| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 49.6% | 39.84% |
| Max Drawdown | -18.07% | -28.38% |
| Sharpe | 0.87 | 0.5 |
| Sortino | 1.42 | 0.73 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | 1.41 | 1.04 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 18.35 | 3.81 |
| Outlier Loss Ratio | 3.55 | 3.24 |
| Volatility (ann.) | 14.58% | 26.07% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.29 | 1.67 |
| Skew | 1.63 | 0.16 |
| Kurtosis | 21.91 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.73% | 3.1% |
| Expected Yearly % | 22.31% | 18.25% |
| Kelly Criterion | 10.05% | 11.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.21% |
| Expected Shortfall (cVaR) | -1.22% | -2.21% |
| Year | 4056578:BTCUSD | 4056578:btcusd:triple_gx:lsma170_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 71.65 | 1.45 | + |
| 2025 | -6.45 | -12.85 | 1.99 | - |
| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| MTD | 3.62% | 3.6% |
| 3M | -12.85% | -11.42% |
| 6M | 23.18% | 35.88% |
| YTD | -12.85% | -6.45% |
| 1Y | 49.6% | 39.84% |
| 3Y (ann.) | 59.47% | 47.48% |
| 5Y (ann.) | 59.47% | 47.48% |
| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -28.38% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.75 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-03-27 | -18.07 | 125 |
| 2024-08-22 | 2024-09-24 | -9.08 | 33 |
| 2024-05-21 | 2024-07-19 | -6.15 | 59 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 4056578:btcusd:triple_gx:lsma170_85_60 | 4056578:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.51% | -12.33% |
| Best Month | 42.3% | 37.42% |
| Worst Month | -9.06% | -17.69% |
| Best Year | 71.65% | 49.48% |
| Worst Year | -12.85% | -6.45% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.24% | 7.16% |
| Avg. Down Week | -3.55% | -5.27% |
| Avg. Up Month | 14.25% | 11.9% |
| Avg. Down Month | -6.12% | -13.21% |
| Win Days % | 50.64% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 58.33% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |