| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 99.71% | 63.12% |
| Max Drawdown | -7.87% | -28.21% |
| Sharpe | 2.78 | 1.15 |
| Sortino | 6.28 | 1.69 |
| Payoff Ratio | 1.52 | 1.31 |
| Profit Factor | 2.17 | 1.19 |
| Common Sense Ratio | 5.14 | 1.28 |
| CPC Index | 1.86 | 0.83 |
| Tail Ratio | 2.37 | 1.08 |
| Outlier Win Ratio | 16.27 | 3.4 |
| Outlier Loss Ratio | 4.19 | 2.69 |
| Volatility (ann.) | 23.13% | 48.22% |
| R^2 | 0.24 | 0.24 |
| Calmar | 10.85 | 1.94 |
| Skew | 2.74 | -0.17 |
| Kurtosis | 15.73 | 3.32 |
| Expected Daily % | 0.17% | 0.12% |
| Expected Monthly % | 5.06% | 3.56% |
| Expected Yearly % | 41.32% | 27.72% |
| Kelly Criterion | 27.67% | 17.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.0% |
| Expected Shortfall (cVaR) | -1.82% | -4.0% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 75.83 | 1.87 | + |
| 2025 | 16.11 | 13.58 | 0.84 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 3.65% |
| 3M | 8.17% | 24.8% |
| 6M | 13.58% | 11.68% |
| YTD | 13.58% | 16.11% |
| 1Y | 94.81% | 74.51% |
| 3Y (ann.) | 85.39% | 54.76% |
| 5Y (ann.) | 85.39% | 54.76% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -7.87% | -28.21% |
| Longest DD Days | 66.0 | 154.0 |
| Avg. Drawdown | -2.23% | -8.27% |
| Avg. Drawdown Days | 13.0 | 35.0 |
| Recovery Factor | 12.67 | 2.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -7.87 | 27 |
| 2024-11-17 | 2025-01-22 | -7.39 | 66 |
| 2024-05-22 | 2024-07-16 | -5.22 | 55 |
| 2025-01-23 | 2025-03-15 | -5.09 | 51 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-10-22 | 2024-11-06 | -2.88 | 15 |
| 2024-08-25 | 2024-09-18 | -2.64 | 24 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.52% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -5.88% | -18.81% |
| Best Month | 29.6% | 34.43% |
| Worst Month | -1.25% | -23.44% |
| Best Year | 75.83% | 40.49% |
| Worst Year | 13.58% | 16.11% |
| Avg. Up Day | 1.94% | 2.03% |
| Avg. Down Day | -1.28% | -1.55% |
| Avg. Up Week | 4.51% | 6.88% |
| Avg. Down Week | -2.11% | -2.55% |
| Avg. Up Month | 10.04% | 11.99% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 56.35% | 53.3% |
| Win Month % | 72.73% | 71.43% |
| Win Week % | 67.74% | 55.74% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |