| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 52.38% | 39.84% |
| Max Drawdown | -14.91% | -28.38% |
| Sharpe | 0.95 | 0.5 |
| Sortino | 1.54 | 0.73 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 1.38 | 1.04 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.07 | 0.96 |
| Outlier Win Ratio | 18.14 | 3.83 |
| Outlier Loss Ratio | 3.82 | 3.17 |
| Volatility (ann.) | 13.76% | 26.07% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.22 | 1.67 |
| Skew | 1.25 | 0.16 |
| Kurtosis | 16.81 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.9% | 3.1% |
| Expected Yearly % | 23.44% | 18.25% |
| Kelly Criterion | 10.44% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.21% |
| Expected Shortfall (cVaR) | -1.15% | -2.21% |
| Year | 4057002:BTCUSD | 4057002:btcusd:triple_gx:lsma195_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.56 | 1.04 | + |
| 2025 | -6.45 | 0.54 | -0.08 | + |
| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| MTD | 1.14% | 3.6% |
| 3M | 0.54% | -11.42% |
| 6M | 27.87% | 35.88% |
| YTD | 0.54% | -6.45% |
| 1Y | 52.38% | 39.84% |
| 3Y (ann.) | 62.92% | 47.48% |
| 5Y (ann.) | 62.92% | 47.48% |
| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| Max Drawdown | -14.91% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.96% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 3.51 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-10 | -14.91 | 104 |
| 2024-11-23 | 2025-03-27 | -10.39 | 124 |
| 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 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.08% | -12.33% |
| Best Month | 26.87% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 51.56% | 49.48% |
| Worst Year | 0.54% | -6.45% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.11% | 7.24% |
| Avg. Down Week | -3.56% | -4.85% |
| Avg. Up Month | 9.22% | 11.73% |
| Avg. Down Month | -8.08% | -8.73% |
| Win Days % | 51.6% | 51.54% |
| Win Month % | 75.0% | 63.64% |
| Win Week % | 66.67% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |