| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 62.52% | 66.37% |
| Max Drawdown | -20.68% | -29.51% |
| Sharpe | 0.88 | 0.62 |
| Sortino | 1.37 | 0.91 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 14.55 | 3.88 |
| Outlier Loss Ratio | 3.85 | 3.37 |
| Volatility (ann.) | 14.97% | 25.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.01 | 2.24 |
| Skew | 0.7 | 0.24 |
| Kurtosis | 12.41 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.81% | 3.99% |
| Expected Yearly % | 27.48% | 28.98% |
| Kelly Criterion | 8.61% | 7.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.16% |
| Expected Shortfall (cVaR) | -1.25% | -2.16% |
| Year | 4056885:BTCUSD | 4056885:btcusd:triple_gx:lsma135_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 56.60 | 1.14 | + |
| 2025 | 11.30 | 3.78 | 0.33 | - |
| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| MTD | -0.52% | 10.32% |
| 3M | 1.69% | 7.53% |
| 6M | 4.43% | 18.96% |
| YTD | 3.78% | 11.3% |
| 1Y | 53.22% | 56.85% |
| 3Y (ann.) | 62.3% | 66.14% |
| 5Y (ann.) | 62.3% | 66.14% |
| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| Max Drawdown | -20.68% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.72% | -5.05% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 3.02 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -20.68 | 149 |
| 2024-05-21 | 2024-07-16 | -8.78 | 56 |
| 2024-08-29 | 2024-09-19 | -7.39 | 20 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885: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 | 29.96% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | 56.6% | 49.48% |
| Worst Year | 3.78% | 11.3% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.29% | 7.11% |
| Avg. Down Week | -3.71% | -4.8% |
| Avg. Up Month | 11.4% | 13.29% |
| Avg. Down Month | -6.02% | -7.67% |
| Win Days % | 51.87% | 51.88% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 58.82% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |