| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 50.14% | 66.37% |
| Max Drawdown | -24.49% | -29.51% |
| Sharpe | 0.75 | 0.62 |
| Sortino | 1.15 | 0.91 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.28 | 1.09 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 14.26 | 3.88 |
| Outlier Loss Ratio | 3.96 | 3.39 |
| Volatility (ann.) | 15.03% | 25.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.04 | 2.24 |
| Skew | 0.68 | 0.24 |
| Kurtosis | 12.18 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.18% | 3.99% |
| Expected Yearly % | 22.53% | 28.98% |
| Kelly Criterion | 6.93% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.16% |
| Expected Shortfall (cVaR) | -1.26% | -2.16% |
| Year | 4056912:BTCUSD | 4056912:btcusd:triple_gx:lsma135_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 58.67 | 1.19 | + |
| 2025 | 11.30 | -5.38 | -0.48 | - |
| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| MTD | -0.52% | 10.32% |
| 3M | -2.3% | 7.53% |
| 6M | -1.84% | 18.96% |
| YTD | -5.38% | 11.3% |
| 1Y | 41.55% | 56.85% |
| 3Y (ann.) | 49.97% | 66.14% |
| 5Y (ann.) | 49.97% | 66.14% |
| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| Max Drawdown | -24.49% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.99% | -5.05% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.05 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -24.49 | 149 |
| 2024-08-26 | 2024-11-10 | -13.40 | 76 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-14 | -5.83 | 54 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-27 | 2024-08-20 | -3.30 | 23 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.55% | -12.33% |
| Best Month | 28.33% | 37.42% |
| Worst Month | -9.08% | -17.69% |
| Best Year | 58.67% | 49.48% |
| Worst Year | -5.38% | 11.3% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.43% | 7.23% |
| Avg. Down Week | -3.54% | -4.99% |
| Avg. Up Month | 14.33% | 14.0% |
| Avg. Down Month | -4.76% | -7.93% |
| Win Days % | 50.94% | 51.88% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 52.78% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |