| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 74.5% | 71.9% |
| Max Drawdown | -9.66% | -29.51% |
| Sharpe | 1.23 | 0.61 |
| Sortino | 2.3 | 0.89 |
| Payoff Ratio | 1.45 | 1.27 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | 2.91 | 1.09 |
| CPC Index | 1.22 | 0.73 |
| Tail Ratio | 1.8 | 0.99 |
| Outlier Win Ratio | 29.04 | 3.4 |
| Outlier Loss Ratio | 3.71 | 2.9 |
| Volatility (ann.) | 10.52% | 24.88% |
| R^2 | 0.18 | 0.18 |
| Calmar | 6.66 | 2.11 |
| Skew | 3.62 | 0.22 |
| Kurtosis | 50.99 | 6.93 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.06% | 3.95% |
| Expected Yearly % | 32.1% | 31.11% |
| Kelly Criterion | 19.2% | 14.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.1% |
| Expected Shortfall (cVaR) | -0.87% | -2.1% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 67.46 | 1.36 | + |
| 2025 | 15.00 | 4.21 | 0.28 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | -0.55% | 27.24% |
| 6M | 4.21% | 14.0% |
| YTD | 4.21% | 15.0% |
| 1Y | 68.0% | 78.0% |
| 3Y (ann.) | 64.35% | 62.17% |
| 5Y (ann.) | 64.35% | 62.17% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -9.66% | -29.51% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -2.15% | -5.28% |
| Avg. Drawdown Days | 11.0 | 16.0 |
| Recovery Factor | 7.71 | 2.44 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-15 | -9.66 | 8 |
| 2025-03-24 | 2025-06-29 | -7.14 | 96 |
| 2025-01-20 | 2025-03-14 | -6.33 | 53 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-29 | 2024-09-17 | -4.25 | 18 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-05-16 | 2024-07-15 | -2.67 | 59 |
| 2025-03-15 | 2025-03-23 | -2.40 | 7 |
| 2024-08-28 | 2024-08-29 | -2.14 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -6.05% | -12.33% |
| Best Month | 27.09% | 37.42% |
| Worst Month | -0.96% | -17.69% |
| Best Year | 67.46% | 49.48% |
| Worst Year | 4.21% | 15.0% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 5.64% | 7.62% |
| Avg. Down Week | -2.59% | -5.68% |
| Avg. Up Month | 8.73% | 12.79% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.2% | 52.04% |
| Win Month % | 72.73% | 64.29% |
| Win Week % | 58.33% | 57.38% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |