| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -6.11% | 38.53% |
| Max Drawdown | -17.58% | -28.38% |
| Sharpe | -0.07 | 0.49 |
| Sortino | -0.1 | 0.71 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 0.93 | 1.04 |
| CPC Index | 0.47 | 0.58 |
| Tail Ratio | 0.95 | 0.96 |
| Outlier Win Ratio | 17.12 | 3.33 |
| Outlier Loss Ratio | 4.29 | 3.36 |
| Volatility (ann.) | 13.64% | 26.09% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.4 | 1.62 |
| Skew | 1.75 | 0.16 |
| Kurtosis | 32.78 | 6.35 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.57% | 3.01% |
| Expected Yearly % | -3.1% | 17.7% |
| Kelly Criterion | -5.97% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.21% |
| Expected Shortfall (cVaR) | -1.18% | -2.21% |
| Year | 4051956:BTCUSD | 4051956:btcusd:triple_gx:lsma60_30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | -0.22 | -0.00 | - |
| 2025 | -7.32 | -5.90 | 0.81 | + |
| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| MTD | -4.85% | 2.63% |
| 3M | -11.07% | -12.25% |
| 6M | -7.65% | 34.61% |
| YTD | -5.9% | -7.32% |
| 1Y | -6.11% | 38.53% |
| 3Y (ann.) | -7.04% | 45.89% |
| 5Y (ann.) | -7.04% | 45.89% |
| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -4.72% | -4.96% |
| Avg. Drawdown Days | 24.0 | 12.0 |
| Recovery Factor | -0.35 | 1.36 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -17.58 | 66 |
| 2024-05-18 | 2024-09-19 | -13.73 | 124 |
| 2024-11-13 | 2025-01-19 | -12.39 | 66 |
| 2024-10-30 | 2024-11-13 | -4.85 | 14 |
| 2024-10-07 | 2024-10-14 | -3.07 | 6 |
| 2024-09-20 | 2024-10-07 | -2.38 | 17 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-10-16 | 2024-10-29 | -1.61 | 12 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 10.62% | 37.42% |
| Worst Month | -10.6% | -17.69% |
| Best Year | -0.22% | 49.48% |
| Worst Year | -5.9% | -7.32% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.4% | 6.83% |
| Avg. Down Week | -2.44% | -4.81% |
| Avg. Up Month | 7.54% | 9.31% |
| Avg. Down Month | -7.16% | -9.34% |
| Win Days % | 46.03% | 51.47% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 37.21% | 53.19% |
| Win Quarter % | 25.0% | 75.0% |
| Win Year % | 0.0% | 50.0% |