| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 16.69% | 39.84% |
| Max Drawdown | -28.67% | -28.38% |
| Sharpe | 0.35 | 0.5 |
| Sortino | 0.52 | 0.73 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 11.71 | 3.86 |
| Outlier Loss Ratio | 4.15 | 3.56 |
| Volatility (ann.) | 16.67% | 26.07% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.68 | 1.67 |
| Skew | 0.33 | 0.16 |
| Kurtosis | 9.67 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.41% | 3.1% |
| Expected Yearly % | 8.02% | 18.25% |
| Kelly Criterion | 1.64% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.21% |
| Expected Shortfall (cVaR) | -1.42% | -2.21% |
| Year | 4051819:BTCUSD | 4051819:btcusd:triple_gx:lsma120_110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 40.84 | 0.83 | - |
| 2025 | -6.45 | -17.15 | 2.66 | - |
| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| MTD | -12.69% | 3.6% |
| 3M | -17.15% | -11.42% |
| 6M | 8.22% | 35.88% |
| YTD | -17.15% | -6.45% |
| 1Y | 16.69% | 39.84% |
| 3Y (ann.) | 19.58% | 47.48% |
| 5Y (ann.) | 19.58% | 47.48% |
| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| Max Drawdown | -28.67% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -5.25% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 0.58 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -28.67 | 99 |
| 2024-07-22 | 2024-10-18 | -17.70 | 88 |
| 2024-05-21 | 2024-07-21 | -16.29 | 61 |
| 2024-10-21 | 2024-11-11 | -7.68 | 21 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-23 | 2024-12-15 | -2.08 | 22 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819: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 | 29.63% | 37.42% |
| Worst Month | -12.69% | -17.69% |
| Best Year | 40.84% | 49.48% |
| Worst Year | -17.15% | -6.45% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.05% | 6.89% |
| Avg. Down Week | -2.96% | -4.36% |
| Avg. Up Month | 12.75% | 15.63% |
| Avg. Down Month | -6.84% | -13.21% |
| Win Days % | 49.01% | 51.54% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 47.37% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |