| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 252.03% | 116.51% |
| Max Drawdown | -19.08% | -67.18% |
| Sharpe | 0.71 | 0.33 |
| Sortino | 1.12 | 0.47 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.55 | 1.03 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 21.12 | 3.98 |
| Outlier Loss Ratio | 4.44 | 3.58 |
| Volatility (ann.) | 12.97% | 25.4% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.09 | 0.34 |
| Skew | 1.09 | 0.17 |
| Kurtosis | 26.9 | 6.73 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.77% | 1.69% |
| Expected Yearly % | 36.98% | 21.3% |
| Kelly Criterion | 8.07% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.16% |
| Expected Shortfall (cVaR) | -1.09% | -2.16% |
| Year | 4056836:BTCUSD | 4056836:btcusd:triple_gx:lsma185_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 21.62 | -0.35 | + |
| 2023 | 155.54 | 75.55 | 0.49 | - |
| 2024 | 121.00 | 95.82 | 0.79 | - |
| 2025 | 2.28 | -15.80 | -6.94 | - |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -16.55% | -18.73% |
| 6M | -13.3% | -7.45% |
| YTD | -15.8% | 2.28% |
| 1Y | -8.97% | 5.34% |
| 3Y (ann.) | 48.17% | 78.97% |
| 5Y (ann.) | 39.84% | 22.85% |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -67.18% |
| Longest DD Days | 162.0 | 683.0 |
| Avg. Drawdown | -3.19% | -7.97% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 13.21 | 1.73 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -19.08 | 126 |
| 2022-06-01 | 2022-07-28 | -18.59 | 57 |
| 2022-09-13 | 2022-12-13 | -18.07 | 91 |
| 2024-11-21 | 2025-05-02 | -14.21 | 162 |
| 2023-06-23 | 2023-10-24 | -12.86 | 122 |
| 2023-12-09 | 2024-02-14 | -12.61 | 67 |
| 2023-03-22 | 2023-06-21 | -11.55 | 90 |
| 2024-07-22 | 2024-10-18 | -9.54 | 88 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -11.28% | -37.12% |
| Best Year | 95.82% | 155.54% |
| Worst Year | -15.8% | -62.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 4.8% | 7.37% |
| Avg. Down Week | -2.86% | -5.01% |
| Avg. Up Month | 11.85% | 16.92% |
| Avg. Down Month | -5.36% | -9.39% |
| Win Days % | 50.06% | 51.42% |
| Win Month % | 53.66% | 56.52% |
| Win Week % | 54.29% | 50.0% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |