| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 29.12% | 39.84% |
| Max Drawdown | -29.11% | -28.38% |
| Sharpe | 0.5 | 0.5 |
| Sortino | 0.75 | 0.73 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.17 | 1.04 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.05 | 0.96 |
| Outlier Win Ratio | 11.3 | 3.83 |
| Outlier Loss Ratio | 4.05 | 3.83 |
| Volatility (ann.) | 17.72% | 26.07% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.18 | 1.67 |
| Skew | 0.45 | 0.16 |
| Kurtosis | 12.09 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.35% | 3.1% |
| Expected Yearly % | 13.63% | 18.25% |
| Kelly Criterion | 3.93% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.21% |
| Expected Shortfall (cVaR) | -1.5% | -2.21% |
| Year | 4056845:BTCUSD | 4056845:btcusd:triple_gx:lsma90_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 43.85 | 0.89 | - |
| 2025 | -6.45 | -10.24 | 1.59 | - |
| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| MTD | -1.01% | 3.6% |
| 3M | -10.24% | -11.42% |
| 6M | 21.44% | 35.88% |
| YTD | -10.24% | -6.45% |
| 1Y | 29.12% | 39.84% |
| 3Y (ann.) | 34.47% | 47.48% |
| 5Y (ann.) | 34.47% | 47.48% |
| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| Max Drawdown | -29.11% | -28.38% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.41% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 1.0 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -29.11 | 99 |
| 2024-05-19 | 2024-10-15 | -21.05 | 149 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-12-10 | 2024-12-11 | -3.51 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 4056845:btcusd:triple_gx:lsma90_85_65 | 4056845:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.13% | -12.33% |
| Best Month | 40.88% | 37.42% |
| Worst Month | -8.95% | -17.69% |
| Best Year | 43.85% | 49.48% |
| Worst Year | -10.24% | -6.45% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 5.2% | 7.46% |
| Avg. Down Week | -3.83% | -4.72% |
| Avg. Up Month | 13.01% | 15.93% |
| Avg. Down Month | -5.64% | -9.34% |
| Win Days % | 50.08% | 51.54% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 54.29% | 53.19% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |