| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 66.25% | 39.84% |
| Max Drawdown | -15.15% | -28.38% |
| Sharpe | 1.09 | 0.5 |
| Sortino | 1.76 | 0.73 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.32 | 1.08 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.83 | 0.68 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 16.48 | 3.84 |
| Outlier Loss Ratio | 3.84 | 3.21 |
| Volatility (ann.) | 14.46% | 26.07% |
| R^2 | 0.31 | 0.31 |
| Calmar | 5.29 | 1.67 |
| Skew | 1.06 | 0.16 |
| Kurtosis | 14.72 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.73% | 3.1% |
| Expected Yearly % | 28.94% | 18.25% |
| Kelly Criterion | 11.77% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 4057001:BTCUSD | 4057001:btcusd:triple_gx:lsma185_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 63.01 | 1.27 | + |
| 2025 | -6.45 | 1.99 | -0.31 | + |
| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| MTD | 0.89% | 3.6% |
| 3M | 1.99% | -11.42% |
| 6M | 28.87% | 35.88% |
| YTD | 1.99% | -6.45% |
| 1Y | 66.25% | 39.84% |
| 3Y (ann.) | 80.22% | 47.48% |
| 5Y (ann.) | 80.22% | 47.48% |
| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| Max Drawdown | -15.15% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -2.83% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 4.37 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -15.15 | 124 |
| 2024-08-26 | 2024-09-26 | -9.85 | 31 |
| 2024-09-28 | 2024-11-10 | -6.11 | 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 |
| 2024-07-29 | 2024-08-23 | -4.48 | 25 |
| 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 | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.93% | -12.33% |
| Best Month | 26.87% | 37.42% |
| Worst Month | -3.03% | -17.69% |
| Best Year | 63.01% | 49.48% |
| Worst Year | 1.99% | -6.45% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.64% | 7.34% |
| Avg. Down Week | -4.03% | -4.85% |
| Avg. Up Month | 8.33% | 11.44% |
| Avg. Down Month | -3.03% | -8.73% |
| Win Days % | 51.52% | 51.54% |
| Win Month % | 87.5% | 63.64% |
| Win Week % | 68.0% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |