| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 60.44% | 66.37% |
| Max Drawdown | -27.13% | -29.51% |
| Sharpe | 0.81 | 0.62 |
| Sortino | 1.22 | 0.91 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.39 | 1.09 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 11.75 | 3.91 |
| Outlier Loss Ratio | 4.05 | 3.46 |
| Volatility (ann.) | 16.25% | 25.6% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.22 | 2.24 |
| Skew | 0.43 | 0.24 |
| Kurtosis | 10.05 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.7% | 3.99% |
| Expected Yearly % | 26.66% | 28.98% |
| Kelly Criterion | 6.67% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.16% |
| Expected Shortfall (cVaR) | -1.36% | -2.16% |
| Year | 4051766:BTCUSD | 4051766:btcusd:triple_gx:lsma110_100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 65.81 | 1.33 | + |
| 2025 | 11.30 | -3.24 | -0.29 | - |
| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| MTD | 0.63% | 10.32% |
| 3M | -6.28% | 7.53% |
| 6M | 1.23% | 18.96% |
| YTD | -3.24% | 11.3% |
| 1Y | 51.26% | 56.85% |
| 3Y (ann.) | 60.23% | 66.14% |
| 5Y (ann.) | 60.23% | 66.14% |
| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| Max Drawdown | -27.13% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -3.41% | -5.05% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 2.23 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-16 | -27.13 | 116 |
| 2024-05-21 | 2024-07-19 | -14.18 | 59 |
| 2024-07-22 | 2024-08-23 | -9.67 | 32 |
| 2024-12-17 | 2025-01-20 | -8.74 | 33 |
| 2024-11-23 | 2024-12-16 | -5.72 | 23 |
| 2024-08-26 | 2024-09-13 | -5.61 | 18 |
| 2024-11-13 | 2024-11-21 | -5.47 | 7 |
| 2024-10-21 | 2024-11-10 | -5.05 | 20 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 25.83% | 37.42% |
| Worst Month | -13.9% | -17.69% |
| Best Year | 65.81% | 49.48% |
| Worst Year | -3.24% | 11.3% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.03% | 6.76% |
| Avg. Down Week | -2.13% | -4.42% |
| Avg. Up Month | 9.16% | 12.62% |
| Avg. Down Month | -8.32% | -7.67% |
| Win Days % | 50.67% | 51.88% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 52.17% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |