| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 462.37% | 121.01% |
| Max Drawdown | -12.75% | -64.97% |
| Sharpe | 6.09 | 2.83 |
| Sortino | 23.0 | 4.48 |
| Payoff Ratio | 5.18 | 1.27 |
| Profit Factor | 4.19 | 1.56 |
| Common Sense Ratio | 11.02 | 2.13 |
| CPC Index | 7.22 | 1.22 |
| Tail Ratio | 2.63 | 1.37 |
| Outlier Win Ratio | 3.59 | 4.48 |
| Outlier Loss Ratio | 16.17 | 2.41 |
| Volatility (ann.) | 154.64% | 226.47% |
| R^2 | 0.51 | 0.51 |
| Calmar | 5.57 | 0.43 |
| Skew | 2.54 | 0.03 |
| Kurtosis | 8.63 | 2.94 |
| Expected Daily % | 2.3% | 1.05% |
| Expected Monthly % | 5.21% | 2.36% |
| Expected Yearly % | 53.99% | 21.93% |
| Kelly Criterion | 20.45% | 30.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.73% | -17.74% |
| Expected Shortfall (cVaR) | -10.73% | -17.74% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.07 | 26.09 | -0.43 | + |
| 2023 | 150.73 | 55.21 | 0.37 | - |
| 2024 | 132.46 | 162.95 | 1.23 | + |
| 2025 | -5.04 | 9.28 | -1.84 | + |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | 10.58% | 10.78% |
| 3M | 12.42% | -8.3% |
| 6M | 54.14% | 40.15% |
| YTD | 9.28% | -5.04% |
| 1Y | 118.06% | 30.26% |
| 3Y (ann.) | 72.85% | 27.18% |
| 5Y (ann.) | 71.0% | 27.93% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -12.75% | -64.97% |
| Longest DD Days | 138.0 | 640.0 |
| Avg. Drawdown | -3.45% | -23.42% |
| Avg. Drawdown Days | 40.0 | 183.0 |
| Recovery Factor | 36.26 | 1.86 |
| Ulcer Index | 0.95 | 1.24 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-01-26 | -12.75 | 138 |
| 2023-08-08 | 2023-11-03 | -10.13 | 86 |
| 2025-01-07 | 2025-03-16 | -7.86 | 68 |
| 2024-01-10 | 2024-02-22 | -6.78 | 43 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2023-02-23 | 2023-03-28 | -4.61 | 33 |
| 2025-03-22 | 2025-05-05 | -2.71 | 44 |
| 2022-05-23 | 2022-07-22 | -2.62 | 59 |
| 2024-08-27 | 2024-09-27 | -2.57 | 30 |
| 2024-10-17 | 2024-11-22 | -0.99 | 36 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 41.3% | 41.55% |
| Worst Day | -11.03% | -37.14% |
| Best Week | 41.3% | 41.55% |
| Worst Week | -11.03% | -37.14% |
| Best Month | 41.04% | 47.59% |
| Worst Month | -11.35% | -37.14% |
| Best Year | 162.95% | 150.73% |
| Worst Year | 9.28% | -60.07% |
| Avg. Up Day | 10.31% | 10.51% |
| Avg. Down Day | -1.99% | -8.25% |
| Avg. Up Week | 10.3% | 10.19% |
| Avg. Down Week | -1.92% | -8.27% |
| Avg. Up Month | 13.75% | 16.99% |
| Avg. Down Month | -4.08% | -14.37% |
| Win Days % | 33.33% | 61.33% |
| Win Month % | 61.76% | 64.71% |
| Win Week % | 35.21% | 61.97% |
| Win Quarter % | 85.71% | 35.71% |
| Win Year % | 100.0% | 50.0% |