| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 32.62% | 40.19% |
| Max Drawdown | -28.94% | -28.38% |
| Sharpe | 0.55 | 0.51 |
| Sortino | 0.82 | 0.73 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 11.23 | 3.87 |
| Outlier Loss Ratio | 4.15 | 3.86 |
| Volatility (ann.) | 17.54% | 26.09% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.34 | 1.69 |
| Skew | 0.18 | 0.16 |
| Kurtosis | 9.45 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.6% | 3.12% |
| Expected Yearly % | 15.16% | 18.4% |
| Kelly Criterion | 4.49% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.21% |
| Expected Shortfall (cVaR) | -1.48% | -2.21% |
| Year | 4056272:BTCUSD | 4056272:btcusd:triple_gx:lsma95_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.79 | 1.05 | + |
| 2025 | -6.21 | -12.63 | 2.03 | - |
| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| MTD | -0.51% | 3.86% |
| 3M | -12.63% | -7.61% |
| 6M | 19.22% | 38.23% |
| YTD | -12.63% | -6.21% |
| 1Y | 32.62% | 40.19% |
| 3Y (ann.) | 38.84% | 48.1% |
| 5Y (ann.) | 38.84% | 48.1% |
| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| Max Drawdown | -28.94% | -28.38% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -3.79% | -4.96% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 1.13 | 1.42 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -28.94 | 98 |
| 2024-05-21 | 2024-09-26 | -21.44 | 128 |
| 2024-11-22 | 2024-12-15 | -6.88 | 23 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-07 | -4.92 | 17 |
| 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 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.76% | -12.33% |
| Best Month | 31.87% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 51.79% | 49.48% |
| Worst Year | -12.63% | -6.21% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 5.47% | 7.16% |
| Avg. Down Week | -3.73% | -4.39% |
| Avg. Up Month | 15.17% | 15.93% |
| Avg. Down Month | -4.21% | -9.19% |
| Win Days % | 50.31% | 51.47% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 48.48% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |