| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 90.35% | 71.9% |
| Max Drawdown | -12.88% | -29.51% |
| Sharpe | 1.27 | 0.61 |
| Sortino | 2.33 | 0.89 |
| Payoff Ratio | 1.4 | 1.26 |
| Profit Factor | 1.53 | 1.1 |
| Common Sense Ratio | 2.54 | 1.09 |
| CPC Index | 1.11 | 0.72 |
| Tail Ratio | 1.66 | 0.99 |
| Outlier Win Ratio | 24.45 | 3.74 |
| Outlier Loss Ratio | 3.83 | 3.06 |
| Volatility (ann.) | 11.83% | 24.88% |
| R^2 | 0.23 | 0.23 |
| Calmar | 6.03 | 2.11 |
| Skew | 3.03 | 0.22 |
| Kurtosis | 36.08 | 6.93 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.71% | 3.95% |
| Expected Yearly % | 37.97% | 31.11% |
| Kelly Criterion | 17.39% | 14.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.1% |
| Expected Shortfall (cVaR) | -0.98% | -2.1% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 70.71 | 1.43 | + |
| 2025 | 15.00 | 11.50 | 0.77 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 9.59% | 27.24% |
| 6M | 11.5% | 14.0% |
| YTD | 11.5% | 15.0% |
| 1Y | 76.81% | 78.0% |
| 3Y (ann.) | 77.61% | 62.17% |
| 5Y (ann.) | 77.61% | 62.17% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -12.88% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -2.32% | -5.28% |
| Avg. Drawdown Days | 10.0 | 16.0 |
| Recovery Factor | 7.02 | 2.44 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-01-20 | -12.88 | 67 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-24 | -8.68 | 62 |
| 2024-09-25 | 2024-11-06 | -5.09 | 42 |
| 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 |
| 2024-07-22 | 2024-08-21 | -2.68 | 30 |
| 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 | 16.38% | 18.93% |
| Worst Week | -6.05% | -12.33% |
| Best Month | 27.81% | 37.42% |
| Worst Month | -1.95% | -17.69% |
| Best Year | 70.71% | 49.48% |
| Worst Year | 11.5% | 15.0% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 5.57% | 7.22% |
| Avg. Down Week | -2.89% | -4.28% |
| Avg. Up Month | 10.88% | 13.52% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.83% | 52.04% |
| Win Month % | 72.73% | 64.29% |
| Win Week % | 59.26% | 57.38% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |