| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 2.87% | 38.53% |
| Max Drawdown | -26.47% | -28.38% |
| Sharpe | 0.13 | 0.49 |
| Sortino | 0.2 | 0.71 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.07 | 1.04 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 1.04 | 0.96 |
| Outlier Win Ratio | 13.97 | 3.75 |
| Outlier Loss Ratio | 4.09 | 3.42 |
| Volatility (ann.) | 15.92% | 26.09% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.13 | 1.62 |
| Skew | 1.29 | 0.16 |
| Kurtosis | 21.84 | 6.35 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.01% |
| Expected Yearly % | 1.43% | 17.7% |
| Kelly Criterion | -2.46% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.21% |
| Expected Shortfall (cVaR) | -1.36% | -2.21% |
| Year | 4052074:BTCUSD | 4052074:btcusd:triple_gx:lsma60_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 16.68 | 0.34 | - |
| 2025 | -7.32 | -11.84 | 1.62 | - |
| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| MTD | -5.47% | 2.63% |
| 3M | -15.61% | -12.25% |
| 6M | -3.69% | 34.61% |
| YTD | -11.84% | -7.32% |
| 1Y | 2.87% | 38.53% |
| 3Y (ann.) | 3.33% | 45.89% |
| 5Y (ann.) | 3.33% | 45.89% |
| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| Max Drawdown | -26.47% | -28.38% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -4.23% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 0.11 | 1.36 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-03-26 | -26.47 | 132 |
| 2024-05-19 | 2024-07-17 | -12.99 | 58 |
| 2024-08-09 | 2024-09-12 | -6.52 | 34 |
| 2024-09-14 | 2024-10-15 | -6.24 | 31 |
| 2024-07-17 | 2024-08-08 | -5.22 | 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 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 14.43% | 18.93% |
| Worst Week | -5.03% | -12.33% |
| Best Month | 15.97% | 37.42% |
| Worst Month | -11.25% | -17.69% |
| Best Year | 16.68% | 49.48% |
| Worst Year | -11.84% | -7.32% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 5.22% | 8.77% |
| Avg. Down Week | -2.13% | -4.78% |
| Avg. Up Month | 6.81% | 13.69% |
| Avg. Down Month | -9.08% | -9.34% |
| Win Days % | 46.84% | 51.47% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 31.82% | 53.19% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |