| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 49.91% | 39.84% |
| Max Drawdown | -13.14% | -28.38% |
| Sharpe | 0.91 | 0.5 |
| Sortino | 1.44 | 0.73 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.67 | 1.04 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.3 | 0.96 |
| Outlier Win Ratio | 18.87 | 3.83 |
| Outlier Loss Ratio | 3.74 | 3.16 |
| Volatility (ann.) | 13.89% | 26.07% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.56 | 1.67 |
| Skew | 0.83 | 0.16 |
| Kurtosis | 19.86 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.75% | 3.1% |
| Expected Yearly % | 22.44% | 18.25% |
| Kelly Criterion | 10.75% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.21% |
| Expected Shortfall (cVaR) | -1.16% | -2.21% |
| Year | 4056348:BTCUSD | 4056348:btcusd:triple_gx:lsma195_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 55.51 | 1.12 | + |
| 2025 | -6.45 | -3.60 | 0.56 | + |
| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| MTD | 4.28% | 3.6% |
| 3M | -3.6% | -11.42% |
| 6M | 22.74% | 35.88% |
| YTD | -3.6% | -6.45% |
| 1Y | 49.91% | 39.84% |
| 3Y (ann.) | 59.86% | 47.48% |
| 5Y (ann.) | 59.86% | 47.48% |
| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| Max Drawdown | -13.14% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 3.8 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -13.14 | 124 |
| 2024-08-26 | 2024-09-27 | -11.54 | 32 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-09-28 | 2024-11-10 | -5.85 | 42 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.46% | -12.33% |
| Best Month | 29.19% | 37.42% |
| Worst Month | -7.56% | -17.69% |
| Best Year | 55.51% | 49.48% |
| Worst Year | -3.6% | -6.45% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.74% | 6.54% |
| Avg. Down Week | -2.79% | -3.74% |
| Avg. Up Month | 12.6% | 11.9% |
| Avg. Down Month | -3.76% | -7.93% |
| Win Days % | 51.33% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 61.54% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |