| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 34.31% | 39.84% |
| Max Drawdown | -22.67% | -28.38% |
| Sharpe | 0.64 | 0.5 |
| Sortino | 0.97 | 0.73 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 15.89 | 3.81 |
| Outlier Loss Ratio | 3.68 | 3.36 |
| Volatility (ann.) | 15.07% | 26.07% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.8 | 1.67 |
| Skew | 0.6 | 0.16 |
| Kurtosis | 13.28 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.72% | 3.1% |
| Expected Yearly % | 15.89% | 18.25% |
| Kelly Criterion | 6.18% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.21% |
| Expected Shortfall (cVaR) | -1.27% | -2.21% |
| Year | 4056571:BTCUSD | 4056571:btcusd:triple_gx:lsma135_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 43.71 | 0.88 | - |
| 2025 | -6.45 | -6.54 | 1.01 | - |
| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| MTD | 6.76% | 3.6% |
| 3M | -6.54% | -11.42% |
| 6M | 11.96% | 35.88% |
| YTD | -6.54% | -6.45% |
| 1Y | 34.31% | 39.84% |
| 3Y (ann.) | 40.75% | 47.48% |
| 5Y (ann.) | 40.75% | 47.48% |
| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| Max Drawdown | -22.67% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.96% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 1.51 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -22.67 | 99 |
| 2024-08-22 | 2024-10-18 | -11.16 | 57 |
| 2024-05-21 | 2024-07-17 | -8.83 | 57 |
| 2024-07-22 | 2024-08-18 | -6.01 | 27 |
| 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 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.39% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -7.64% | -17.69% |
| Best Year | 43.71% | 49.48% |
| Worst Year | -6.54% | -6.45% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.91% | 6.41% |
| Avg. Down Week | -3.17% | -4.72% |
| Avg. Up Month | 11.99% | 11.9% |
| Avg. Down Month | -6.39% | -9.88% |
| Win Days % | 50.32% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 60.71% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |