| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 87.32% | 39.84% |
| Max Drawdown | -11.06% | -28.38% |
| Sharpe | 1.33 | 0.5 |
| Sortino | 2.19 | 0.73 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.41 | 1.08 |
| Common Sense Ratio | 1.8 | 1.04 |
| CPC Index | 0.93 | 0.69 |
| Tail Ratio | 1.28 | 0.96 |
| Outlier Win Ratio | 16.03 | 3.84 |
| Outlier Loss Ratio | 3.89 | 3.2 |
| Volatility (ann.) | 14.41% | 26.07% |
| R^2 | 0.31 | 0.31 |
| Calmar | 9.67 | 1.67 |
| Skew | 1.14 | 0.16 |
| Kurtosis | 14.62 | 6.36 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 5.87% | 3.1% |
| Expected Yearly % | 36.87% | 18.25% |
| Kelly Criterion | 14.58% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.21% |
| Expected Shortfall (cVaR) | -1.19% | -2.21% |
| Year | 4056974:BTCUSD | 4056974:btcusd:triple_gx:lsma175_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 78.67 | 1.59 | + |
| 2025 | -6.45 | 4.84 | -0.75 | + |
| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| MTD | 4.76% | 3.6% |
| 3M | 4.84% | -11.42% |
| 6M | 34.74% | 35.88% |
| YTD | 4.84% | -6.45% |
| 1Y | 87.32% | 39.84% |
| 3Y (ann.) | 106.95% | 47.48% |
| 5Y (ann.) | 106.95% | 47.48% |
| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| Max Drawdown | -11.06% | -28.38% |
| Longest DD Days | 58.0 | 144.0 |
| Avg. Drawdown | -2.6% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 7.9 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-01-20 | -11.06 | 58 |
| 2024-08-26 | 2024-09-24 | -8.84 | 29 |
| 2025-01-20 | 2025-03-19 | -8.68 | 58 |
| 2024-09-28 | 2024-11-10 | -6.16 | 42 |
| 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 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.44% | -12.33% |
| Best Month | 30.82% | 37.42% |
| Worst Month | -0.88% | -17.69% |
| Best Year | 78.67% | 49.48% |
| Worst Year | 4.84% | -6.45% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.62% | 7.34% |
| Avg. Down Week | -4.32% | -4.23% |
| Avg. Up Month | 11.74% | 11.53% |
| Avg. Down Month | -0.8% | -8.73% |
| Win Days % | 52.28% | 51.54% |
| Win Month % | 75.0% | 63.64% |
| Win Week % | 76.0% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |