| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 15.18% | 66.06% |
| Max Drawdown | -27.5% | -29.51% |
| Sharpe | 0.3 | 0.62 |
| Sortino | 0.44 | 0.91 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.12 | 1.09 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 12.83 | 3.9 |
| Outlier Loss Ratio | 3.84 | 3.49 |
| Volatility (ann.) | 16.25% | 25.61% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.55 | 2.23 |
| Skew | 0.25 | 0.24 |
| Kurtosis | 11.31 | 6.77 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.09% | 3.98% |
| Expected Yearly % | 7.32% | 28.86% |
| Kelly Criterion | 1.93% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.16% |
| Expected Shortfall (cVaR) | -1.39% | -2.16% |
| Year | 4054165:BTCUSD | 4054165:btcusd:triple_gx:lsma105_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 28.74 | 0.58 | - |
| 2025 | 11.09 | -10.54 | -0.95 | - |
| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| MTD | -1.23% | 10.11% |
| 3M | -9.99% | 7.33% |
| 6M | -15.52% | 14.6% |
| YTD | -10.54% | 11.09% |
| 1Y | 8.59% | 56.56% |
| 3Y (ann.) | 15.13% | 65.83% |
| 5Y (ann.) | 15.13% | 65.83% |
| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| Max Drawdown | -27.5% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -4.88% | -5.05% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.55 | 2.24 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -27.50 | 149 |
| 2024-05-21 | 2024-07-21 | -15.83 | 61 |
| 2024-07-22 | 2024-09-24 | -11.56 | 64 |
| 2024-10-21 | 2024-11-11 | -8.65 | 21 |
| 2024-11-13 | 2024-12-08 | -5.47 | 25 |
| 2024-12-09 | 2024-12-16 | -4.29 | 7 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-10-14 | -1.78 | 19 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -11.66% | -12.33% |
| Best Month | 20.83% | 37.42% |
| Worst Month | -13.55% | -17.69% |
| Best Year | 28.74% | 49.48% |
| Worst Year | -10.54% | 11.09% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 4.93% | 7.02% |
| Avg. Down Week | -5.19% | -4.26% |
| Avg. Up Month | 10.53% | 15.56% |
| Avg. Down Month | -5.84% | -7.77% |
| Win Days % | 49.93% | 51.84% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 52.5% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |