| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 23.05% | 39.84% |
| Max Drawdown | -28.3% | -28.38% |
| Sharpe | 0.46 | 0.5 |
| Sortino | 0.67 | 0.73 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.06 | 0.96 |
| Outlier Win Ratio | 15.6 | 3.83 |
| Outlier Loss Ratio | 3.55 | 3.39 |
| Volatility (ann.) | 15.71% | 26.07% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.96 | 1.67 |
| Skew | 0.15 | 0.16 |
| Kurtosis | 14.22 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.9% | 3.1% |
| Expected Yearly % | 10.93% | 18.25% |
| Kelly Criterion | 4.39% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.21% |
| Expected Shortfall (cVaR) | -1.33% | -2.21% |
| Year | 4056282:BTCUSD | 4056282:btcusd:triple_gx:lsma140_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 39.43 | 0.80 | - |
| 2025 | -6.45 | -11.75 | 1.82 | - |
| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| MTD | 0.51% | 3.6% |
| 3M | -11.75% | -11.42% |
| 6M | 1.11% | 35.88% |
| YTD | -11.75% | -6.45% |
| 1Y | 23.05% | 39.84% |
| 3Y (ann.) | 27.17% | 47.48% |
| 5Y (ann.) | 27.17% | 47.48% |
| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 0.81 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -28.30 | 99 |
| 2024-05-21 | 2024-08-17 | -12.08 | 88 |
| 2024-08-26 | 2024-10-16 | -10.91 | 51 |
| 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 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -13.9% | -12.33% |
| Best Month | 29.89% | 37.42% |
| Worst Month | -13.9% | -17.69% |
| Best Year | 39.43% | 49.48% |
| Worst Year | -11.75% | -6.45% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 5.63% | 7.37% |
| Avg. Down Week | -3.92% | -5.19% |
| Avg. Up Month | 8.77% | 11.73% |
| Avg. Down Month | -8.98% | -10.46% |
| Win Days % | 50.62% | 51.54% |
| Win Month % | 70.0% | 63.64% |
| Win Week % | 53.57% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |