| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 17.36% | 66.06% |
| Max Drawdown | -26.25% | -29.51% |
| Sharpe | 0.33 | 0.62 |
| Sortino | 0.49 | 0.91 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.15 | 1.09 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 12.63 | 3.9 |
| Outlier Loss Ratio | 3.91 | 3.49 |
| Volatility (ann.) | 16.2% | 25.61% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.66 | 2.23 |
| Skew | 0.45 | 0.24 |
| Kurtosis | 9.97 | 6.77 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.24% | 3.98% |
| Expected Yearly % | 8.33% | 28.86% |
| Kelly Criterion | 1.85% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.16% |
| Expected Shortfall (cVaR) | -1.38% | -2.16% |
| Year | 4053621:BTCUSD | 4053621:btcusd:triple_gx:lsma110_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 24.22 | 0.49 | - |
| 2025 | 11.09 | -5.53 | -0.50 | - |
| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| MTD | 0.34% | 10.11% |
| 3M | -2.58% | 7.33% |
| 6M | -13.25% | 14.6% |
| YTD | -5.53% | 11.09% |
| 1Y | 10.64% | 56.56% |
| 3Y (ann.) | 17.31% | 65.83% |
| 5Y (ann.) | 17.31% | 65.83% |
| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| Max Drawdown | -26.25% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -4.32% | -5.05% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.66 | 2.24 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-16 | -26.25 | 183 |
| 2024-05-21 | 2024-09-19 | -17.36 | 121 |
| 2024-10-21 | 2024-11-11 | -8.68 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-10-14 | -2.13 | 19 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.3% | -12.33% |
| Best Month | 18.17% | 37.42% |
| Worst Month | -10.3% | -17.69% |
| Best Year | 24.22% | 49.48% |
| Worst Year | -5.53% | 11.09% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.27% | 6.75% |
| Avg. Down Week | -4.04% | -4.1% |
| Avg. Up Month | 10.36% | 15.41% |
| Avg. Down Month | -5.15% | -7.77% |
| Win Days % | 49.02% | 51.84% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 45.24% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |