| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 43.06% | 40.19% |
| Max Drawdown | -11.69% | -28.38% |
| Sharpe | 0.83 | 0.51 |
| Sortino | 1.4 | 0.73 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.86 | 1.04 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | 1.45 | 0.96 |
| Outlier Win Ratio | 20.71 | 3.68 |
| Outlier Loss Ratio | 3.74 | 3.13 |
| Volatility (ann.) | 13.51% | 26.09% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.42 | 1.69 |
| Skew | 2.15 | 0.16 |
| Kurtosis | 27.51 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.31% | 3.12% |
| Expected Yearly % | 19.61% | 18.4% |
| Kelly Criterion | 9.76% | 12.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 4056804:BTCUSD | 4056804:btcusd:triple_gx:lsma180_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.03 | 1.03 | + |
| 2025 | -6.21 | -5.27 | 0.85 | + |
| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| MTD | 5.8% | 3.86% |
| 3M | -5.27% | -7.61% |
| 6M | 27.76% | 38.23% |
| YTD | -5.27% | -6.21% |
| 1Y | 43.06% | 40.19% |
| 3Y (ann.) | 51.63% | 48.1% |
| 5Y (ann.) | 51.63% | 48.1% |
| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -28.38% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -2.71% | -4.96% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 3.68 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -11.69 | 77 |
| 2024-07-22 | 2024-11-06 | -10.60 | 107 |
| 2024-05-21 | 2024-07-15 | -5.67 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| Metric | 4056804:btcusd:triple_gx:lsma180_75_65 | 4056804:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 39.29% | 37.42% |
| Worst Month | -10.46% | -17.69% |
| Best Year | 51.03% | 49.48% |
| Worst Year | -5.27% | -6.21% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 6.16% | 8.04% |
| Avg. Down Week | -4.21% | -4.6% |
| Avg. Up Month | 12.58% | 11.95% |
| Avg. Down Month | -5.26% | -8.73% |
| Win Days % | 48.59% | 51.47% |
| Win Month % | 62.5% | 63.64% |
| Win Week % | 54.17% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |