| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 20.97% | 39.84% |
| Max Drawdown | -25.72% | -28.38% |
| Sharpe | 0.41 | 0.5 |
| Sortino | 0.61 | 0.73 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 11.43 | 3.86 |
| Outlier Loss Ratio | 3.92 | 3.51 |
| Volatility (ann.) | 16.97% | 26.07% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.96 | 1.67 |
| Skew | 0.45 | 0.16 |
| Kurtosis | 8.89 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.75% | 3.1% |
| Expected Yearly % | 9.99% | 18.25% |
| Kelly Criterion | 3.01% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.21% |
| Expected Shortfall (cVaR) | -1.44% | -2.21% |
| Year | 4053089:BTCUSD | 4053089:btcusd:triple_gx:lsma110_105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 36.57 | 0.74 | - |
| 2025 | -6.45 | -11.42 | 1.77 | - |
| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| MTD | -6.75% | 3.6% |
| 3M | -11.42% | -11.42% |
| 6M | -1.76% | 35.88% |
| YTD | -11.42% | -6.45% |
| 1Y | 20.97% | 39.84% |
| 3Y (ann.) | 24.68% | 47.48% |
| 5Y (ann.) | 24.68% | 47.48% |
| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| Max Drawdown | -25.72% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 0.82 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -25.72 | 124 |
| 2024-05-21 | 2024-07-19 | -14.25 | 59 |
| 2024-07-22 | 2024-09-18 | -11.45 | 58 |
| 2024-10-21 | 2024-11-11 | -10.84 | 21 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-09-28 | 2024-10-14 | -2.53 | 16 |
| 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 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 17.53% | 37.42% |
| Worst Month | -6.75% | -17.69% |
| Best Year | 36.57% | 49.48% |
| Worst Year | -11.42% | -6.45% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.61% | 7.28% |
| Avg. Down Week | -3.53% | -4.23% |
| Avg. Up Month | 7.39% | 12.75% |
| Avg. Down Month | -3.78% | -9.19% |
| Win Days % | 49.92% | 51.54% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 47.37% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |