| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 12.45% | 39.84% |
| Max Drawdown | -30.22% | -28.38% |
| Sharpe | 0.28 | 0.5 |
| Sortino | 0.41 | 0.73 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.16 | 1.04 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 11.82 | 3.86 |
| Outlier Loss Ratio | 4.06 | 3.78 |
| Volatility (ann.) | 17.25% | 26.07% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.48 | 1.67 |
| Skew | 0.08 | 0.16 |
| Kurtosis | 10.11 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.07% | 3.1% |
| Expected Yearly % | 6.04% | 18.25% |
| Kelly Criterion | 2.01% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.21% |
| Expected Shortfall (cVaR) | -1.47% | -2.21% |
| Year | 4055100:BTCUSD | 4055100:btcusd:triple_gx:lsma95_90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 26.46 | 0.53 | - |
| 2025 | -6.45 | -11.08 | 1.72 | - |
| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| MTD | -5.43% | 3.6% |
| 3M | -11.08% | -11.42% |
| 6M | -2.95% | 35.88% |
| YTD | -11.08% | -6.45% |
| 1Y | 12.45% | 39.84% |
| 3Y (ann.) | 14.56% | 47.48% |
| 5Y (ann.) | 14.56% | 47.48% |
| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| Max Drawdown | -30.22% | -28.38% |
| Longest DD Days | 121.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 0.41 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -30.22 | 99 |
| 2024-05-21 | 2024-09-19 | -20.84 | 121 |
| 2024-10-21 | 2024-11-11 | -9.31 | 21 |
| 2024-12-09 | 2024-12-16 | -6.60 | 7 |
| 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 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.95% | -12.33% |
| Best Month | 19.45% | 37.42% |
| Worst Month | -12.22% | -17.69% |
| Best Year | 26.46% | 49.48% |
| Worst Year | -11.08% | -6.45% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 5.29% | 6.73% |
| Avg. Down Week | -4.4% | -4.39% |
| Avg. Up Month | 9.15% | 13.36% |
| Avg. Down Month | -5.87% | -9.19% |
| Win Days % | 49.76% | 51.54% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 48.57% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |