| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 251.78% | 105.77% |
| Max Drawdown | -26.26% | -67.18% |
| Sharpe | 0.76 | 0.35 |
| Sortino | 1.19 | 0.51 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 18.97 | 4.11 |
| Outlier Loss Ratio | 4.27 | 3.68 |
| Volatility (ann.) | 14.71% | 26.6% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.9 | 0.39 |
| Skew | 0.9 | 0.16 |
| Kurtosis | 21.96 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.37% | 1.92% |
| Expected Yearly % | 36.95% | 19.77% |
| Kelly Criterion | 8.85% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4056290:BTCUSD | 4056290:btcusd:triple_gx:lsma180_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 2.32 | -0.04 | + |
| 2023 | 155.54 | 65.11 | 0.42 | - |
| 2024 | 121.00 | 144.48 | 1.19 | + |
| 2025 | -6.21 | -14.83 | 2.39 | - |
| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| MTD | -3.1% | 3.86% |
| 3M | -14.83% | -7.61% |
| 6M | 26.81% | 38.23% |
| YTD | -14.83% | -6.21% |
| 1Y | 58.61% | 25.27% |
| 3Y (ann.) | 52.04% | 25.44% |
| 5Y (ann.) | 49.86% | 26.12% |
| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| Max Drawdown | -26.26% | -67.18% |
| Longest DD Days | 225.0 | 683.0 |
| Avg. Drawdown | -3.32% | -7.1% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 9.59 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-12 | -26.26 | 225 |
| 2024-11-22 | 2025-03-26 | -20.12 | 123 |
| 2023-06-23 | 2023-12-05 | -17.10 | 164 |
| 2022-02-16 | 2022-03-27 | -13.42 | 39 |
| 2023-12-09 | 2024-02-11 | -12.83 | 63 |
| 2024-08-26 | 2024-10-18 | -11.56 | 53 |
| 2023-03-22 | 2023-06-21 | -10.89 | 90 |
| 2023-01-21 | 2023-03-17 | -9.75 | 54 |
| 2022-03-29 | 2022-05-30 | -8.61 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 43.46% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 144.48% | 155.54% |
| Worst Year | -14.83% | -61.15% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.87% | 7.8% |
| Avg. Down Week | -3.54% | -3.68% |
| Avg. Up Month | 12.87% | 17.39% |
| Avg. Down Month | -6.54% | -10.71% |
| Win Days % | 50.73% | 51.08% |
| Win Month % | 60.61% | 60.53% |
| Win Week % | 53.85% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |