| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 50.0% | 39.84% |
| Max Drawdown | -14.75% | -28.38% |
| Sharpe | 0.88 | 0.5 |
| Sortino | 1.45 | 0.73 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.59 | 1.04 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.24 | 0.96 |
| Outlier Win Ratio | 18.77 | 3.83 |
| Outlier Loss Ratio | 3.69 | 3.17 |
| Volatility (ann.) | 14.4% | 26.07% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.07 | 1.67 |
| Skew | 1.59 | 0.16 |
| Kurtosis | 25.27 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.75% | 3.1% |
| Expected Yearly % | 22.48% | 18.25% |
| Kelly Criterion | 9.93% | 10.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 4056294:BTCUSD | 4056294:btcusd:triple_gx:lsma200_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 56.81 | 1.15 | + |
| 2025 | -6.45 | -4.34 | 0.67 | + |
| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| MTD | 0.3% | 3.6% |
| 3M | -4.34% | -11.42% |
| 6M | 39.19% | 35.88% |
| YTD | -4.34% | -6.45% |
| 1Y | 50.0% | 39.84% |
| 3Y (ann.) | 59.97% | 47.48% |
| 5Y (ann.) | 59.97% | 47.48% |
| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| Max Drawdown | -14.75% | -28.38% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.96% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | 3.39 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-06 | -14.75 | 169 |
| 2025-01-20 | 2025-03-27 | -9.65 | 65 |
| 2024-11-22 | 2025-01-20 | -6.20 | 59 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 43.46% | 37.42% |
| Worst Month | -8.25% | -17.69% |
| Best Year | 56.81% | 49.48% |
| Worst Year | -4.34% | -6.45% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 5.96% | 7.25% |
| Avg. Down Week | -2.59% | -4.34% |
| Avg. Up Month | 13.97% | 11.9% |
| Avg. Down Month | -7.68% | -7.93% |
| Win Days % | 50.62% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 50.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |