| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 19.56% | 66.06% |
| Max Drawdown | -29.76% | -29.51% |
| Sharpe | 0.37 | 0.62 |
| Sortino | 0.56 | 0.91 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.18 | 1.09 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 14.27 | 3.7 |
| Outlier Loss Ratio | 4.12 | 3.49 |
| Volatility (ann.) | 15.38% | 25.61% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.66 | 2.23 |
| Skew | 1.23 | 0.24 |
| Kurtosis | 21.76 | 6.77 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.38% | 3.98% |
| Expected Yearly % | 9.34% | 28.86% |
| Kelly Criterion | 0.26% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.16% |
| Expected Shortfall (cVaR) | -1.31% | -2.16% |
| Year | 4052034:BTCUSD | 4052034:btcusd:triple_gx:lsma60_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 23.48 | 0.47 | - |
| 2025 | 11.09 | -3.18 | -0.29 | - |
| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| MTD | 3.49% | 10.11% |
| 3M | -8.19% | 7.33% |
| 6M | -16.81% | 14.6% |
| YTD | -3.18% | 11.09% |
| 1Y | 17.76% | 56.56% |
| 3Y (ann.) | 19.5% | 65.83% |
| 5Y (ann.) | 19.5% | 65.83% |
| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| Max Drawdown | -29.76% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -3.17% | -5.05% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 0.66 | 2.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-16 | -29.76 | 183 |
| 2024-06-07 | 2024-07-15 | -11.48 | 38 |
| 2024-09-14 | 2024-10-16 | -7.18 | 32 |
| 2024-08-09 | 2024-08-23 | -5.78 | 14 |
| 2024-07-17 | 2024-08-08 | -5.22 | 22 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-05-19 | 2024-06-05 | -3.55 | 17 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.87% | 18.93% |
| Worst Week | -5.05% | -12.33% |
| Best Month | 15.4% | 37.42% |
| Worst Month | -10.01% | -17.69% |
| Best Year | 23.48% | 49.48% |
| Worst Year | -3.18% | 11.09% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.29% | 8.19% |
| Avg. Down Week | -2.43% | -4.42% |
| Avg. Up Month | 6.52% | 12.37% |
| Avg. Down Month | -6.78% | -7.53% |
| Win Days % | 47.84% | 51.84% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 34.69% | 55.56% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |