| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 28.32% | 39.84% |
| Max Drawdown | -29.7% | -28.38% |
| Sharpe | 0.55 | 0.5 |
| Sortino | 0.82 | 0.73 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.18 | 1.04 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 16.86 | 3.83 |
| Outlier Loss Ratio | 3.6 | 3.33 |
| Volatility (ann.) | 15.15% | 26.07% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.13 | 1.67 |
| Skew | 0.37 | 0.16 |
| Kurtosis | 15.74 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.29% | 3.1% |
| Expected Yearly % | 13.28% | 18.25% |
| Kelly Criterion | 5.38% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.21% |
| Expected Shortfall (cVaR) | -1.28% | -2.21% |
| Year | 4056285:BTCUSD | 4056285:btcusd:triple_gx:lsma155_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.21 | 1.16 | + |
| 2025 | -6.45 | -18.38 | 2.85 | - |
| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| MTD | -2.91% | 3.6% |
| 3M | -18.38% | -11.42% |
| 6M | 0.55% | 35.88% |
| YTD | -18.38% | -6.45% |
| 1Y | 28.32% | 39.84% |
| 3Y (ann.) | 33.5% | 47.48% |
| 5Y (ann.) | 33.5% | 47.48% |
| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| Max Drawdown | -29.7% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 0.95 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-27 | -29.70 | 124 |
| 2024-08-26 | 2024-10-18 | -11.33 | 53 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-07 | -4.92 | 17 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 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 |
| Metric | 4056285:btcusd:triple_gx:lsma155_90_55 | 4056285:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.98% | -12.33% |
| Best Month | 31.45% | 37.42% |
| Worst Month | -9.86% | -17.69% |
| Best Year | 57.21% | 49.48% |
| Worst Year | -18.38% | -6.45% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 5.55% | 7.37% |
| Avg. Down Week | -3.7% | -4.72% |
| Avg. Up Month | 12.01% | 13.36% |
| Avg. Down Month | -5.27% | -9.88% |
| Win Days % | 50.11% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 52.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |