| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 13.37% | 39.84% |
| Max Drawdown | -25.5% | -28.38% |
| Sharpe | 0.3 | 0.5 |
| Sortino | 0.44 | 0.73 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.16 | 1.04 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 12.71 | 3.86 |
| Outlier Loss Ratio | 3.94 | 3.6 |
| Volatility (ann.) | 16.76% | 26.07% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.61 | 1.67 |
| Skew | 0.23 | 0.16 |
| Kurtosis | 11.22 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.15% | 3.1% |
| Expected Yearly % | 6.47% | 18.25% |
| Kelly Criterion | 2.11% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.21% |
| Expected Shortfall (cVaR) | -1.43% | -2.21% |
| Year | 4054134:BTCUSD | 4054134:btcusd:triple_gx:lsma105_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 27.32 | 0.55 | - |
| 2025 | -6.45 | -10.96 | 1.70 | - |
| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| MTD | -8.81% | 3.6% |
| 3M | -10.96% | -11.42% |
| 6M | -3.01% | 35.88% |
| YTD | -10.96% | -6.45% |
| 1Y | 13.37% | 39.84% |
| 3Y (ann.) | 15.65% | 47.48% |
| 5Y (ann.) | 15.65% | 47.48% |
| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| Max Drawdown | -25.5% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -4.41% | -4.96% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 0.52 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -25.50 | 99 |
| 2024-05-21 | 2024-07-21 | -15.83 | 61 |
| 2024-07-22 | 2024-09-19 | -11.33 | 59 |
| 2024-10-21 | 2024-11-11 | -7.72 | 21 |
| 2024-11-13 | 2024-12-16 | -5.47 | 32 |
| 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 |
| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -11.66% | -12.33% |
| Best Month | 18.96% | 37.42% |
| Worst Month | -8.81% | -17.69% |
| Best Year | 27.32% | 49.48% |
| Worst Year | -10.96% | -6.45% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.85% | -0.85% |
| Avg. Up Week | 5.24% | 6.99% |
| Avg. Down Week | -5.12% | -4.62% |
| Avg. Up Month | 8.48% | 14.68% |
| Avg. Down Month | -3.94% | -9.19% |
| Win Days % | 49.58% | 51.54% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 51.43% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |