| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 36.28% | 39.84% |
| Max Drawdown | -29.62% | -28.38% |
| Sharpe | 0.59 | 0.5 |
| Sortino | 0.88 | 0.73 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.18 | 0.96 |
| Outlier Win Ratio | 11.24 | 3.91 |
| Outlier Loss Ratio | 4.08 | 3.83 |
| Volatility (ann.) | 17.72% | 26.07% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.46 | 1.67 |
| Skew | 0.24 | 0.16 |
| Kurtosis | 9.57 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.85% | 3.1% |
| Expected Yearly % | 16.74% | 18.25% |
| Kelly Criterion | 5.04% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.21% |
| Expected Shortfall (cVaR) | -1.5% | -2.21% |
| Year | 4055948:BTCUSD | 4055948:btcusd:triple_gx:lsma100_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 61.37 | 1.24 | + |
| 2025 | -6.45 | -15.55 | 2.41 | - |
| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| MTD | -4.8% | 3.6% |
| 3M | -15.55% | -11.42% |
| 6M | 12.18% | 35.88% |
| YTD | -15.55% | -6.45% |
| 1Y | 36.28% | 39.84% |
| 3Y (ann.) | 43.14% | 47.48% |
| 5Y (ann.) | 43.14% | 47.48% |
| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| Max Drawdown | -29.62% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 1.22 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -29.62 | 99 |
| 2024-05-21 | 2024-08-23 | -20.45 | 94 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2024-12-09 | 2024-12-16 | -5.80 | 7 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 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 | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.76% | -12.33% |
| Best Month | 30.36% | 37.42% |
| Worst Month | -7.34% | -17.69% |
| Best Year | 61.37% | 49.48% |
| Worst Year | -15.55% | -6.45% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 5.05% | 7.02% |
| Avg. Down Week | -3.7% | -4.48% |
| Avg. Up Month | 12.41% | 13.36% |
| Avg. Down Month | -5.88% | -9.34% |
| Win Days % | 50.7% | 51.54% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 52.94% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |