| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 75.3% | 31.62% |
| Max Drawdown | -15.25% | -28.38% |
| Sharpe | 1.17 | 0.43 |
| Sortino | 1.88 | 0.62 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 1.66 | 1.01 |
| CPC Index | 0.85 | 0.65 |
| Tail Ratio | 1.24 | 0.94 |
| Outlier Win Ratio | 15.66 | 3.87 |
| Outlier Loss Ratio | 3.84 | 3.21 |
| Volatility (ann.) | 14.61% | 25.96% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.88 | 1.3 |
| Skew | 1.01 | 0.17 |
| Kurtosis | 13.93 | 6.4 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.24% | 2.53% |
| Expected Yearly % | 32.4% | 14.73% |
| Kelly Criterion | 12.73% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.2% |
| Expected Shortfall (cVaR) | -1.21% | -2.2% |
| Year | 4057000:BTCUSD | 4057000:btcusd:triple_gx:lsma180_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 69.27 | 1.40 | + |
| 2025 | -11.95 | 3.56 | -0.30 | + |
| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| MTD | 1.79% | -2.49% |
| 3M | 3.56% | -12.15% |
| 6M | 27.46% | 24.81% |
| YTD | 3.56% | -11.95% |
| 1Y | 75.3% | 31.62% |
| 3Y (ann.) | 89.69% | 36.81% |
| 5Y (ann.) | 89.69% | 36.81% |
| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| Max Drawdown | -15.25% | -28.38% |
| Longest DD Days | 58.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 4.94 | 1.11 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-01-20 | -15.25 | 58 |
| 2024-08-26 | 2024-09-19 | -8.76 | 24 |
| 2025-01-20 | 2025-03-14 | -8.68 | 52 |
| 2025-03-24 | 2025-03-31 | -7.15 | 6 |
| 2024-09-28 | 2024-11-10 | -6.29 | 42 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-07-29 | 2024-08-23 | -4.48 | 25 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.93% | -12.33% |
| Best Month | 26.87% | 37.42% |
| Worst Month | -0.78% | -17.69% |
| Best Year | 69.27% | 49.48% |
| Worst Year | 3.56% | -11.95% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 5.74% | 7.11% |
| Avg. Down Week | -4.33% | -4.76% |
| Avg. Up Month | 9.94% | 12.75% |
| Avg. Down Month | -0.78% | -8.73% |
| Win Days % | 52.16% | 51.41% |
| Win Month % | 87.5% | 54.55% |
| Win Week % | 69.23% | 52.08% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |