| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 333.56% | 124.4% |
| Max Drawdown | -21.04% | -67.18% |
| Sharpe | 0.79 | 0.34 |
| Sortino | 1.26 | 0.49 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.58 | 1.04 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 20.17 | 4.08 |
| Outlier Loss Ratio | 4.42 | 3.6 |
| Volatility (ann.) | 13.42% | 25.41% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.27 | 0.36 |
| Skew | 1.18 | 0.17 |
| Kurtosis | 25.49 | 6.71 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.24% | 1.77% |
| Expected Yearly % | 44.3% | 22.39% |
| Kelly Criterion | 9.31% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.16% |
| Expected Shortfall (cVaR) | -1.13% | -2.16% |
| Year | 4056864:BTCUSD | 4056864:btcusd:triple_gx:lsma180_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 28.25 | -0.46 | + |
| 2023 | 155.54 | 64.49 | 0.41 | - |
| 2024 | 121.00 | 119.22 | 0.99 | - |
| 2025 | 2.28 | -6.25 | -2.75 | - |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -14.45% | -18.73% |
| 6M | -11.3% | -7.45% |
| YTD | -6.25% | 2.28% |
| 1Y | 2.12% | 5.34% |
| 3Y (ann.) | 52.42% | 78.97% |
| 5Y (ann.) | 47.77% | 24.01% |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Max Drawdown | -21.04% | -67.18% |
| Longest DD Days | 126.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.59% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 15.85 | 1.85 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.04 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2025-07-14 | 2025-11-17 | -17.31 | 126 |
| 2023-03-22 | 2023-06-21 | -14.74 | 90 |
| 2025-01-07 | 2025-03-23 | -11.69 | 75 |
| 2023-06-23 | 2023-10-24 | -11.56 | 122 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2024-08-27 | 2024-09-19 | -8.70 | 23 |
| 2025-03-24 | 2025-04-22 | -8.30 | 28 |
| 2023-12-09 | 2024-01-11 | -8.19 | 33 |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864: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 | 43.38% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 119.22% | 155.54% |
| Worst Year | -6.25% | -61.15% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 5.16% | 7.47% |
| Avg. Down Week | -2.81% | -4.97% |
| Avg. Up Month | 11.01% | 15.2% |
| Avg. Down Month | -5.6% | -9.95% |
| Win Days % | 50.66% | 51.43% |
| Win Month % | 62.5% | 58.7% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |