| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 6.11% | 66.37% |
| Max Drawdown | -33.71% | -29.51% |
| Sharpe | 0.17 | 0.62 |
| Sortino | 0.25 | 0.91 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.08 | 1.09 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 12.4 | 3.89 |
| Outlier Loss Ratio | 4.0 | 3.68 |
| Volatility (ann.) | 16.5% | 25.6% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.18 | 2.24 |
| Skew | 0.16 | 0.24 |
| Kurtosis | 10.51 | 6.77 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.46% | 3.99% |
| Expected Yearly % | 3.01% | 28.98% |
| Kelly Criterion | 0.55% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.16% |
| Expected Shortfall (cVaR) | -1.41% | -2.16% |
| Year | 4054666:BTCUSD | 4054666:btcusd:triple_gx:lsma100_95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 23.47 | 0.47 | - |
| 2025 | 11.30 | -14.05 | -1.24 | - |
| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| MTD | 0.33% | 10.32% |
| 3M | -11.17% | 7.53% |
| 6M | -18.88% | 18.96% |
| YTD | -14.05% | 11.3% |
| 1Y | 0.04% | 56.85% |
| 3Y (ann.) | 6.1% | 66.14% |
| 5Y (ann.) | 6.1% | 66.14% |
| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| Max Drawdown | -33.71% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -5.15% | -5.05% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.18 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-16 | -33.71 | 158 |
| 2024-05-21 | 2024-09-26 | -19.34 | 128 |
| 2024-10-21 | 2024-11-11 | -10.68 | 21 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 17.31% | 37.42% |
| Worst Month | -14.19% | -17.69% |
| Best Year | 23.47% | 49.48% |
| Worst Year | -14.05% | 11.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.62% | 7.23% |
| Avg. Down Week | -5.01% | -4.31% |
| Avg. Up Month | 7.01% | 12.62% |
| Avg. Down Month | -8.85% | -7.77% |
| Win Days % | 49.52% | 51.88% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 45.0% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |