| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 261.9% | 152.32% |
| Max Drawdown | -13.98% | -67.18% |
| Sharpe | 0.94 | 0.39 |
| Sortino | 1.57 | 0.57 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.43 | 1.07 |
| Common Sense Ratio | 2.1 | 1.06 |
| CPC Index | 0.96 | 0.67 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 31.72 | 3.69 |
| Outlier Loss Ratio | 4.09 | 3.26 |
| Volatility (ann.) | 10.82% | 26.17% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.33 | 0.47 |
| Skew | 1.96 | 0.18 |
| Kurtosis | 45.7 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.19% | 2.28% |
| Expected Yearly % | 37.93% | 26.03% |
| Kelly Criterion | 14.56% | 11.73% |
| 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 | 26.63 | -0.44 | + |
| 2023 | 155.54 | 55.71 | 0.36 | - |
| 2024 | 121.00 | 74.55 | 0.62 | - |
| 2025 | 15.00 | 5.15 | 0.34 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 0.07% | 27.24% |
| 6M | 5.15% | 14.0% |
| YTD | 5.15% | 15.0% |
| 1Y | 68.52% | 78.0% |
| 3Y (ann.) | 48.53% | 74.28% |
| 5Y (ann.) | 46.47% | 31.61% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -13.98% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.85% | -7.28% |
| Avg. Drawdown Days | 19.0 | 39.0 |
| Recovery Factor | 18.74 | 2.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2022-11-30 | -13.98 | 77 |
| 2023-12-09 | 2024-03-04 | -13.03 | 86 |
| 2023-03-22 | 2023-06-21 | -11.20 | 90 |
| 2022-07-17 | 2022-07-28 | -10.98 | 11 |
| 2024-11-12 | 2025-01-20 | -10.12 | 69 |
| 2022-07-05 | 2022-07-14 | -6.80 | 9 |
| 2025-03-24 | 2025-06-29 | -6.66 | 96 |
| 2025-01-20 | 2025-03-14 | -6.33 | 53 |
| 2024-03-05 | 2024-05-15 | -6.30 | 71 |
| 2023-06-23 | 2023-10-23 | -6.00 | 122 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.34% | -29.64% |
| Best Month | 26.68% | 43.77% |
| Worst Month | -7.38% | -37.12% |
| Best Year | 74.55% | 155.54% |
| Worst Year | 5.15% | -61.15% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 5.25% | 8.36% |
| Avg. Down Week | -2.82% | -4.81% |
| Avg. Up Month | 7.56% | 15.94% |
| Avg. Down Month | -2.74% | -12.44% |
| Win Days % | 51.77% | 51.3% |
| Win Month % | 71.88% | 60.98% |
| Win Week % | 59.15% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 75.0% |