| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 90.87% | 47.95% |
| Max Drawdown | -25.95% | -34.42% |
| Sharpe | 0.86 | 0.38 |
| Sortino | 1.4 | 0.55 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.61 | 0.96 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.27 | 0.9 |
| Outlier Win Ratio | 17.73 | 3.81 |
| Outlier Loss Ratio | 4.11 | 3.39 |
| Volatility (ann.) | 12.86% | 23.48% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.96 | 0.82 |
| Skew | 1.61 | 0.13 |
| Kurtosis | 24.09 | 6.95 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.28% | 1.98% |
| Expected Yearly % | 38.15% | 21.63% |
| Kelly Criterion | 9.55% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.0% |
| Expected Shortfall (cVaR) | -1.08% | -2.0% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 102.43 | 2.07 | + |
| 2025 | -1.03 | -5.71 | 5.57 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | 2.23% | 2.23% |
| 3M | -13.28% | -17.17% |
| 6M | -15.54% | -16.23% |
| YTD | -5.71% | -1.03% |
| 1Y | -5.71% | -5.06% |
| 3Y (ann.) | 50.84% | 28.28% |
| 5Y (ann.) | 50.84% | 28.28% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -25.95% | -34.42% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.64% | -6.3% |
| Avg. Drawdown Days | 11.0 | 18.0 |
| Recovery Factor | 3.5 | 1.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-12-10 | -25.95 | 149 |
| 2024-11-22 | 2025-01-20 | -11.80 | 58 |
| 2025-03-24 | 2025-04-22 | -8.91 | 29 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 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 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2025-05-02 | 2025-07-03 | -4.26 | 61 |
| 2024-08-29 | 2024-09-17 | -4.25 | 18 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 41.04% | 37.42% |
| Worst Month | -10.14% | -17.69% |
| Best Year | 102.43% | 49.48% |
| Worst Year | -5.71% | -1.03% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 5.13% | 6.5% |
| Avg. Down Week | -3.19% | -3.55% |
| Avg. Up Month | 10.36% | 10.75% |
| Avg. Down Month | -7.54% | -9.32% |
| Win Days % | 51.14% | 52.02% |
| Win Month % | 64.71% | 60.0% |
| Win Week % | 56.52% | 53.57% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 50.0% |