| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 36.1% | 66.37% |
| Max Drawdown | -21.36% | -29.51% |
| Sharpe | 0.63 | 0.62 |
| Sortino | 1.02 | 0.91 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.7 | 0.69 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 19.17 | 3.75 |
| Outlier Loss Ratio | 3.89 | 3.23 |
| Volatility (ann.) | 13.59% | 25.6% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.68 | 2.24 |
| Skew | 1.79 | 0.24 |
| Kurtosis | 24.43 | 6.77 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.4% | 3.99% |
| Expected Yearly % | 16.66% | 28.98% |
| Kelly Criterion | 6.38% | 11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.16% |
| Expected Shortfall (cVaR) | -1.15% | -2.16% |
| Year | 4056801:BTCUSD | 4056801:btcusd:triple_gx:lsma165_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 50.51 | 1.02 | + |
| 2025 | 11.30 | -9.57 | -0.85 | - |
| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| MTD | 0.73% | 10.32% |
| 3M | 2.06% | 7.53% |
| 6M | 0.66% | 18.96% |
| YTD | -9.57% | 11.3% |
| 1Y | 28.31% | 56.85% |
| 3Y (ann.) | 35.99% | 66.14% |
| 5Y (ann.) | 35.99% | 66.14% |
| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| Max Drawdown | -21.36% | -29.51% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -3.27% | -5.05% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.69 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-05-16 | -21.36 | 129 |
| 2024-07-22 | 2024-11-06 | -10.90 | 107 |
| 2024-05-21 | 2024-07-15 | -5.67 | 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 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| Metric | 4056801:btcusd:triple_gx:lsma165_75_65 | 4056801:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 39.29% | 37.42% |
| Worst Month | -11.4% | -17.69% |
| Best Year | 50.51% | 49.48% |
| Worst Year | -9.57% | 11.3% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 6.18% | 7.65% |
| Avg. Down Week | -4.3% | -5.31% |
| Avg. Up Month | 11.38% | 13.39% |
| Avg. Down Month | -4.66% | -9.5% |
| Win Days % | 48.64% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 46.67% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |