| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 70.67% | 40.19% |
| Max Drawdown | -9.43% | -28.38% |
| Sharpe | 1.24 | 0.51 |
| Sortino | 2.25 | 0.73 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.45 | 1.08 |
| Common Sense Ratio | 1.98 | 1.04 |
| CPC Index | 0.99 | 0.7 |
| Tail Ratio | 1.36 | 0.96 |
| Outlier Win Ratio | 20.85 | 3.81 |
| Outlier Loss Ratio | 3.95 | 3.08 |
| Volatility (ann.) | 13.18% | 26.09% |
| R^2 | 0.26 | 0.26 |
| Calmar | 9.14 | 1.69 |
| Skew | 2.79 | 0.16 |
| Kurtosis | 29.56 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.98% | 3.12% |
| Expected Yearly % | 30.64% | 18.4% |
| Kelly Criterion | 14.83% | 12.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.21% |
| Expected Shortfall (cVaR) | -1.09% | -2.21% |
| Year | 4056902:BTCUSD | 4056902:btcusd:triple_gx:lsma215_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 67.39 | 1.36 | + |
| 2025 | -6.21 | 1.96 | -0.32 | + |
| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| MTD | 1.0% | 3.86% |
| 3M | 1.96% | -7.61% |
| 6M | 47.54% | 38.23% |
| YTD | 1.96% | -6.21% |
| 1Y | 70.67% | 40.19% |
| 3Y (ann.) | 86.15% | 48.1% |
| 5Y (ann.) | 86.15% | 48.1% |
| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| Max Drawdown | -9.43% | -28.38% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 7.5 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-08-29 | -9.43 | 100 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2024-08-29 | 2024-09-19 | -7.96 | 20 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -4.09% | -12.33% |
| Best Month | 41.04% | 37.42% |
| Worst Month | -4.09% | -17.69% |
| Best Year | 67.39% | 49.48% |
| Worst Year | 1.96% | -6.21% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 5.53% | 7.05% |
| Avg. Down Week | -2.17% | -4.67% |
| Avg. Up Month | 11.12% | 11.58% |
| Avg. Down Month | -2.53% | -7.93% |
| Win Days % | 51.5% | 51.47% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 63.64% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |