| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 44.66% | 39.84% |
| Max Drawdown | -17.69% | -28.38% |
| Sharpe | 0.83 | 0.5 |
| Sortino | 1.3 | 0.73 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.24 | 0.96 |
| Outlier Win Ratio | 18.97 | 3.83 |
| Outlier Loss Ratio | 3.75 | 3.2 |
| Volatility (ann.) | 13.99% | 26.07% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.02 | 1.67 |
| Skew | 0.74 | 0.16 |
| Kurtosis | 19.5 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.41% | 3.1% |
| Expected Yearly % | 20.27% | 18.25% |
| Kelly Criterion | 9.62% | 10.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.21% |
| Expected Shortfall (cVaR) | -1.17% | -2.21% |
| Year | 4055993:BTCUSD | 4055993:btcusd:triple_gx:lsma195_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 58.45 | 1.18 | + |
| 2025 | -6.45 | -8.70 | 1.35 | - |
| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| MTD | 0.89% | 3.6% |
| 3M | -8.7% | -11.42% |
| 6M | 19.21% | 35.88% |
| YTD | -8.7% | -6.45% |
| 1Y | 44.66% | 39.84% |
| 3Y (ann.) | 53.39% | 47.48% |
| 5Y (ann.) | 53.39% | 47.48% |
| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| Max Drawdown | -17.69% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.96% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 2.52 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-27 | -17.69 | 124 |
| 2024-07-22 | 2024-09-20 | -9.10 | 60 |
| 2024-05-21 | 2024-07-16 | -7.35 | 56 |
| 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 |
| 2024-09-28 | 2024-10-18 | -2.17 | 20 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 30.43% | 37.42% |
| Worst Month | -9.51% | -17.69% |
| Best Year | 58.45% | 49.48% |
| Worst Year | -8.7% | -6.45% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 4.91% | 7.1% |
| Avg. Down Week | -3.06% | -4.57% |
| Avg. Up Month | 12.62% | 11.9% |
| Avg. Down Month | -4.2% | -7.93% |
| Win Days % | 50.85% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 58.33% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |