| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 49.47% | 40.19% |
| Max Drawdown | -23.62% | -28.38% |
| Sharpe | 0.84 | 0.51 |
| Sortino | 1.3 | 0.73 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 1.41 | 1.04 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.15 | 0.96 |
| Outlier Win Ratio | 15.14 | 3.83 |
| Outlier Loss Ratio | 3.76 | 3.33 |
| Volatility (ann.) | 15.21% | 26.09% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.52 | 1.69 |
| Skew | 0.67 | 0.16 |
| Kurtosis | 12.94 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.72% | 3.12% |
| Expected Yearly % | 22.26% | 18.4% |
| Kelly Criterion | 7.75% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.21% |
| Expected Shortfall (cVaR) | -1.27% | -2.21% |
| Year | 4056886:BTCUSD | 4056886:btcusd:triple_gx:lsma140_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 54.29 | 1.10 | + |
| 2025 | -6.21 | -3.12 | 0.50 | + |
| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| MTD | 4.03% | 3.86% |
| 3M | -3.12% | -7.61% |
| 6M | 10.03% | 38.23% |
| YTD | -3.12% | -6.21% |
| 1Y | 49.47% | 40.19% |
| 3Y (ann.) | 59.56% | 48.1% |
| 5Y (ann.) | 59.56% | 48.1% |
| Metric | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| Max Drawdown | -23.62% | -28.38% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 2.09 | 1.42 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -23.62 | 98 |
| 2024-08-29 | 2024-09-19 | -7.39 | 20 |
| 2024-05-21 | 2024-07-15 | -6.22 | 55 |
| 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 | 4056886:btcusd:triple_gx:lsma140_90_65 | 4056886:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -13.9% | -12.33% |
| Best Month | 29.96% | 37.42% |
| Worst Month | -13.9% | -17.69% |
| Best Year | 54.29% | 49.48% |
| Worst Year | -3.12% | -6.21% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.67% | 6.63% |
| Avg. Down Week | -4.43% | -5.32% |
| Avg. Up Month | 10.52% | 11.58% |
| Avg. Down Month | -10.46% | -10.46% |
| Win Days % | 50.92% | 51.47% |
| Win Month % | 70.0% | 63.64% |
| Win Week % | 71.43% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |