| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 45.18% | 40.19% |
| Max Drawdown | -14.69% | -28.38% |
| Sharpe | 0.9 | 0.51 |
| Sortino | 1.5 | 0.73 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 1.6 | 1.04 |
| CPC Index | 0.82 | 0.69 |
| Tail Ratio | 1.24 | 0.96 |
| Outlier Win Ratio | 21.03 | 3.81 |
| Outlier Loss Ratio | 3.95 | 3.08 |
| Volatility (ann.) | 12.91% | 26.09% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.69 | 1.69 |
| Skew | 1.66 | 0.16 |
| Kurtosis | 20.69 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.45% | 3.12% |
| Expected Yearly % | 20.49% | 18.4% |
| Kelly Criterion | 9.94% | 12.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.21% |
| Expected Shortfall (cVaR) | -1.08% | -2.21% |
| Year | 4056925:BTCUSD | 4056925:btcusd:triple_gx:lsma195_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 53.41 | 1.08 | + |
| 2025 | -6.21 | -5.36 | 0.86 | + |
| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| MTD | 0.96% | 3.86% |
| 3M | -5.36% | -7.61% |
| 6M | 28.37% | 38.23% |
| YTD | -5.36% | -6.21% |
| 1Y | 45.18% | 40.19% |
| 3Y (ann.) | 54.25% | 48.1% |
| 5Y (ann.) | 54.25% | 48.1% |
| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| Max Drawdown | -14.69% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -3.2% | -4.96% |
| Avg. Drawdown Days | 17.0 | 12.0 |
| Recovery Factor | 3.08 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2024-11-10 | -14.69 | 105 |
| 2024-11-23 | 2025-03-26 | -10.78 | 123 |
| 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 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.46% | -12.33% |
| Best Month | 31.09% | 37.42% |
| Worst Month | -8.68% | -17.69% |
| Best Year | 53.41% | 49.48% |
| Worst Year | -5.36% | -6.21% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.2% | 7.05% |
| Avg. Down Week | -2.48% | -4.66% |
| Avg. Up Month | 9.63% | 11.78% |
| Avg. Down Month | -8.68% | -8.73% |
| Win Days % | 49.48% | 51.47% |
| Win Month % | 77.78% | 63.64% |
| Win Week % | 56.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |