| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 0.94% | 39.84% |
| Max Drawdown | -30.98% | -28.38% |
| Sharpe | 0.1 | 0.5 |
| Sortino | 0.14 | 0.73 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.06 | 1.04 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.04 | 0.96 |
| Outlier Win Ratio | 12.66 | 3.86 |
| Outlier Loss Ratio | 3.96 | 3.7 |
| Volatility (ann.) | 16.93% | 26.07% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.04 | 1.67 |
| Skew | 0.17 | 0.16 |
| Kurtosis | 10.58 | 6.36 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.08% | 3.1% |
| Expected Yearly % | 0.47% | 18.25% |
| Kelly Criterion | -0.05% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.21% |
| Expected Shortfall (cVaR) | -1.45% | -2.21% |
| Year | 4054669:BTCUSD | 4054669:btcusd:triple_gx:lsma105_95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 22.37 | 0.45 | - |
| 2025 | -6.45 | -17.51 | 2.71 | - |
| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| MTD | -9.54% | 3.6% |
| 3M | -17.51% | -11.42% |
| 6M | -11.0% | 35.88% |
| YTD | -17.51% | -6.45% |
| 1Y | 0.94% | 39.84% |
| 3Y (ann.) | 1.09% | 47.48% |
| 5Y (ann.) | 1.09% | 47.48% |
| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| Max Drawdown | -30.98% | -28.38% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -5.26% | -4.96% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | 0.03 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -30.98 | 99 |
| 2024-05-21 | 2024-09-26 | -19.54 | 128 |
| 2024-10-21 | 2024-11-11 | -10.15 | 21 |
| 2024-11-19 | 2024-12-17 | -5.93 | 27 |
| 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 |
| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669: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 | 18.01% | 37.42% |
| Worst Month | -9.54% | -17.69% |
| Best Year | 22.37% | 49.48% |
| Worst Year | -17.51% | -6.45% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 5.91% | 7.94% |
| Avg. Down Week | -5.1% | -4.64% |
| Avg. Up Month | 8.15% | 13.12% |
| Avg. Down Month | -6.48% | -9.19% |
| Win Days % | 48.67% | 51.54% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 42.86% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |