| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 26.6% | 39.84% |
| Max Drawdown | -30.6% | -28.38% |
| Sharpe | 0.5 | 0.5 |
| Sortino | 0.73 | 0.73 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.06 | 0.96 |
| Outlier Win Ratio | 13.83 | 3.86 |
| Outlier Loss Ratio | 3.65 | 3.52 |
| Volatility (ann.) | 16.49% | 26.07% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.03 | 1.67 |
| Skew | 0.23 | 0.16 |
| Kurtosis | 12.3 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.17% | 3.1% |
| Expected Yearly % | 12.52% | 18.25% |
| Kelly Criterion | 4.66% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.21% |
| Expected Shortfall (cVaR) | -1.4% | -2.21% |
| Year | 4055982:BTCUSD | 4055982:btcusd:triple_gx:lsma135_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.86 | 1.07 | + |
| 2025 | -6.45 | -17.18 | 2.66 | - |
| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| MTD | -1.98% | 3.6% |
| 3M | -17.18% | -11.42% |
| 6M | -1.14% | 35.88% |
| YTD | -17.18% | -6.45% |
| 1Y | 26.6% | 39.84% |
| 3Y (ann.) | 31.43% | 47.48% |
| 5Y (ann.) | 31.43% | 47.48% |
| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| Max Drawdown | -30.6% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 0.87 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -30.60 | 99 |
| 2024-05-21 | 2024-07-20 | -15.83 | 60 |
| 2024-08-26 | 2024-09-24 | -8.92 | 29 |
| 2024-07-22 | 2024-08-15 | -6.01 | 24 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 29.74% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 52.86% | 49.48% |
| Worst Year | -17.18% | -6.45% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 5.62% | 7.01% |
| Avg. Down Week | -4.09% | -4.98% |
| Avg. Up Month | 13.57% | 13.98% |
| Avg. Down Month | -9.65% | -10.46% |
| Win Days % | 51.39% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 51.72% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |