| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 366.07% | 152.32% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.98 | 0.39 |
| Sortino | 1.63 | 0.57 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 2.01 | 1.06 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 1.46 | 0.99 |
| Outlier Win Ratio | 24.22 | 3.87 |
| Outlier Loss Ratio | 4.33 | 3.46 |
| Volatility (ann.) | 12.41% | 26.17% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.2 | 0.47 |
| Skew | 1.7 | 0.18 |
| Kurtosis | 32.5 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.83% | 2.28% |
| Expected Yearly % | 46.93% | 26.03% |
| Kelly Criterion | 13.19% | 11.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.22% |
| Expected Shortfall (cVaR) | -1.04% | -2.22% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 32.21 | -0.53 | + |
| 2023 | 155.54 | 45.68 | 0.29 | - |
| 2024 | 121.00 | 116.33 | 0.96 | - |
| 2025 | 15.00 | 11.86 | 0.79 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 8.61% | 27.24% |
| 6M | 11.86% | 14.0% |
| YTD | 11.86% | 15.0% |
| 1Y | 82.86% | 78.0% |
| 3Y (ann.) | 57.83% | 74.28% |
| 5Y (ann.) | 57.89% | 31.61% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.74% | -7.28% |
| Avg. Drawdown Days | 12.0 | 39.0 |
| Recovery Factor | 20.26 | 2.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2024-11-13 | 2025-01-20 | -12.66 | 67 |
| 2023-06-23 | 2023-10-24 | -12.65 | 122 |
| 2022-07-20 | 2022-07-28 | -12.53 | 8 |
| 2023-12-09 | 2024-02-09 | -11.63 | 62 |
| 2022-05-31 | 2022-07-18 | -10.97 | 47 |
| 2023-03-22 | 2023-06-21 | -10.51 | 90 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 2023-01-18 | 2023-03-17 | -7.11 | 58 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 16.67% | 35.75% |
| Worst Week | -7.17% | -29.64% |
| Best Month | 28.13% | 43.77% |
| Worst Month | -11.27% | -37.12% |
| Best Year | 116.33% | 155.54% |
| Worst Year | 11.86% | -61.15% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 5.54% | 8.01% |
| Avg. Down Week | -2.89% | -4.28% |
| Avg. Up Month | 11.19% | 17.01% |
| Avg. Down Month | -5.93% | -12.44% |
| Win Days % | 51.38% | 51.3% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 57.83% | 50.56% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |