| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 385.21% | 117.16% |
| Max Drawdown | -25.95% | -67.18% |
| Sharpe | 0.82 | 0.33 |
| Sortino | 1.31 | 0.47 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.57 | 1.03 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 19.26 | 4.07 |
| Outlier Loss Ratio | 4.43 | 3.62 |
| Volatility (ann.) | 13.71% | 25.48% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.97 | 0.34 |
| Skew | 1.16 | 0.16 |
| Kurtosis | 24.03 | 6.62 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.42% | 1.66% |
| Expected Yearly % | 48.42% | 21.39% |
| Kelly Criterion | 9.6% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.17% |
| Expected Shortfall (cVaR) | -1.15% | -2.17% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 26.09 | -0.43 | + |
| 2023 | 155.54 | 55.21 | 0.35 | - |
| 2024 | 121.00 | 162.95 | 1.35 | + |
| 2025 | -1.03 | -5.71 | 5.57 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | 2.23% | 2.23% |
| 3M | -13.28% | -17.17% |
| 6M | -15.54% | -16.23% |
| YTD | -5.71% | -1.03% |
| 1Y | -5.71% | -5.06% |
| 3Y (ann.) | 56.12% | 75.28% |
| 5Y (ann.) | 51.22% | 22.51% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -25.95% | -67.18% |
| Longest DD Days | 149.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.86% |
| Avg. Drawdown Days | 14.0 | 38.0 |
| Recovery Factor | 14.84 | 1.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-12-10 | -25.95 | 149 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -16.62 | 48 |
| 2023-03-22 | 2023-06-23 | -15.23 | 92 |
| 2023-06-23 | 2023-10-24 | -12.23 | 122 |
| 2023-12-09 | 2024-02-09 | -12.23 | 62 |
| 2024-11-22 | 2025-01-20 | -11.80 | 58 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2025-03-24 | 2025-04-22 | -8.91 | 29 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 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 | -8.02% | -29.64% |
| Best Month | 41.04% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 162.95% | 155.54% |
| Worst Year | -5.71% | -61.15% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 5.36% | 7.43% |
| Avg. Down Week | -2.98% | -4.97% |
| Avg. Up Month | 10.97% | 14.7% |
| Avg. Down Month | -7.11% | -11.27% |
| Win Days % | 50.68% | 51.38% |
| Win Month % | 65.85% | 59.57% |
| Win Week % | 56.36% | 49.75% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |