| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 45.32% | 40.19% |
| Max Drawdown | -22.33% | -28.38% |
| Sharpe | 0.82 | 0.51 |
| Sortino | 1.3 | 0.73 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.75 | 0.69 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 17.17 | 3.83 |
| Outlier Loss Ratio | 3.92 | 3.3 |
| Volatility (ann.) | 14.45% | 26.09% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.44 | 1.69 |
| Skew | 0.98 | 0.16 |
| Kurtosis | 15.05 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.46% | 3.12% |
| Expected Yearly % | 20.55% | 18.4% |
| Kelly Criterion | 8.08% | 12.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.21% |
| Expected Shortfall (cVaR) | -1.21% | -2.21% |
| Year | 4056918:BTCUSD | 4056918:btcusd:triple_gx:lsma165_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 76.50 | 1.55 | + |
| 2025 | -6.21 | -17.67 | 2.84 | - |
| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| MTD | -1.48% | 3.86% |
| 3M | -17.67% | -7.61% |
| 6M | 10.75% | 38.23% |
| YTD | -17.67% | -6.21% |
| 1Y | 45.32% | 40.19% |
| 3Y (ann.) | 54.42% | 48.1% |
| 5Y (ann.) | 54.42% | 48.1% |
| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| Max Drawdown | -22.33% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -2.74% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 2.03 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-26 | -22.33 | 123 |
| 2024-08-26 | 2024-09-27 | -11.21 | 32 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-09 | -4.92 | 19 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 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 | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.16% | -12.33% |
| Best Month | 31.09% | 37.42% |
| Worst Month | -10.16% | -17.69% |
| Best Year | 76.5% | 49.48% |
| Worst Year | -17.67% | -6.21% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.66% | 7.36% |
| Avg. Down Week | -3.66% | -5.35% |
| Avg. Up Month | 16.09% | 13.98% |
| Avg. Down Month | -5.51% | -13.21% |
| Win Days % | 49.32% | 51.47% |
| Win Month % | 44.44% | 63.64% |
| Win Week % | 55.56% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |