| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 66.78% | 63.12% |
| Max Drawdown | -6.33% | -28.21% |
| Sharpe | 2.56 | 1.15 |
| Sortino | 6.6 | 1.69 |
| Payoff Ratio | 1.67 | 1.16 |
| Profit Factor | 2.52 | 1.19 |
| Common Sense Ratio | 7.48 | 1.28 |
| CPC Index | 2.39 | 0.73 |
| Tail Ratio | 2.97 | 1.08 |
| Outlier Win Ratio | 24.22 | 3.17 |
| Outlier Loss Ratio | 4.73 | 2.56 |
| Volatility (ann.) | 18.44% | 48.22% |
| R^2 | 0.15 | 0.15 |
| Calmar | 9.14 | 1.94 |
| Skew | 4.27 | -0.17 |
| Kurtosis | 31.64 | 3.32 |
| Expected Daily % | 0.12% | 0.12% |
| Expected Monthly % | 3.72% | 3.56% |
| Expected Yearly % | 29.14% | 27.72% |
| Kelly Criterion | 31.19% | 12.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.0% |
| Expected Shortfall (cVaR) | -1.46% | -4.0% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 58.62 | 1.45 | + |
| 2025 | 16.11 | 5.15 | 0.32 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 3.65% |
| 3M | -2.02% | 24.8% |
| 6M | 5.15% | 11.68% |
| YTD | 5.15% | 16.11% |
| 1Y | 68.52% | 74.51% |
| 3Y (ann.) | 57.85% | 54.76% |
| 5Y (ann.) | 57.85% | 54.76% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -6.33% | -28.21% |
| Longest DD Days | 94.0 | 154.0 |
| Avg. Drawdown | -2.23% | -8.27% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 10.55 | 2.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-01-22 | -6.33 | 14 |
| 2025-03-27 | 2025-06-29 | -5.65 | 94 |
| 2025-01-23 | 2025-03-14 | -3.03 | 50 |
| 2024-10-22 | 2024-11-06 | -2.79 | 15 |
| 2024-08-25 | 2024-09-18 | -2.64 | 24 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-09-21 | 2024-10-19 | -1.40 | 28 |
| 2024-05-17 | 2024-07-15 | -1.03 | 59 |
| 2025-03-17 | 2025-03-24 | -0.85 | 7 |
| 2025-03-25 | 2025-03-26 | -0.27 | 1 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 9.3% | 9.49% |
| Worst Day | -3.03% | -13.23% |
| Best Week | 16.13% | 15.41% |
| Worst Week | -5.88% | -18.81% |
| Best Month | 26.68% | 34.43% |
| Worst Month | -1.07% | -23.44% |
| Best Year | 58.62% | 40.49% |
| Worst Year | 5.15% | 16.11% |
| Avg. Up Day | 1.86% | 1.9% |
| Avg. Down Day | -1.11% | -1.64% |
| Avg. Up Week | 4.79% | 7.38% |
| Avg. Down Week | -2.0% | -1.91% |
| Avg. Up Month | 7.25% | 13.25% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 56.98% | 53.3% |
| Win Month % | 72.73% | 71.43% |
| Win Week % | 60.0% | 55.74% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |