| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 44.13% | 39.84% |
| Max Drawdown | -16.62% | -28.38% |
| Sharpe | 0.8 | 0.5 |
| Sortino | 1.27 | 0.73 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.14 | 0.96 |
| Outlier Win Ratio | 17.1 | 3.84 |
| Outlier Loss Ratio | 3.94 | 3.3 |
| Volatility (ann.) | 14.46% | 26.07% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.17 | 1.67 |
| Skew | 0.99 | 0.16 |
| Kurtosis | 15.27 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.38% | 3.1% |
| Expected Yearly % | 20.06% | 18.25% |
| Kelly Criterion | 8.05% | 10.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.21% |
| Expected Shortfall (cVaR) | -1.21% | -2.21% |
| Year | 4053079:BTCUSD | 4053079:btcusd:triple_gx:lsma195_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.54 | 1.06 | + |
| 2025 | -6.45 | -5.51 | 0.85 | + |
| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| MTD | -5.6% | 3.6% |
| 3M | -5.51% | -11.42% |
| 6M | 13.6% | 35.88% |
| YTD | -5.51% | -6.45% |
| 1Y | 44.13% | 39.84% |
| 3Y (ann.) | 52.75% | 47.48% |
| 5Y (ann.) | 52.75% | 47.48% |
| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| Max Drawdown | -16.62% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -3.12% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.65 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -16.62 | 65 |
| 2024-07-22 | 2024-09-19 | -10.89 | 59 |
| 2024-05-21 | 2024-07-15 | -8.88 | 55 |
| 2025-01-07 | 2025-01-20 | -8.09 | 13 |
| 2024-10-21 | 2024-11-11 | -7.85 | 21 |
| 2024-11-13 | 2024-11-22 | -5.47 | 8 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-23 | 2025-01-06 | -2.38 | 44 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079: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 | -5.6% | -17.69% |
| Best Year | 52.54% | 49.48% |
| Worst Year | -5.51% | -6.45% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.04% | 7.41% |
| Avg. Down Week | -2.93% | -3.95% |
| Avg. Up Month | 10.81% | 13.12% |
| Avg. Down Month | -3.08% | -7.93% |
| Win Days % | 49.67% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 57.14% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |