| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 17.53% | 39.84% |
| Max Drawdown | -25.97% | -28.38% |
| Sharpe | 0.39 | 0.5 |
| Sortino | 0.59 | 0.73 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.1 | 1.04 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 17.82 | 3.76 |
| Outlier Loss Ratio | 3.61 | 3.36 |
| Volatility (ann.) | 14.56% | 26.07% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.79 | 1.67 |
| Skew | 0.6 | 0.16 |
| Kurtosis | 15.06 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.48% | 3.1% |
| Expected Yearly % | 8.41% | 18.25% |
| Kelly Criterion | 3.08% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.21% |
| Expected Shortfall (cVaR) | -1.24% | -2.21% |
| Year | 4056573:BTCUSD | 4056573:btcusd:triple_gx:lsma150_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 31.50 | 0.64 | - |
| 2025 | -6.45 | -10.62 | 1.65 | - |
| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| MTD | 4.8% | 3.6% |
| 3M | -10.62% | -11.42% |
| 6M | -0.17% | 35.88% |
| YTD | -10.62% | -6.45% |
| 1Y | 17.53% | 39.84% |
| 3Y (ann.) | 20.59% | 47.48% |
| 5Y (ann.) | 20.59% | 47.48% |
| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| Max Drawdown | -25.97% | -28.38% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 0.68 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-03-27 | -25.97 | 125 |
| 2024-08-22 | 2024-11-11 | -11.16 | 80 |
| 2024-05-21 | 2024-07-19 | -6.15 | 59 |
| 2024-07-22 | 2024-08-18 | -6.01 | 27 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4056573:btcusd:triple_gx:lsma150_85_60 | 4056573:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.78% | -12.33% |
| Best Month | 25.86% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 31.5% | 49.48% |
| Worst Year | -10.62% | -6.45% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 4.46% | 6.92% |
| Avg. Down Week | -4.09% | -4.88% |
| Avg. Up Month | 10.69% | 11.9% |
| Avg. Down Month | -7.93% | -9.88% |
| Win Days % | 49.18% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 53.85% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |