| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 19.25% | 39.84% |
| Max Drawdown | -33.75% | -28.38% |
| Sharpe | 0.41 | 0.5 |
| Sortino | 0.6 | 0.73 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.12 | 1.04 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.01 | 0.96 |
| Outlier Win Ratio | 16.57 | 3.83 |
| Outlier Loss Ratio | 3.6 | 3.39 |
| Volatility (ann.) | 15.42% | 26.07% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.67 | 1.67 |
| Skew | 0.22 | 0.16 |
| Kurtosis | 15.25 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.61% | 3.1% |
| Expected Yearly % | 9.2% | 18.25% |
| Kelly Criterion | 3.16% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.21% |
| Expected Shortfall (cVaR) | -1.31% | -2.21% |
| Year | 4056284:BTCUSD | 4056284:btcusd:triple_gx:lsma150_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 42.52 | 0.86 | - |
| 2025 | -6.45 | -16.33 | 2.53 | - |
| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| MTD | -1.57% | 3.6% |
| 3M | -16.33% | -11.42% |
| 6M | -7.13% | 35.88% |
| YTD | -16.33% | -6.45% |
| 1Y | 19.25% | 39.84% |
| 3Y (ann.) | 22.63% | 47.48% |
| 5Y (ann.) | 22.63% | 47.48% |
| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| Max Drawdown | -33.75% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 0.57 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-27 | -33.75 | 124 |
| 2024-08-26 | 2024-10-18 | -11.17 | 53 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 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 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4056284:btcusd:triple_gx:lsma150_90_55 | 4056284:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -14.23% | -12.33% |
| Best Month | 27.67% | 37.42% |
| Worst Month | -14.23% | -17.69% |
| Best Year | 42.52% | 49.48% |
| Worst Year | -16.33% | -6.45% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 5.87% | 7.14% |
| Avg. Down Week | -4.09% | -4.72% |
| Avg. Up Month | 14.03% | 13.98% |
| Avg. Down Month | -6.75% | -9.88% |
| Win Days % | 49.78% | 51.54% |
| Win Month % | 40.0% | 63.64% |
| Win Week % | 48.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |