| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 46.0% | 39.84% |
| Max Drawdown | -14.57% | -28.38% |
| Sharpe | 0.91 | 0.5 |
| Sortino | 1.5 | 0.73 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 1.17 | 0.96 |
| Outlier Win Ratio | 20.78 | 3.81 |
| Outlier Loss Ratio | 3.85 | 3.08 |
| Volatility (ann.) | 12.94% | 26.07% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.78 | 1.67 |
| Skew | 1.61 | 0.16 |
| Kurtosis | 20.35 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.5% | 3.1% |
| Expected Yearly % | 20.83% | 18.25% |
| Kelly Criterion | 9.99% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.21% |
| Expected Shortfall (cVaR) | -1.08% | -2.21% |
| Year | 4056957:BTCUSD | 4056957:btcusd:triple_gx:lsma220_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 40.91 | 0.83 | - |
| 2025 | -6.45 | 3.61 | -0.56 | + |
| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| MTD | 3.05% | 3.6% |
| 3M | 3.61% | -11.42% |
| 6M | 35.2% | 35.88% |
| YTD | 3.61% | -6.45% |
| 1Y | 46.0% | 39.84% |
| 3Y (ann.) | 55.04% | 47.48% |
| 5Y (ann.) | 55.04% | 47.48% |
| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -28.38% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.96% |
| Avg. Drawdown Days | 22.0 | 12.0 |
| Recovery Factor | 3.16 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-10 | -14.57 | 173 |
| 2025-01-20 | 2025-03-24 | -8.68 | 63 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-23 | 2025-01-20 | -4.96 | 58 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-03-24 | 2025-03-27 | -2.22 | 2 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 4056957:btcusd:triple_gx:lsma220_100_65 | 4056957:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.46% | -12.33% |
| Best Month | 28.31% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 40.91% | 49.48% |
| Worst Year | 3.61% | -6.45% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 4.85% | 7.03% |
| Avg. Down Week | -2.38% | -4.97% |
| Avg. Up Month | 9.33% | 11.53% |
| Avg. Down Month | -6.41% | -7.93% |
| Win Days % | 51.02% | 51.54% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 54.17% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |