| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 109.26% | 71.9% |
| Max Drawdown | -11.23% | -29.51% |
| Sharpe | 1.39 | 0.61 |
| Sortino | 2.57 | 0.89 |
| Payoff Ratio | 1.4 | 1.27 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | 2.44 | 1.09 |
| CPC Index | 1.13 | 0.73 |
| Tail Ratio | 1.57 | 0.99 |
| Outlier Win Ratio | 22.0 | 3.8 |
| Outlier Loss Ratio | 3.96 | 3.15 |
| Volatility (ann.) | 12.36% | 24.88% |
| R^2 | 0.25 | 0.25 |
| Calmar | 8.31 | 2.11 |
| Skew | 2.85 | 0.22 |
| Kurtosis | 31.39 | 6.93 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 5.42% | 3.95% |
| Expected Yearly % | 44.66% | 31.11% |
| Kelly Criterion | 17.86% | 14.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.1% |
| Expected Shortfall (cVaR) | -1.02% | -2.1% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 83.07 | 1.68 | + |
| 2025 | 15.00 | 14.31 | 0.95 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 10.99% | 27.24% |
| 6M | 14.31% | 14.0% |
| YTD | 14.31% | 15.0% |
| 1Y | 84.13% | 78.0% |
| 3Y (ann.) | 93.28% | 62.17% |
| 5Y (ann.) | 93.28% | 62.17% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -11.23% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -2.14% | -5.28% |
| Avg. Drawdown Days | 10.0 | 16.0 |
| Recovery Factor | 9.73 | 2.44 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-01-20 | -11.23 | 67 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 2024-07-22 | 2024-08-23 | -6.48 | 32 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-29 | 2024-09-17 | -4.25 | 18 |
| 2025-05-19 | 2025-06-29 | -3.29 | 41 |
| 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 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.05% | -12.33% |
| Best Month | 30.22% | 37.42% |
| Worst Month | -1.25% | -17.69% |
| Best Year | 83.07% | 49.48% |
| Worst Year | 14.31% | 15.0% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 6.03% | 7.03% |
| Avg. Down Week | -2.69% | -4.28% |
| Avg. Up Month | 12.44% | 13.52% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.12% | 52.04% |
| Win Month % | 72.73% | 64.29% |
| Win Week % | 60.71% | 57.38% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |