| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 261.16% | 124.4% |
| Max Drawdown | -21.5% | -67.18% |
| Sharpe | 0.7 | 0.34 |
| Sortino | 1.09 | 0.49 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.26 | 4.08 |
| Outlier Loss Ratio | 4.44 | 3.62 |
| Volatility (ann.) | 13.58% | 25.41% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.9 | 0.36 |
| Skew | 0.91 | 0.17 |
| Kurtosis | 22.32 | 6.71 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.83% | 1.77% |
| Expected Yearly % | 37.86% | 22.39% |
| Kelly Criterion | 7.83% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.16% |
| Expected Shortfall (cVaR) | -1.14% | -2.16% |
| Year | 4056923:BTCUSD | 4056923:btcusd:triple_gx:lsma180_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 16.86 | -0.28 | + |
| 2023 | 155.54 | 50.90 | 0.33 | - |
| 2024 | 121.00 | 132.21 | 1.09 | + |
| 2025 | 2.28 | -11.80 | -5.18 | - |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| MTD | -7.94% | -12.85% |
| 3M | -18.57% | -18.73% |
| 6M | -14.11% | -7.45% |
| YTD | -11.8% | 2.28% |
| 1Y | -5.02% | 5.34% |
| 3Y (ann.) | 48.32% | 78.97% |
| 5Y (ann.) | 40.76% | 24.01% |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Max Drawdown | -21.5% | -67.18% |
| Longest DD Days | 150.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.59% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 12.15 | 1.85 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -21.50 | 126 |
| 2022-09-13 | 2023-01-13 | -18.90 | 122 |
| 2022-05-31 | 2022-07-19 | -16.59 | 48 |
| 2023-03-22 | 2023-06-23 | -14.99 | 92 |
| 2023-06-23 | 2023-10-24 | -13.01 | 122 |
| 2024-11-23 | 2025-04-22 | -12.96 | 150 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2023-12-09 | 2024-02-09 | -11.85 | 62 |
| 2024-08-26 | 2024-09-26 | -10.40 | 31 |
| 2023-01-21 | 2023-03-17 | -6.90 | 54 |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.31% | -29.64% |
| Best Month | 33.42% | 43.77% |
| Worst Month | -11.45% | -37.12% |
| Best Year | 132.21% | 155.54% |
| Worst Year | -11.8% | -61.15% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 5.45% | 7.22% |
| Avg. Down Week | -3.34% | -5.06% |
| Avg. Up Month | 11.33% | 15.92% |
| Avg. Down Month | -6.31% | -10.47% |
| Win Days % | 50.33% | 51.43% |
| Win Month % | 60.0% | 58.7% |
| Win Week % | 53.64% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |