| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 7.97% | 39.84% |
| Max Drawdown | -28.05% | -28.38% |
| Sharpe | 0.21 | 0.5 |
| Sortino | 0.31 | 0.73 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.15 | 1.04 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 12.03 | 3.86 |
| Outlier Loss Ratio | 3.99 | 3.7 |
| Volatility (ann.) | 17.26% | 26.07% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.33 | 1.67 |
| Skew | 0.12 | 0.16 |
| Kurtosis | 10.38 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.1% |
| Expected Yearly % | 3.91% | 18.25% |
| Kelly Criterion | 1.19% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.21% |
| Expected Shortfall (cVaR) | -1.48% | -2.21% |
| Year | 4053619:BTCUSD | 4053619:btcusd:triple_gx:lsma105_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 26.09 | 0.53 | - |
| 2025 | -6.45 | -14.37 | 2.23 | - |
| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| MTD | -9.34% | 3.6% |
| 3M | -14.37% | -11.42% |
| 6M | -6.44% | 35.88% |
| YTD | -14.37% | -6.45% |
| 1Y | 7.97% | 39.84% |
| 3Y (ann.) | 9.29% | 47.48% |
| 5Y (ann.) | 9.29% | 47.48% |
| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| Max Drawdown | -28.05% | -28.38% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -4.54% | -4.96% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | 0.28 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-03-27 | -28.05 | 133 |
| 2024-05-21 | 2024-09-19 | -18.95 | 121 |
| 2024-10-21 | 2024-11-11 | -8.68 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-10-14 | -2.13 | 19 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.42% | -12.33% |
| Best Month | 18.17% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 26.09% | 49.48% |
| Worst Year | -14.37% | -6.45% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 5.96% | 7.31% |
| Avg. Down Week | -4.54% | -4.39% |
| Avg. Up Month | 10.19% | 15.93% |
| Avg. Down Month | -3.39% | -9.19% |
| Win Days % | 49.28% | 51.54% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 44.44% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |