| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 49.97% | 66.37% |
| Max Drawdown | -16.7% | -29.51% |
| Sharpe | 0.78 | 0.62 |
| Sortino | 1.24 | 0.91 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 16.48 | 3.88 |
| Outlier Loss Ratio | 3.99 | 3.31 |
| Volatility (ann.) | 14.2% | 25.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.98 | 2.24 |
| Skew | 0.98 | 0.24 |
| Kurtosis | 14.61 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.17% | 3.99% |
| Expected Yearly % | 22.46% | 28.98% |
| Kelly Criterion | 7.73% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.16% |
| Expected Shortfall (cVaR) | -1.19% | -2.16% |
| Year | 4053077:BTCUSD | 4053077:btcusd:triple_gx:lsma190_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 46.13 | 0.93 | - |
| 2025 | 11.30 | 2.62 | 0.23 | - |
| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| MTD | 0.97% | 10.32% |
| 3M | 0.31% | 7.53% |
| 6M | 6.77% | 18.96% |
| YTD | 2.62% | 11.3% |
| 1Y | 41.39% | 56.85% |
| 3Y (ann.) | 49.8% | 66.14% |
| 5Y (ann.) | 49.8% | 66.14% |
| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| Max Drawdown | -16.7% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -3.44% | -5.05% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.99 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-16 | -16.70 | 116 |
| 2024-05-21 | 2024-07-19 | -13.22 | 59 |
| 2024-07-22 | 2024-09-19 | -10.36 | 59 |
| 2025-01-07 | 2025-01-18 | -8.09 | 11 |
| 2024-10-21 | 2024-11-11 | -7.85 | 21 |
| 2024-11-13 | 2024-11-22 | -5.47 | 8 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-23 | 2025-01-06 | -2.23 | 44 |
| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.64% | -12.33% |
| Best Month | 20.26% | 37.42% |
| Worst Month | -11.25% | -17.69% |
| Best Year | 46.13% | 49.48% |
| Worst Year | 2.62% | 11.3% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.24% | 7.06% |
| Avg. Down Week | -2.72% | -3.53% |
| Avg. Up Month | 9.13% | 12.86% |
| Avg. Down Month | -5.61% | -5.98% |
| Win Days % | 50.09% | 51.88% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |