| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 48.56% | 39.84% |
| Max Drawdown | -24.33% | -28.38% |
| Sharpe | 0.77 | 0.5 |
| Sortino | 1.14 | 0.73 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 12.2 | 3.84 |
| Outlier Loss Ratio | 3.67 | 3.39 |
| Volatility (ann.) | 16.73% | 26.07% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.39 | 1.67 |
| Skew | 0.19 | 0.16 |
| Kurtosis | 10.81 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.66% | 3.1% |
| Expected Yearly % | 21.89% | 18.25% |
| Kelly Criterion | 6.68% | 4.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.21% |
| Expected Shortfall (cVaR) | -1.41% | -2.21% |
| Year | 4056880:BTCUSD | 4056880:btcusd:triple_gx:lsma105_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.07 | 1.05 | + |
| 2025 | -6.45 | -2.30 | 0.36 | + |
| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| MTD | 5.5% | 3.6% |
| 3M | -2.3% | -11.42% |
| 6M | 22.17% | 35.88% |
| YTD | -2.3% | -6.45% |
| 1Y | 48.56% | 39.84% |
| 3Y (ann.) | 58.2% | 47.48% |
| 5Y (ann.) | 58.2% | 47.48% |
| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.2% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.0 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -24.33 | 99 |
| 2024-05-21 | 2024-08-23 | -21.25 | 94 |
| 2024-08-29 | 2024-09-18 | -5.62 | 20 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-08-28 | 2024-08-29 | -2.14 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | 4056880:btcusd:triple_gx:lsma105_90_65 | 4056880:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 31.92% | 37.42% |
| Worst Month | -8.92% | -17.69% |
| Best Year | 52.07% | 49.48% |
| Worst Year | -2.3% | -6.45% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 4.56% | 6.65% |
| Avg. Down Week | -4.46% | -4.62% |
| Avg. Up Month | 8.76% | 11.44% |
| Avg. Down Month | -7.52% | -9.34% |
| Win Days % | 51.53% | 51.54% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 68.75% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |