| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 35.0% | 66.37% |
| Max Drawdown | -25.45% | -29.51% |
| Sharpe | 0.54 | 0.62 |
| Sortino | 0.82 | 0.91 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 12.32 | 3.9 |
| Outlier Loss Ratio | 3.92 | 3.48 |
| Volatility (ann.) | 16.15% | 25.6% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.37 | 2.24 |
| Skew | 0.49 | 0.24 |
| Kurtosis | 9.85 | 6.77 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.34% | 3.99% |
| Expected Yearly % | 16.19% | 28.98% |
| Kelly Criterion | 4.76% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.16% |
| Expected Shortfall (cVaR) | -1.37% | -2.16% |
| Year | 4053063:BTCUSD | 4053063:btcusd:triple_gx:lsma115_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 45.43 | 0.92 | - |
| 2025 | 11.30 | -7.18 | -0.64 | - |
| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| MTD | 0.97% | 10.32% |
| 3M | -7.53% | 7.53% |
| 6M | -6.38% | 18.96% |
| YTD | -7.18% | 11.3% |
| 1Y | 27.27% | 56.85% |
| 3Y (ann.) | 34.89% | 66.14% |
| 5Y (ann.) | 34.89% | 66.14% |
| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| Max Drawdown | -25.45% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.57% | -5.05% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.38 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -25.45 | 149 |
| 2024-05-21 | 2024-07-20 | -14.61 | 60 |
| 2024-07-22 | 2024-09-18 | -10.52 | 58 |
| 2024-10-21 | 2024-11-11 | -9.83 | 21 |
| 2024-11-13 | 2024-11-22 | -5.47 | 8 |
| 2024-11-23 | 2024-12-15 | -2.42 | 22 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.64% | -12.33% |
| Best Month | 18.45% | 37.42% |
| Worst Month | -13.45% | -17.69% |
| Best Year | 45.43% | 49.48% |
| Worst Year | -7.18% | 11.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.02% | 6.45% |
| Avg. Down Week | -3.54% | -3.9% |
| Avg. Up Month | 7.55% | 12.62% |
| Avg. Down Month | -5.07% | -7.77% |
| Win Days % | 50.62% | 51.88% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |