| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 238.24% | 152.32% |
| Max Drawdown | -15.54% | -67.18% |
| Sharpe | 0.9 | 0.39 |
| Sortino | 1.5 | 0.57 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.41 | 1.07 |
| Common Sense Ratio | 2.11 | 1.06 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.49 | 0.99 |
| Outlier Win Ratio | 32.79 | 3.69 |
| Outlier Loss Ratio | 4.06 | 3.26 |
| Volatility (ann.) | 10.72% | 26.17% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.8 | 0.47 |
| Skew | 1.99 | 0.18 |
| Kurtosis | 47.24 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 3.02% | 2.28% |
| Expected Yearly % | 35.61% | 26.03% |
| Kelly Criterion | 14.32% | 11.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 24.68 | -0.40 | + |
| 2023 | 155.54 | 51.93 | 0.33 | - |
| 2024 | 121.00 | 71.35 | 0.59 | - |
| 2025 | 15.00 | 4.21 | 0.28 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | -0.55% | 27.24% |
| 6M | 4.21% | 14.0% |
| YTD | 4.21% | 15.0% |
| 1Y | 68.0% | 78.0% |
| 3Y (ann.) | 45.46% | 74.28% |
| 5Y (ann.) | 43.56% | 31.61% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -15.54% | -67.18% |
| Longest DD Days | 158.0 | 683.0 |
| Avg. Drawdown | -2.83% | -7.28% |
| Avg. Drawdown Days | 17.0 | 39.0 |
| Recovery Factor | 15.33 | 2.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2022-11-30 | -15.54 | 78 |
| 2023-12-09 | 2024-05-15 | -13.63 | 158 |
| 2023-03-22 | 2023-06-21 | -12.33 | 90 |
| 2022-07-17 | 2022-07-28 | -10.46 | 11 |
| 2025-01-07 | 2025-01-15 | -9.66 | 8 |
| 2022-07-05 | 2022-07-16 | -8.97 | 11 |
| 2025-03-24 | 2025-06-29 | -7.14 | 96 |
| 2023-06-23 | 2023-10-23 | -6.86 | 122 |
| 2025-01-20 | 2025-03-14 | -6.33 | 53 |
| 2023-01-15 | 2023-03-17 | -5.95 | 61 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 27.09% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 71.35% | 155.54% |
| Worst Year | 4.21% | -61.15% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 5.23% | 8.5% |
| Avg. Down Week | -3.09% | -4.85% |
| Avg. Up Month | 7.71% | 16.04% |
| Avg. Down Month | -2.86% | -12.44% |
| Win Days % | 51.72% | 51.3% |
| Win Month % | 68.75% | 60.98% |
| Win Week % | 59.15% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |