| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 43.37% | 39.84% |
| Max Drawdown | -23.16% | -28.38% |
| Sharpe | 0.78 | 0.5 |
| Sortino | 1.2 | 0.73 |
| Payoff Ratio | 1.15 | 1.16 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 16.51 | 3.83 |
| Outlier Loss Ratio | 3.74 | 3.32 |
| Volatility (ann.) | 14.8% | 26.07% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.24 | 1.67 |
| Skew | 0.75 | 0.16 |
| Kurtosis | 14.36 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.33% | 3.1% |
| Expected Yearly % | 19.74% | 18.25% |
| Kelly Criterion | 8.45% | 9.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.21% |
| Expected Shortfall (cVaR) | -1.24% | -2.21% |
| Year | 4056602:BTCUSD | 4056602:btcusd:triple_gx:lsma145_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 54.27 | 1.10 | + |
| 2025 | -6.45 | -7.07 | 1.10 | - |
| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| MTD | 5.28% | 3.6% |
| 3M | -7.07% | -11.42% |
| 6M | 9.53% | 35.88% |
| YTD | -7.07% | -6.45% |
| 1Y | 43.37% | 39.84% |
| 3Y (ann.) | 51.8% | 47.48% |
| 5Y (ann.) | 51.8% | 47.48% |
| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| Max Drawdown | -23.16% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 1.87 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -23.16 | 99 |
| 2024-08-26 | 2024-10-18 | -11.38 | 53 |
| 2024-07-22 | 2024-08-18 | -6.01 | 27 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 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 | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 29.87% | 37.42% |
| Worst Month | -9.16% | -17.69% |
| Best Year | 54.27% | 49.48% |
| Worst Year | -7.07% | -6.45% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 4.83% | 6.69% |
| Avg. Down Week | -3.28% | -5.35% |
| Avg. Up Month | 13.14% | 11.9% |
| Avg. Down Month | -4.88% | -9.88% |
| Win Days % | 50.98% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 59.26% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |