| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 45.44% | 66.37% |
| Max Drawdown | -26.89% | -29.51% |
| Sharpe | 0.65 | 0.62 |
| Sortino | 0.96 | 0.91 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.29 | 1.09 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 11.44 | 3.88 |
| Outlier Loss Ratio | 3.9 | 3.47 |
| Volatility (ann.) | 16.57% | 25.6% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.68 | 2.24 |
| Skew | 0.22 | 0.24 |
| Kurtosis | 10.05 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.92% | 3.99% |
| Expected Yearly % | 20.6% | 28.98% |
| Kelly Criterion | 5.27% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.16% |
| Expected Shortfall (cVaR) | -1.4% | -2.16% |
| Year | 4056905:BTCUSD | 4056905:btcusd:triple_gx:lsma100_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.27 | 1.16 | + |
| 2025 | 11.30 | -7.52 | -0.67 | - |
| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| MTD | -0.74% | 10.32% |
| 3M | -4.1% | 7.53% |
| 6M | -0.35% | 18.96% |
| YTD | -7.52% | 11.3% |
| 1Y | 37.12% | 56.85% |
| 3Y (ann.) | 45.29% | 66.14% |
| 5Y (ann.) | 45.29% | 66.14% |
| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| Max Drawdown | -26.89% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.15% | -5.05% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 1.69 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -26.89 | 149 |
| 2024-05-21 | 2024-08-23 | -21.19 | 94 |
| 2024-08-26 | 2024-09-19 | -7.71 | 24 |
| 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 |
| 2024-09-28 | 2024-10-15 | -1.94 | 17 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | 4056905:btcusd:triple_gx:lsma100_95_65 | 4056905:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.55% | -12.33% |
| Best Month | 30.77% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | 57.27% | 49.48% |
| Worst Year | -7.52% | 11.3% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 5.35% | 7.2% |
| Avg. Down Week | -3.39% | -4.72% |
| Avg. Up Month | 11.6% | 13.49% |
| Avg. Down Month | -5.38% | -7.53% |
| Win Days % | 50.86% | 51.88% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 47.62% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |