| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 8.95% | 39.84% |
| Max Drawdown | -23.91% | -28.38% |
| Sharpe | 0.23 | 0.5 |
| Sortino | 0.35 | 0.73 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.11 | 1.04 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.05 | 0.96 |
| Outlier Win Ratio | 13.64 | 3.86 |
| Outlier Loss Ratio | 3.79 | 3.49 |
| Volatility (ann.) | 16.27% | 26.07% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.44 | 1.67 |
| Skew | 0.54 | 0.16 |
| Kurtosis | 10.52 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.1% |
| Expected Yearly % | 4.38% | 18.25% |
| Kelly Criterion | 1.22% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.21% |
| Expected Shortfall (cVaR) | -1.39% | -2.21% |
| Year | 4054169:BTCUSD | 4054169:btcusd:triple_gx:lsma115_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 20.70 | 0.42 | - |
| 2025 | -6.45 | -9.73 | 1.51 | - |
| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| MTD | -4.17% | 3.6% |
| 3M | -9.73% | -11.42% |
| 6M | -1.69% | 35.88% |
| YTD | -9.73% | -6.45% |
| 1Y | 8.95% | 39.84% |
| 3Y (ann.) | 10.44% | 47.48% |
| 5Y (ann.) | 10.44% | 47.48% |
| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| Max Drawdown | -23.91% | -28.38% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -5.25% | -4.96% |
| Avg. Drawdown Days | 24.0 | 12.0 |
| Recovery Factor | 0.37 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -23.91 | 99 |
| 2024-05-21 | 2024-10-18 | -18.90 | 150 |
| 2024-10-21 | 2024-11-11 | -9.19 | 21 |
| 2024-11-13 | 2024-12-15 | -5.47 | 31 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -11.8% | -12.33% |
| Best Month | 18.31% | 37.42% |
| Worst Month | -5.08% | -17.69% |
| Best Year | 20.7% | 49.48% |
| Worst Year | -9.73% | -6.45% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 4.64% | 6.73% |
| Avg. Down Week | -4.76% | -4.64% |
| Avg. Up Month | 12.66% | 17.6% |
| Avg. Down Month | -4.22% | -9.19% |
| Win Days % | 49.03% | 51.54% |
| Win Month % | 27.27% | 63.64% |
| Win Week % | 52.94% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |