| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 55.64% | 40.19% |
| Max Drawdown | -20.12% | -28.38% |
| Sharpe | 0.94 | 0.51 |
| Sortino | 1.52 | 0.73 |
| Payoff Ratio | 1.26 | 1.26 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.57 | 1.04 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 18.11 | 3.84 |
| Outlier Loss Ratio | 3.58 | 3.21 |
| Volatility (ann.) | 14.86% | 26.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.34 | 1.69 |
| Skew | 1.4 | 0.16 |
| Kurtosis | 23.23 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.1% | 3.12% |
| Expected Yearly % | 24.75% | 18.4% |
| Kelly Criterion | 11.07% | 12.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.21% |
| Expected Shortfall (cVaR) | -1.24% | -2.21% |
| Year | 4056290:BTCUSD | 4056290:btcusd:triple_gx:lsma180_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 82.73 | 1.67 | + |
| 2025 | -6.21 | -14.83 | 2.39 | - |
| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| MTD | -3.1% | 3.86% |
| 3M | -14.83% | -7.61% |
| 6M | 26.81% | 38.23% |
| YTD | -14.83% | -6.21% |
| 1Y | 55.64% | 40.19% |
| 3Y (ann.) | 67.23% | 48.1% |
| 5Y (ann.) | 67.23% | 48.1% |
| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| Max Drawdown | -20.12% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -2.75% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.76 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-26 | -20.12 | 123 |
| 2024-08-26 | 2024-10-18 | -11.56 | 53 |
| 2024-07-22 | 2024-08-23 | -6.01 | 32 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-05 | -4.92 | 15 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 4056290:btcusd:triple_gx:lsma180_90_55 | 4056290:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 43.46% | 37.42% |
| Worst Month | -12.1% | -17.69% |
| Best Year | 82.73% | 49.48% |
| Worst Year | -14.83% | -6.21% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 6.12% | 7.39% |
| Avg. Down Week | -3.51% | -4.26% |
| Avg. Up Month | 14.44% | 13.36% |
| Avg. Down Month | -3.21% | -8.73% |
| Win Days % | 50.5% | 51.47% |
| Win Month % | 62.5% | 63.64% |
| Win Week % | 59.09% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |