| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 20.36% | 38.53% |
| Max Drawdown | -23.07% | -28.38% |
| Sharpe | 0.43 | 0.49 |
| Sortino | 0.64 | 0.71 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.14 | 1.04 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.02 | 0.96 |
| Outlier Win Ratio | 16.2 | 3.81 |
| Outlier Loss Ratio | 3.64 | 3.37 |
| Volatility (ann.) | 15.09% | 26.09% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.04 | 1.62 |
| Skew | 0.43 | 0.16 |
| Kurtosis | 13.22 | 6.35 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.7% | 3.01% |
| Expected Yearly % | 9.71% | 17.7% |
| Kelly Criterion | 3.51% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.21% |
| Expected Shortfall (cVaR) | -1.28% | -2.21% |
| Year | 4056856:BTCUSD | 4056856:btcusd:triple_gx:lsma135_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 27.01 | 0.55 | - |
| 2025 | -7.32 | -5.24 | 0.72 | + |
| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| MTD | 3.3% | 2.63% |
| 3M | -5.24% | -12.25% |
| 6M | 7.53% | 34.61% |
| YTD | -5.24% | -7.32% |
| 1Y | 20.36% | 38.53% |
| 3Y (ann.) | 23.95% | 45.89% |
| 5Y (ann.) | 23.95% | 45.89% |
| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| Max Drawdown | -23.07% | -28.38% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.96% |
| Avg. Drawdown Days | 17.0 | 12.0 |
| Recovery Factor | 0.88 | 1.36 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -23.07 | 98 |
| 2024-08-27 | 2024-11-10 | -11.76 | 75 |
| 2024-05-19 | 2024-08-20 | -9.76 | 92 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 4056856:btcusd:triple_gx:lsma135_85_65 | 4056856:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -11.08% | -12.33% |
| Best Month | 29.81% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | 27.01% | 49.48% |
| Worst Year | -5.24% | -7.32% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 4.75% | 7.64% |
| Avg. Down Week | -4.5% | -5.32% |
| Avg. Up Month | 8.82% | 11.71% |
| Avg. Down Month | -8.99% | -10.46% |
| Win Days % | 49.79% | 51.47% |
| Win Month % | 60.0% | 63.64% |
| Win Week % | 60.71% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |