| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 482.09% | 152.32% |
| Max Drawdown | -18.09% | -67.18% |
| Sharpe | 1.05 | 0.39 |
| Sortino | 1.74 | 0.57 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.9 | 1.06 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.39 | 0.99 |
| Outlier Win Ratio | 21.28 | 4.04 |
| Outlier Loss Ratio | 4.37 | 3.49 |
| Volatility (ann.) | 13.33% | 26.17% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.79 | 0.47 |
| Skew | 1.62 | 0.18 |
| Kurtosis | 26.94 | 6.49 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.39% | 2.28% |
| Expected Yearly % | 55.33% | 26.03% |
| Kelly Criterion | 13.25% | 11.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.22% |
| Expected Shortfall (cVaR) | -1.11% | -2.22% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 37.70 | -0.62 | + |
| 2023 | 155.54 | 50.57 | 0.33 | - |
| 2024 | 121.00 | 146.69 | 1.21 | + |
| 2025 | 15.00 | 13.81 | 0.92 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 10.5% | 27.24% |
| 6M | 13.81% | 14.0% |
| YTD | 13.81% | 15.0% |
| 1Y | 97.76% | 78.0% |
| 3Y (ann.) | 69.92% | 74.28% |
| 5Y (ann.) | 68.66% | 31.61% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -18.09% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.77% | -7.28% |
| Avg. Drawdown Days | 13.0 | 39.0 |
| Recovery Factor | 26.64 | 2.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.09 | 121 |
| 2023-03-22 | 2023-06-23 | -15.20 | 92 |
| 2023-06-23 | 2023-10-24 | -13.76 | 122 |
| 2023-12-09 | 2024-02-09 | -12.51 | 62 |
| 2024-11-13 | 2025-01-20 | -10.49 | 67 |
| 2022-07-20 | 2022-07-28 | -10.41 | 8 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 2022-05-31 | 2022-07-16 | -8.34 | 45 |
| 2023-01-21 | 2023-03-17 | -7.03 | 54 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.17% | -29.64% |
| Best Month | 31.3% | 43.77% |
| Worst Month | -11.27% | -37.12% |
| Best Year | 146.69% | 155.54% |
| Worst Year | 13.81% | -61.15% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 5.43% | 7.45% |
| Avg. Down Week | -2.76% | -4.68% |
| Avg. Up Month | 12.3% | 17.01% |
| Avg. Down Month | -5.27% | -12.44% |
| Win Days % | 51.52% | 51.3% |
| Win Month % | 65.71% | 60.98% |
| Win Week % | 60.87% | 50.56% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |