| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -4.55% | 38.53% |
| Max Drawdown | -32.31% | -28.38% |
| Sharpe | -0.01 | 0.49 |
| Sortino | -0.02 | 0.71 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.95 | 1.04 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 0.95 | 0.96 |
| Outlier Win Ratio | 15.06 | 3.75 |
| Outlier Loss Ratio | 4.04 | 3.42 |
| Volatility (ann.) | 15.12% | 26.09% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.16 | 1.62 |
| Skew | 0.33 | 0.16 |
| Kurtosis | 12.8 | 6.35 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.42% | 3.01% |
| Expected Yearly % | -2.3% | 17.7% |
| Kelly Criterion | -3.88% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.21% |
| Expected Shortfall (cVaR) | -1.3% | -2.21% |
| Year | 4052073:BTCUSD | 4052073:btcusd:triple_gx:lsma65_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 17.61 | 0.36 | - |
| 2025 | -7.32 | -18.84 | 2.57 | - |
| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| MTD | -14.71% | 2.63% |
| 3M | -23.1% | -12.25% |
| 6M | -13.62% | 34.61% |
| YTD | -18.84% | -7.32% |
| 1Y | -4.55% | 38.53% |
| 3Y (ann.) | -5.25% | 45.89% |
| 5Y (ann.) | -5.25% | 45.89% |
| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| Max Drawdown | -32.31% | -28.38% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -5.06% | -4.96% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | -0.14 | 1.36 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-03-26 | -32.31 | 132 |
| 2024-05-19 | 2024-07-15 | -11.55 | 57 |
| 2024-08-09 | 2024-09-13 | -7.89 | 35 |
| 2024-09-14 | 2024-10-16 | -7.29 | 32 |
| 2024-07-17 | 2024-08-08 | -6.81 | 22 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 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 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 14.43% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 15.27% | 37.42% |
| Worst Month | -14.71% | -17.69% |
| Best Year | 17.61% | 49.48% |
| Worst Year | -18.84% | -7.32% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 6.0% | 9.3% |
| Avg. Down Week | -2.21% | -4.78% |
| Avg. Up Month | 5.65% | 12.75% |
| Avg. Down Month | -7.92% | -9.34% |
| Win Days % | 46.7% | 51.47% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 29.55% | 53.19% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |