| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 283.83% | 93.19% |
| Max Drawdown | -13.43% | -65.07% |
| Sharpe | 5.28 | 2.64 |
| Sortino | 17.85 | 4.09 |
| Payoff Ratio | 4.71 | 1.34 |
| Profit Factor | 3.23 | 1.5 |
| Common Sense Ratio | 8.72 | 1.87 |
| CPC Index | 4.5 | 1.19 |
| Tail Ratio | 2.7 | 1.25 |
| Outlier Win Ratio | 3.15 | 3.92 |
| Outlier Loss Ratio | 14.42 | 2.47 |
| Volatility (ann.) | 148.81% | 224.82% |
| R^2 | 0.46 | 0.46 |
| Calmar | 4.01 | 0.36 |
| Skew | 2.16 | -0.2 |
| Kurtosis | 5.58 | 2.1 |
| Expected Daily % | 1.89% | 0.92% |
| Expected Monthly % | 4.29% | 2.08% |
| Expected Yearly % | 39.97% | 17.9% |
| Kelly Criterion | 14.64% | 28.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.66% | -17.73% |
| Expected Shortfall (cVaR) | -10.66% | -17.73% |
| Year | 4056923:BTCUSD | 4056923:btcusd:triple_gx:lsma180_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.60 | 16.86 | -0.28 | + |
| 2023 | 148.86 | 50.90 | 0.34 | - |
| 2024 | 128.56 | 132.21 | 1.03 | + |
| 2025 | -15.93 | -6.26 | 0.39 | + |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| MTD | 1.61% | -19.73% |
| 3M | -6.26% | -15.93% |
| 6M | 21.88% | 25.22% |
| YTD | -6.26% | -15.93% |
| 1Y | 65.61% | 12.74% |
| 3Y (ann.) | 56.17% | 24.94% |
| 5Y (ann.) | 53.83% | 23.47% |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Max Drawdown | -13.43% | -65.07% |
| Longest DD Days | 138.0 | 640.0 |
| Avg. Drawdown | -4.11% | -23.63% |
| Avg. Drawdown Days | 44.0 | 181.0 |
| Recovery Factor | 21.13 | 1.43 |
| Ulcer Index | 0.96 | 1.25 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-01-27 | -13.43 | 138 |
| 2023-08-08 | 2023-11-03 | -10.74 | 87 |
| 2023-05-06 | 2023-07-03 | -8.00 | 58 |
| 2025-01-07 | 2025-03-31 | -7.92 | 83 |
| 2024-01-10 | 2024-02-23 | -7.11 | 43 |
| 2023-02-23 | 2023-03-28 | -5.65 | 33 |
| 2024-08-29 | 2024-09-28 | -3.78 | 30 |
| 2022-05-23 | 2022-07-31 | -2.92 | 69 |
| 2024-10-17 | 2024-11-23 | -0.99 | 37 |
| 2023-12-04 | 2023-12-15 | -0.18 | 10 |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Best Day | 33.66% | 33.9% |
| Worst Day | -11.03% | -37.31% |
| Best Week | 33.66% | 33.9% |
| Worst Week | -11.03% | -37.31% |
| Best Month | 33.42% | 45.73% |
| Worst Month | -11.35% | -37.31% |
| Best Year | 132.21% | 148.86% |
| Worst Year | -6.26% | -59.6% |
| Avg. Up Day | 10.69% | 10.89% |
| Avg. Down Day | -2.27% | -8.13% |
| Avg. Up Week | 10.68% | 11.04% |
| Avg. Down Week | -2.15% | -8.06% |
| Avg. Up Month | 14.25% | 19.72% |
| Avg. Down Month | -4.36% | -12.98% |
| Win Days % | 29.58% | 59.15% |
| Win Month % | 56.25% | 59.38% |
| Win Week % | 31.82% | 57.58% |
| Win Quarter % | 84.62% | 30.77% |
| Win Year % | 75.0% | 50.0% |