| Metric | 4056949:btcusd:triple_gx:lsma180_100_65 | 4056949:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 325.38% | 144.19% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.85 | 0.39 |
| Sortino | 1.34 | 0.57 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 18.33 | 4.1 |
| Outlier Loss Ratio | 4.47 | 3.62 |
| Volatility (ann.) | 14.34% | 26.43% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.11 | 0.47 |
| Skew | 0.91 | 0.19 |
| Kurtosis | 20.4 | 6.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.69% | 2.26% |
| Expected Yearly % | 43.61% | 25.01% |
| Kelly Criterion | 9.67% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.25% |
| Expected Shortfall (cVaR) | -1.2% | -2.25% |
| Year | 4056949:BTCUSD | 4056949:btcusd:triple_gx:lsma180_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 19.13 | -0.31 | + |
| 2023 | 155.54 | 42.80 | 0.28 | - |
| 2024 | 121.00 | 135.90 | 1.12 | + |
| 2025 | 11.30 | 6.00 | 0.53 | - |
| Metric | 4056949:btcusd:triple_gx:lsma180_100_65 | 4056949:BTCUSD |
|---|---|---|
| MTD | -0.74% | 10.32% |
| 3M | 12.29% | 7.53% |
| 6M | 16.23% | 18.96% |
| YTD | 6.0% | 11.3% |
| 1Y | 74.02% | 56.85% |
| 3Y (ann.) | 57.24% | 49.13% |
| 5Y (ann.) | 56.14% | 31.62% |
| Metric | 4056949:btcusd:triple_gx:lsma180_100_65 | 4056949:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.16% |
| Avg. Drawdown Days | 14.0 | 39.0 |
| Recovery Factor | 18.01 | 2.15 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-12-05 | -17.71 | 258 |
| 2022-05-31 | 2022-07-19 | -16.59 | 48 |
| 2024-11-23 | 2025-04-22 | -14.59 | 150 |
| 2023-12-09 | 2024-02-11 | -13.82 | 63 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2022-03-29 | 2022-05-30 | -8.01 | 62 |
| 2023-01-21 | 2023-03-17 | -7.14 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056949:btcusd:triple_gx:lsma180_100_65 | 4056949:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 33.07% | 43.77% |
| Worst Month | -11.44% | -37.12% |
| Best Year | 135.9% | 155.54% |
| Worst Year | 6.0% | -61.15% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 6.12% | 7.62% |
| Avg. Down Week | -3.36% | -5.46% |
| Avg. Up Month | 12.96% | 17.18% |
| Avg. Down Month | -5.64% | -14.08% |
| Win Days % | 50.74% | 51.22% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.19% | 49.71% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |