| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 41.74% | 40.19% |
| Max Drawdown | -26.55% | -28.38% |
| Sharpe | 0.77 | 0.51 |
| Sortino | 1.19 | 0.73 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 1.36 | 1.04 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 17.81 | 3.84 |
| Outlier Loss Ratio | 3.69 | 3.25 |
| Volatility (ann.) | 14.55% | 26.09% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.88 | 1.69 |
| Skew | 0.66 | 0.16 |
| Kurtosis | 17.41 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.22% | 3.12% |
| Expected Yearly % | 19.06% | 18.4% |
| Kelly Criterion | 8.22% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.21% |
| Expected Shortfall (cVaR) | -1.22% | -2.21% |
| Year | 4055988:BTCUSD | 4055988:btcusd:triple_gx:lsma165_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 74.41 | 1.50 | + |
| 2025 | -6.21 | -18.73 | 3.01 | - |
| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| MTD | 0.17% | 3.86% |
| 3M | -18.73% | -7.61% |
| 6M | 8.66% | 38.23% |
| YTD | -18.73% | -6.21% |
| 1Y | 41.74% | 40.19% |
| 3Y (ann.) | 50.01% | 48.1% |
| 5Y (ann.) | 50.01% | 48.1% |
| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| Max Drawdown | -26.55% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.92% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 1.57 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -26.55 | 78 |
| 2024-08-26 | 2024-09-24 | -9.24 | 29 |
| 2024-07-22 | 2024-08-23 | -6.01 | 32 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 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 |
| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.16% | -12.33% |
| Best Month | 30.43% | 37.42% |
| Worst Month | -10.16% | -17.69% |
| Best Year | 74.41% | 49.48% |
| Worst Year | -18.73% | -6.21% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.34% | 6.87% |
| Avg. Down Week | -3.85% | -5.4% |
| Avg. Up Month | 12.81% | 11.95% |
| Avg. Down Month | -5.76% | -13.21% |
| Win Days % | 50.12% | 51.47% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 58.33% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |