| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 32.43% | 39.84% |
| Max Drawdown | -26.55% | -28.38% |
| Sharpe | 0.58 | 0.5 |
| Sortino | 0.87 | 0.73 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.29 | 1.04 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 12.5 | 3.84 |
| Outlier Loss Ratio | 3.86 | 3.41 |
| Volatility (ann.) | 16.25% | 26.07% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.45 | 1.67 |
| Skew | 0.43 | 0.16 |
| Kurtosis | 10.17 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.59% | 3.1% |
| Expected Yearly % | 15.08% | 18.25% |
| Kelly Criterion | 4.5% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.21% |
| Expected Shortfall (cVaR) | -1.37% | -2.21% |
| Year | 4052437:BTCUSD | 4052437:btcusd:triple_gx:lsma120_100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 54.20 | 1.10 | + |
| 2025 | -6.45 | -14.12 | 2.19 | - |
| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| MTD | -9.51% | 3.6% |
| 3M | -14.12% | -11.42% |
| 6M | 15.47% | 35.88% |
| YTD | -14.12% | -6.45% |
| 1Y | 32.43% | 39.84% |
| 3Y (ann.) | 38.46% | 47.48% |
| 5Y (ann.) | 38.46% | 47.48% |
| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| Max Drawdown | -26.55% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 1.22 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -26.55 | 65 |
| 2024-05-21 | 2024-07-21 | -16.13 | 61 |
| 2024-07-22 | 2024-09-24 | -13.56 | 64 |
| 2025-01-07 | 2025-01-20 | -9.31 | 13 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2024-10-21 | 2024-11-10 | -5.75 | 20 |
| 2024-11-13 | 2024-11-21 | -5.47 | 8 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 23.05% | 37.42% |
| Worst Month | -9.51% | -17.69% |
| Best Year | 54.2% | 49.48% |
| Worst Year | -14.12% | -6.45% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.2% | 6.96% |
| Avg. Down Week | -3.26% | -4.52% |
| Avg. Up Month | 10.49% | 13.36% |
| Avg. Down Month | -3.86% | -11.18% |
| Win Days % | 50.66% | 51.54% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 54.29% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |