| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 11.79% | 39.84% |
| Max Drawdown | -33.9% | -28.38% |
| Sharpe | 0.27 | 0.5 |
| Sortino | 0.4 | 0.73 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.12 | 1.04 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.05 | 0.96 |
| Outlier Win Ratio | 11.3 | 3.86 |
| Outlier Loss Ratio | 4.15 | 3.75 |
| Volatility (ann.) | 17.15% | 26.07% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.41 | 1.67 |
| Skew | 0.24 | 0.16 |
| Kurtosis | 8.72 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.02% | 3.1% |
| Expected Yearly % | 5.73% | 18.25% |
| Kelly Criterion | 1.3% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.21% |
| Expected Shortfall (cVaR) | -1.46% | -2.21% |
| Year | 4052513:BTCUSD | 4052513:btcusd:triple_gx:lsma120_115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 41.91 | 0.85 | - |
| 2025 | -6.45 | -21.22 | 3.29 | - |
| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513:BTCUSD |
|---|---|---|
| MTD | -9.51% | 3.6% |
| 3M | -21.22% | -11.42% |
| 6M | -1.5% | 35.88% |
| YTD | -21.22% | -6.45% |
| 1Y | 11.79% | 39.84% |
| 3Y (ann.) | 13.78% | 47.48% |
| 5Y (ann.) | 13.78% | 47.48% |
| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513:BTCUSD |
|---|---|---|
| Max Drawdown | -33.9% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -4.65% | -4.96% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 0.35 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -33.90 | 99 |
| 2024-05-21 | 2024-07-21 | -15.77 | 61 |
| 2024-07-22 | 2024-09-27 | -15.54 | 67 |
| 2024-10-21 | 2024-11-11 | -9.54 | 21 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-09-28 | 2024-10-14 | -3.67 | 16 |
| 2024-11-23 | 2024-12-15 | -3.57 | 22 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513: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 | 27.61% | 37.42% |
| Worst Month | -9.51% | -17.69% |
| Best Year | 41.91% | 49.48% |
| Worst Year | -21.22% | -6.45% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 5.51% | 6.96% |
| Avg. Down Week | -4.06% | -4.61% |
| Avg. Up Month | 11.86% | 15.93% |
| Avg. Down Month | -3.91% | -9.19% |
| Win Days % | 49.55% | 51.54% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 48.65% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |