| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 55.37% | 66.37% |
| Max Drawdown | -12.37% | -29.51% |
| Sharpe | 0.92 | 0.62 |
| Sortino | 1.57 | 0.91 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.51 | 1.09 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 19.76 | 3.64 |
| Outlier Loss Ratio | 4.03 | 3.14 |
| Volatility (ann.) | 12.82% | 25.6% |
| R^2 | 0.25 | 0.25 |
| Calmar | 4.46 | 2.24 |
| Skew | 2.36 | 0.24 |
| Kurtosis | 28.82 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.45% | 3.99% |
| Expected Yearly % | 24.65% | 28.98% |
| Kelly Criterion | 10.51% | 12.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.16% |
| Expected Shortfall (cVaR) | -1.07% | -2.16% |
| Year | 4056839:BTCUSD | 4056839:btcusd:triple_gx:lsma200_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.10 | 1.03 | + |
| 2025 | 11.30 | 2.83 | 0.25 | - |
| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| MTD | 0.79% | 10.32% |
| 3M | 5.99% | 7.53% |
| 6M | 15.37% | 18.96% |
| YTD | 2.83% | 11.3% |
| 1Y | 46.48% | 56.85% |
| 3Y (ann.) | 55.18% | 66.14% |
| 5Y (ann.) | 55.18% | 66.14% |
| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| Max Drawdown | -12.37% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -3.06% | -5.05% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 4.48 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-28 | -12.37 | 97 |
| 2024-07-22 | 2024-10-20 | -10.44 | 90 |
| 2024-05-18 | 2024-07-21 | -7.67 | 64 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2025-05-02 | 2025-05-16 | -4.01 | 13 |
| 2024-11-21 | 2025-01-20 | -2.76 | 59 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| Metric | 4056839:btcusd:triple_gx:lsma200_80_65 | 4056839:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 43.15% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 51.1% | 49.48% |
| Worst Year | 2.83% | 11.3% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 5.64% | 7.15% |
| Avg. Down Week | -2.52% | -3.81% |
| Avg. Up Month | 12.17% | 13.39% |
| Avg. Down Month | -5.39% | -5.98% |
| Win Days % | 50.75% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 51.72% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |