| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 21.6% | 66.37% |
| Max Drawdown | -32.88% | -29.51% |
| Sharpe | 0.38 | 0.62 |
| Sortino | 0.56 | 0.91 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.17 | 1.09 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.46 | 3.88 |
| Outlier Loss Ratio | 3.8 | 3.59 |
| Volatility (ann.) | 16.1% | 25.6% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.65 | 2.24 |
| Skew | 0.09 | 0.24 |
| Kurtosis | 11.94 | 6.77 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.52% | 3.99% |
| Expected Yearly % | 10.27% | 28.98% |
| Kelly Criterion | 3.22% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.16% |
| Expected Shortfall (cVaR) | -1.37% | -2.16% |
| Year | 4056277:BTCUSD | 4056277:btcusd:triple_gx:lsma115_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 33.24 | 0.67 | - |
| 2025 | 11.30 | -8.73 | -0.77 | - |
| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| MTD | 1.82% | 10.32% |
| 3M | 0.1% | 7.53% |
| 6M | -6.26% | 18.96% |
| YTD | -8.73% | 11.3% |
| 1Y | 14.64% | 56.85% |
| 3Y (ann.) | 21.54% | 66.14% |
| 5Y (ann.) | 21.54% | 66.14% |
| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| Max Drawdown | -32.88% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -4.88% | -5.05% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.66 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -32.88 | 149 |
| 2024-05-21 | 2024-10-20 | -18.69 | 152 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 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 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-22 | 2024-12-15 | -0.88 | 22 |
| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -11.13% | -12.33% |
| Best Month | 29.89% | 37.42% |
| Worst Month | -9.2% | -17.69% |
| Best Year | 33.24% | 49.48% |
| Worst Year | -8.73% | 11.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.85% | -0.85% |
| Avg. Up Week | 5.3% | 6.73% |
| Avg. Down Week | -3.91% | -4.39% |
| Avg. Up Month | 10.15% | 14.69% |
| Avg. Down Month | -6.15% | -7.93% |
| Win Days % | 51.42% | 51.88% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.44% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |