| Metric | 4056712:btcusd:triple_gx:lsma180_110_60 | 4056712:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 169.67% | 105.25% |
| Max Drawdown | -19.92% | -67.18% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 0.94 | 0.51 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 17.99 | 4.11 |
| Outlier Loss Ratio | 4.37 | 3.74 |
| Volatility (ann.) | 14.84% | 26.59% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.88 | 0.39 |
| Skew | 0.71 | 0.16 |
| Kurtosis | 18.91 | 6.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.65% | 1.91% |
| Expected Yearly % | 28.15% | 19.69% |
| Kelly Criterion | 6.69% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4056712:BTCUSD | 4056712:btcusd:triple_gx:lsma180_110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -2.18 | 0.04 | + |
| 2023 | 155.54 | 46.36 | 0.30 | - |
| 2024 | 121.00 | 103.68 | 0.86 | - |
| 2025 | -6.45 | -7.52 | 1.17 | - |
| Metric | 4056712:btcusd:triple_gx:lsma180_110_60 | 4056712:BTCUSD |
|---|---|---|
| MTD | 0.55% | 3.6% |
| 3M | -7.52% | -11.42% |
| 6M | 19.47% | 35.88% |
| YTD | -7.52% | -6.45% |
| 1Y | 48.34% | 24.76% |
| 3Y (ann.) | 41.25% | 25.14% |
| 5Y (ann.) | 37.54% | 25.99% |
| Metric | 4056712:btcusd:triple_gx:lsma180_110_60 | 4056712:BTCUSD |
|---|---|---|
| Max Drawdown | -19.92% | -67.18% |
| Longest DD Days | 154.0 | 683.0 |
| Avg. Drawdown | -3.67% | -7.1% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 8.52 | 1.57 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -19.92 | 122 |
| 2022-02-16 | 2022-07-20 | -19.09 | 154 |
| 2023-08-09 | 2023-12-05 | -18.39 | 118 |
| 2023-03-22 | 2023-06-23 | -16.86 | 92 |
| 2023-12-09 | 2024-02-11 | -13.00 | 63 |
| 2024-11-23 | 2025-03-27 | -12.73 | 124 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-27 | -10.90 | 32 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-21 | 2023-03-17 | -6.24 | 54 |
| Metric | 4056712:btcusd:triple_gx:lsma180_110_60 | 4056712:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 33.71% | 43.77% |
| Worst Month | -13.41% | -37.12% |
| Best Year | 103.68% | 155.54% |
| Worst Year | -7.52% | -61.15% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.5% | 7.55% |
| Avg. Down Week | -3.8% | -4.98% |
| Avg. Up Month | 11.55% | 17.52% |
| Avg. Down Month | -10.18% | -13.45% |
| Win Days % | 50.03% | 51.1% |
| Win Month % | 65.62% | 60.53% |
| Win Week % | 53.26% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |