| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 59.83% | 66.06% |
| Max Drawdown | -27.34% | -29.51% |
| Sharpe | 0.81 | 0.62 |
| Sortino | 1.24 | 0.91 |
| Payoff Ratio | 1.12 | 1.14 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.42 | 1.09 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 12.08 | 3.9 |
| Outlier Loss Ratio | 4.06 | 3.44 |
| Volatility (ann.) | 16.01% | 25.61% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.18 | 2.23 |
| Skew | 0.53 | 0.24 |
| Kurtosis | 10.32 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.67% | 3.98% |
| Expected Yearly % | 26.42% | 28.86% |
| Kelly Criterion | 6.23% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.16% |
| Expected Shortfall (cVaR) | -1.34% | -2.16% |
| Year | 4051767:BTCUSD | 4051767:btcusd:triple_gx:lsma115_100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 66.84 | 1.35 | + |
| 2025 | 11.09 | -4.20 | -0.38 | - |
| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| MTD | 0.28% | 10.11% |
| 3M | -9.22% | 7.33% |
| 6M | 0.79% | 14.6% |
| YTD | -4.2% | 11.09% |
| 1Y | 50.68% | 56.56% |
| 3Y (ann.) | 59.62% | 65.83% |
| 5Y (ann.) | 59.62% | 65.83% |
| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| Max Drawdown | -27.34% | -29.51% |
| Longest DD Days | 115.0 | 144.0 |
| Avg. Drawdown | -3.54% | -5.05% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.19 | 2.24 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-16 | -27.34 | 115 |
| 2024-05-21 | 2024-07-21 | -16.07 | 61 |
| 2024-07-22 | 2024-09-13 | -10.80 | 53 |
| 2024-12-17 | 2025-01-20 | -8.74 | 33 |
| 2024-11-13 | 2024-11-21 | -5.47 | 7 |
| 2024-10-21 | 2024-11-10 | -5.05 | 20 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 25.83% | 37.42% |
| Worst Month | -15.79% | -17.69% |
| Best Year | 66.84% | 49.48% |
| Worst Year | -4.2% | 11.09% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.78% | -0.77% |
| Avg. Up Week | 5.07% | 6.67% |
| Avg. Down Week | -2.03% | -4.13% |
| Avg. Up Month | 9.06% | 12.59% |
| Avg. Down Month | -10.75% | -9.89% |
| Win Days % | 50.41% | 51.84% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 48.89% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |