| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 53.94% | 66.37% |
| Max Drawdown | -20.69% | -29.51% |
| Sharpe | 0.84 | 0.62 |
| Sortino | 1.32 | 0.91 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 16.8 | 3.86 |
| Outlier Loss Ratio | 4.02 | 3.31 |
| Volatility (ann.) | 13.99% | 25.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.6 | 2.24 |
| Skew | 0.97 | 0.24 |
| Kurtosis | 15.11 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.37% | 3.99% |
| Expected Yearly % | 24.07% | 28.98% |
| Kelly Criterion | 8.32% | 10.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.16% |
| Expected Shortfall (cVaR) | -1.17% | -2.16% |
| Year | 4056921:BTCUSD | 4056921:btcusd:triple_gx:lsma170_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 69.92 | 1.41 | + |
| 2025 | 11.30 | -9.40 | -0.83 | - |
| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| MTD | -0.37% | 10.32% |
| 3M | -3.48% | 7.53% |
| 6M | 1.24% | 18.96% |
| YTD | -9.4% | 11.3% |
| 1Y | 45.14% | 56.85% |
| 3Y (ann.) | 53.76% | 66.14% |
| 5Y (ann.) | 53.76% | 66.14% |
| Metric | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| Max Drawdown | -20.69% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -2.86% | -5.05% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.61 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-05-16 | -20.69 | 174 |
| 2024-08-26 | 2024-09-26 | -10.40 | 31 |
| 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 |
| 2024-07-27 | 2024-08-23 | -5.45 | 26 |
| 2024-10-21 | 2024-11-09 | -4.92 | 19 |
| 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 | 4056921:btcusd:triple_gx:lsma170_95_65 | 4056921:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.25% | -12.33% |
| Best Month | 31.09% | 37.42% |
| Worst Month | -9.25% | -17.69% |
| Best Year | 69.92% | 49.48% |
| Worst Year | -9.4% | 11.3% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 5.72% | 7.55% |
| Avg. Down Week | -3.45% | -5.12% |
| Avg. Up Month | 15.04% | 14.0% |
| Avg. Down Month | -5.85% | -9.5% |
| Win Days % | 50.45% | 51.88% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 51.52% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |