| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 295.29% | 120.69% |
| Max Drawdown | -25.12% | -67.18% |
| Sharpe | 0.75 | 0.33 |
| Sortino | 1.18 | 0.48 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.62 | 1.03 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 20.52 | 3.96 |
| Outlier Loss Ratio | 4.47 | 3.6 |
| Volatility (ann.) | 13.12% | 25.48% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.73 | 0.34 |
| Skew | 1.04 | 0.15 |
| Kurtosis | 26.02 | 6.61 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.97% | 1.7% |
| Expected Yearly % | 41.0% | 21.88% |
| Kelly Criterion | 8.65% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.17% |
| Expected Shortfall (cVaR) | -1.1% | -2.17% |
| Year | 4056835:BTCUSD | 4056835:btcusd:triple_gx:lsma180_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 25.40 | -0.42 | + |
| 2023 | 155.54 | 71.32 | 0.46 | - |
| 2024 | 121.00 | 109.50 | 0.90 | - |
| 2025 | 0.59 | -12.17 | -20.73 | - |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| MTD | -0.18% | 3.89% |
| 3M | -14.34% | -16.21% |
| 6M | -16.45% | -14.87% |
| YTD | -12.17% | 0.59% |
| 1Y | -12.17% | -7.19% |
| 3Y (ann.) | 49.46% | 75.9% |
| 5Y (ann.) | 43.35% | 23.05% |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Max Drawdown | -25.12% | -67.18% |
| Longest DD Days | 148.0 | 683.0 |
| Avg. Drawdown | -3.11% | -7.86% |
| Avg. Drawdown Days | 16.0 | 38.0 |
| Recovery Factor | 11.76 | 1.8 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-12-09 | -25.12 | 148 |
| 2022-06-01 | 2022-07-28 | -18.71 | 57 |
| 2022-09-13 | 2022-12-14 | -18.07 | 91 |
| 2023-03-22 | 2023-06-21 | -13.06 | 90 |
| 2024-11-21 | 2025-03-24 | -11.72 | 123 |
| 2023-06-23 | 2023-10-24 | -11.66 | 122 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2024-08-22 | 2024-09-24 | -9.32 | 33 |
| 2025-03-24 | 2025-04-22 | -9.06 | 29 |
| 2023-12-09 | 2024-01-11 | -8.19 | 33 |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 109.5% | 155.54% |
| Worst Year | -12.17% | -61.15% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.75% | 7.35% |
| Avg. Down Week | -2.94% | -4.84% |
| Avg. Up Month | 11.02% | 15.5% |
| Avg. Down Month | -5.57% | -10.48% |
| Win Days % | 50.14% | 51.4% |
| Win Month % | 57.14% | 59.57% |
| Win Week % | 55.96% | 49.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |