| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 17.69% | 40.19% |
| Max Drawdown | -24.8% | -28.38% |
| Sharpe | 0.37 | 0.51 |
| Sortino | 0.55 | 0.73 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 12.35 | 3.84 |
| Outlier Loss Ratio | 4.13 | 3.51 |
| Volatility (ann.) | 16.33% | 26.09% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.84 | 1.69 |
| Skew | 0.45 | 0.16 |
| Kurtosis | 10.1 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.49% | 3.12% |
| Expected Yearly % | 8.49% | 18.4% |
| Kelly Criterion | 1.57% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.21% |
| Expected Shortfall (cVaR) | -1.39% | -2.21% |
| Year | 4052215:BTCUSD | 4052215:btcusd:triple_gx:lsma75_65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 27.60 | 0.56 | - |
| 2025 | -6.21 | -7.77 | 1.25 | - |
| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| MTD | -9.71% | 3.86% |
| 3M | -12.81% | -7.61% |
| 6M | -0.88% | 38.23% |
| YTD | -7.77% | -6.21% |
| 1Y | 17.69% | 40.19% |
| 3Y (ann.) | 20.85% | 48.1% |
| 5Y (ann.) | 20.85% | 48.1% |
| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| Max Drawdown | -24.8% | -28.38% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.96% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 0.71 | 1.42 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-03-26 | -24.80 | 132 |
| 2024-05-21 | 2024-07-19 | -14.32 | 59 |
| 2024-08-09 | 2024-09-19 | -9.60 | 41 |
| 2024-09-20 | 2024-10-16 | -7.01 | 25 |
| 2024-10-21 | 2024-11-10 | -5.58 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-07-22 | 2024-08-08 | -1.27 | 17 |
| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 19.29% | 37.42% |
| Worst Month | -9.94% | -17.69% |
| Best Year | 27.6% | 49.48% |
| Worst Year | -7.77% | -6.21% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.57% | 7.08% |
| Avg. Down Week | -2.67% | -4.42% |
| Avg. Up Month | 8.91% | 12.75% |
| Avg. Down Month | -5.76% | -9.19% |
| Win Days % | 47.98% | 51.47% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 39.02% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |