| Metric | 11153962:btcusd:triple_gx:lsma255_25_30 | 11153962:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 39.7% | 38.97% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | 1.84 | 0.98 |
| Sortino | 3.95 | 1.54 |
| Payoff Ratio | 1.69 | 1.43 |
| Profit Factor | 2.02 | 1.15 |
| Common Sense Ratio | 7.77 | 1.29 |
| CPC Index | 1.76 | 0.82 |
| Tail Ratio | 3.84 | 1.12 |
| Outlier Win Ratio | 27.95 | 3.24 |
| Outlier Loss Ratio | 3.8 | 2.41 |
| Volatility (ann.) | 21.53% | 50.48% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.77 | 1.71 |
| Skew | 3.96 | 0.59 |
| Kurtosis | 35.25 | 2.47 |
| Expected Daily % | 0.1% | 0.1% |
| Expected Monthly % | 3.09% | 3.04% |
| Expected Yearly % | 18.2% | 17.89% |
| Kelly Criterion | 22.88% | 14.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.21% |
| Expected Shortfall (cVaR) | -1.75% | -4.21% |
| Year | 11153962:BTCUSD | 11153962:btcusd:triple_gx:lsma255_25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 38.96 | 0.81 | - |
| 2025 | -6.34 | 0.53 | -0.08 | + |
| Metric | 11153962:btcusd:triple_gx:lsma255_25_30 | 11153962:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.3% | -8.05% |
| 6M | 39.7% | 37.53% |
| YTD | 0.53% | -6.34% |
| 1Y | 39.7% | 38.97% |
| 3Y (ann.) | 45.4% | 44.56% |
| 5Y (ann.) | 45.4% | 44.56% |
| Metric | 11153962:btcusd:triple_gx:lsma255_25_30 | 11153962:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 77.0 | 161.0 |
| Avg. Drawdown | -2.78% | -6.87% |
| Avg. Drawdown Days | 12.0 | 21.0 |
| Recovery Factor | 4.17 | 1.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-07 | 2024-11-06 | -4.19 | 30 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-17 | 2024-12-24 | -0.66 | 7 |
| 2024-10-03 | 2024-10-04 | -0.18 | 1 |
| 2024-10-05 | 2024-10-06 | -0.06 | 1 |
| Metric | 11153962:btcusd:triple_gx:lsma255_25_30 | 11153962:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -0.72% | -17.69% |
| Best Year | 38.96% | 48.38% |
| Worst Year | 0.53% | -6.34% |
| Avg. Up Day | 2.12% | 2.15% |
| Avg. Down Day | -1.26% | -1.5% |
| Avg. Up Week | 5.6% | 6.96% |
| Avg. Down Week | -1.47% | -3.07% |
| Avg. Up Month | 10.1% | 19.34% |
| Avg. Down Month | -0.72% | -17.69% |
| Win Days % | 51.56% | 49.69% |
| Win Month % | 80.0% | 63.64% |
| Win Week % | 60.0% | 52.08% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |