| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 30.05% | 38.53% |
| Max Drawdown | -18.96% | -28.38% |
| Sharpe | 0.55 | 0.49 |
| Sortino | 0.87 | 0.71 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.24 | 1.04 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 13.18 | 3.81 |
| Outlier Loss Ratio | 4.15 | 3.4 |
| Volatility (ann.) | 15.99% | 26.09% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.88 | 1.62 |
| Skew | 1.5 | 0.16 |
| Kurtosis | 20.63 | 6.35 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.42% | 3.01% |
| Expected Yearly % | 14.04% | 17.7% |
| Kelly Criterion | 3.15% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.21% |
| Expected Shortfall (cVaR) | -1.35% | -2.21% |
| Year | 4052031:BTCUSD | 4052031:btcusd:triple_gx:lsma55_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 30.05 | 0.61 | - |
| 2025 | -7.32 | -0.00 | 0.00 | + |
| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| MTD | -2.03% | 2.63% |
| 3M | -3.67% | -12.25% |
| 6M | 8.23% | 34.61% |
| YTD | -0.0% | -7.32% |
| 1Y | 30.05% | 38.53% |
| 3Y (ann.) | 35.59% | 45.89% |
| 5Y (ann.) | 35.59% | 45.89% |
| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -28.38% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.96% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 1.58 | 1.36 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-03-26 | -18.96 | 132 |
| 2024-06-07 | 2024-07-15 | -10.49 | 38 |
| 2024-09-14 | 2024-10-15 | -6.62 | 31 |
| 2024-07-17 | 2024-08-08 | -5.31 | 22 |
| 2024-08-26 | 2024-09-13 | -5.12 | 18 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-05-19 | 2024-06-05 | -3.26 | 17 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 13.87% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 13.59% | 37.42% |
| Worst Month | -11.34% | -17.69% |
| Best Year | 30.05% | 49.48% |
| Worst Year | -0.0% | -7.32% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.21% | 7.94% |
| Avg. Down Week | -2.2% | -5.25% |
| Avg. Up Month | 7.36% | 12.75% |
| Avg. Down Month | -7.59% | -9.34% |
| Win Days % | 48.73% | 51.47% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 41.86% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |