| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 4.38% | 38.53% |
| Max Drawdown | -29.69% | -28.38% |
| Sharpe | 0.16 | 0.49 |
| Sortino | 0.23 | 0.71 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.04 | 1.04 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.0 | 0.96 |
| Outlier Win Ratio | 14.88 | 3.66 |
| Outlier Loss Ratio | 4.09 | 3.42 |
| Volatility (ann.) | 14.88% | 26.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.17 | 1.62 |
| Skew | 0.3 | 0.16 |
| Kurtosis | 13.18 | 6.35 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.39% | 3.01% |
| Expected Yearly % | 2.17% | 17.7% |
| Kelly Criterion | -1.28% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.21% |
| Expected Shortfall (cVaR) | -1.27% | -2.21% |
| Year | 4052075:BTCUSD | 4052075:btcusd:triple_gx:lsma70_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 23.25 | 0.47 | - |
| 2025 | -7.32 | -15.31 | 2.09 | - |
| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| MTD | -14.66% | 2.63% |
| 3M | -20.01% | -12.25% |
| 6M | -10.91% | 34.61% |
| YTD | -15.31% | -7.32% |
| 1Y | 4.38% | 38.53% |
| 3Y (ann.) | 5.09% | 45.89% |
| 5Y (ann.) | 5.09% | 45.89% |
| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| Max Drawdown | -29.69% | -28.38% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.96% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 0.15 | 1.36 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-03-26 | -29.69 | 132 |
| 2024-06-07 | 2024-07-15 | -9.79 | 37 |
| 2024-09-14 | 2024-10-16 | -7.63 | 32 |
| 2024-08-09 | 2024-08-23 | -6.81 | 14 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-05-19 | 2024-06-05 | -3.78 | 17 |
| 2024-07-17 | 2024-08-08 | -3.22 | 22 |
| 2024-08-26 | 2024-09-12 | -2.55 | 17 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075: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 | 15.2% | 37.42% |
| Worst Month | -14.66% | -17.69% |
| Best Year | 23.25% | 49.48% |
| Worst Year | -15.31% | -7.32% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 6.36% | 9.3% |
| Avg. Down Week | -1.79% | -4.5% |
| Avg. Up Month | 6.55% | 12.75% |
| Avg. Down Month | -6.38% | -9.34% |
| Win Days % | 47.29% | 51.47% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 28.57% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |