| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 81.44% | 40.64% |
| Max Drawdown | -25.04% | -32.7% |
| Sharpe | 1.65 | 0.7 |
| Sortino | 2.9 | 1.02 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.51 | 1.11 |
| Common Sense Ratio | 2.65 | 1.17 |
| CPC Index | 1.02 | 0.71 |
| Tail Ratio | 1.75 | 1.05 |
| Outlier Win Ratio | 15.28 | 3.6 |
| Outlier Loss Ratio | 4.07 | 3.05 |
| Volatility (ann.) | 24.74% | 45.78% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.84 | 0.74 |
| Skew | 1.41 | -0.14 |
| Kurtosis | 13.35 | 3.37 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.02% | 1.72% |
| Expected Yearly % | 34.7% | 18.59% |
| Kelly Criterion | 15.6% | 12.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -3.85% |
| Expected Shortfall (cVaR) | -2.02% | -3.85% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 92.09 | 2.27 | + |
| 2025 | 0.11 | -5.54 | -50.51 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | 1.47% | 1.92% |
| 3M | -13.78% | -16.59% |
| 6M | -15.39% | -12.21% |
| YTD | -5.54% | 0.11% |
| 1Y | -5.54% | -6.96% |
| 3Y (ann.) | 46.16% | 24.27% |
| 5Y (ann.) | 46.16% | 24.27% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -25.04% | -32.7% |
| Longest DD Days | 148.0 | 154.0 |
| Avg. Drawdown | -3.38% | -9.69% |
| Avg. Drawdown Days | 21.0 | 39.0 |
| Recovery Factor | 3.25 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-12-10 | -25.04 | 148 |
| 2024-11-23 | 2025-01-22 | -8.49 | 60 |
| 2025-03-27 | 2025-04-23 | -7.93 | 27 |
| 2024-05-22 | 2024-07-16 | -5.50 | 55 |
| 2025-01-23 | 2025-03-15 | -5.09 | 51 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-05-03 | 2025-07-03 | -3.55 | 61 |
| 2024-10-22 | 2024-11-06 | -2.88 | 15 |
| 2024-08-25 | 2024-09-18 | -2.75 | 24 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -8.22% | -18.81% |
| Best Month | 41.04% | 34.43% |
| Worst Month | -9.86% | -23.44% |
| Best Year | 92.09% | 40.49% |
| Worst Year | -5.54% | 0.11% |
| Avg. Up Day | 1.72% | 1.79% |
| Avg. Down Day | -1.34% | -1.44% |
| Avg. Up Week | 4.08% | 5.41% |
| Avg. Down Week | -2.88% | -3.94% |
| Avg. Up Month | 8.0% | 9.49% |
| Avg. Down Month | -7.26% | -9.67% |
| Win Days % | 52.58% | 51.83% |
| Win Month % | 70.59% | 65.0% |
| Win Week % | 59.57% | 55.95% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |