | 1.83 | 0.19 |
| Kurtosis | 15.95 | 3.69 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.36% | 2.22% |
| Expected Yearly % | 54.88% | 25.27% |
| Kelly Criterion | 21.62% | 15.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.51% |
| Expected Shortfall (cVaR) | -2.13% | -4.51% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 36.12 | -0.58 | + |
| 2023 | 154.85 | 50.57 | 0.33 | - |
| 2024 | 119.18 | 146.69 | 1.23 | + |
| 2025 | 16.11 | 13.81 | 0.86 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 3.65% |
| 3M | 8.38% | 24.8% |
| 6M | 13.81% | 11.68% |
| YTD | 13.81% | 16.11% |
| 1Y | 97.76% | 74.51% |
| 3Y (ann.) | 69.92% | 72.94% |
| 5Y (ann.) | 68.08% | 30.65% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -3.22% | -10.72% |
| Avg. Drawdown Days | 20.0 | 66.0 |
| Recovery Factor | 27.04 | 2.19 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2023-03-25 | 2023-06-22 | -14.14 | 89 |
| 2023-06-26 | 2023-10-24 | -12.62 | 120 |
| 2023-12-10 | 2024-02-11 | -10.63 | 63 |
| 2022-07-21 | 2022-07-28 | -8.54 | 7 |
| 2025-03-27 | 2025-04-23 | -7.87 | 27 |
| 2024-11-20 | 2025-01-22 | -6.74 | 63 |
| 2022-06-01 | 2022-07-17 | -6.34 | 46 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-05-22 | 2024-07-17 | -5.67 | 56 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.8% | -30.92% |
| Best Month | 31.3% | 45.57% |
| Worst Month | -11.17% | -36.86% |
| Best Year | 146.69% | 154.85% |
| Worst Year | 13.81% | -62.04% |
| Avg. Up Day | 2.04% | 2.1% |
| Avg. Down Day | -1.41% | -1.57% |
| Avg. Up Week | 5.03% | 7.18% |
| Avg. Down Week | -3.25% | -4.21% |
| Avg. Up Month | 12.57% | 17.95% |
| Avg. Down Month | -3.61% | -11.57% |
| Win Days % | 53.71% | 51.95% |
| Win Month % | 61.11% | 58.54% |
| Win Week % | 64.44% | 54.44% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |