| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 80.62% | 63.12% |
| Max Drawdown | -7.87% | -28.21% |
| Sharpe | 2.6 | 1.15 |
| Sortino | 5.92 | 1.69 |
| Payoff Ratio | 1.53 | 1.24 |
| Profit Factor | 2.22 | 1.19 |
| Common Sense Ratio | 5.01 | 1.28 |
| CPC Index | 1.97 | 0.78 |
| Tail Ratio | 2.26 | 1.08 |
| Outlier Win Ratio | 18.95 | 3.23 |
| Outlier Loss Ratio | 4.09 | 2.64 |
| Volatility (ann.) | 21.08% | 48.22% |
| R^2 | 0.2 | 0.2 |
| Calmar | 8.83 | 1.94 |
| Skew | 3.16 | -0.17 |
| Kurtosis | 21.3 | 3.32 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.31% | 3.56% |
| Expected Yearly % | 34.4% | 27.72% |
| Kelly Criterion | 30.42% | 15.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.0% |
| Expected Shortfall (cVaR) | -1.66% | -4.0% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 61.99 | 1.53 | + |
| 2025 | 16.11 | 11.50 | 0.71 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 3.65% |
| 3M | 7.49% | 24.8% |
| 6M | 11.5% | 11.68% |
| YTD | 11.5% | 16.11% |
| 1Y | 76.81% | 74.51% |
| 3Y (ann.) | 69.49% | 54.76% |
| 5Y (ann.) | 69.49% | 54.76% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -7.87% | -28.21% |
| Longest DD Days | 68.0 | 154.0 |
| Avg. Drawdown | -2.45% | -8.27% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 10.25 | 2.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -7.87 | 27 |
| 2024-11-15 | 2025-01-22 | -7.28 | 68 |
| 2025-01-23 | 2025-03-24 | -5.09 | 60 |
| 2024-09-26 | 2024-11-06 | -3.11 | 41 |
| 2024-08-25 | 2024-09-18 | -2.64 | 24 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-07-23 | 2024-08-22 | -1.77 | 30 |
| 2025-05-15 | 2025-05-16 | -1.47 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.52% | -13.23% |
| Best Week | 17.17% | 15.41% |
| Worst Week | -5.88% | -18.81% |
| Best Month | 27.81% | 34.43% |
| Worst Month | -1.95% | -23.44% |
| Best Year | 61.99% | 40.49% |
| Worst Year | 11.5% | 16.11% |
| Avg. Up Day | 1.89% | 1.93% |
| Avg. Down Day | -1.23% | -1.56% |
| Avg. Up Week | 5.06% | 7.0% |
| Avg. Down Week | -2.64% | -1.91% |
| Avg. Up Month | 8.64% | 11.99% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.94% | 53.3% |
| Win Month % | 72.73% | 71.43% |
| Win Week % | 62.96% | 55.74% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |