| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 47.2% | 39.84% |
| Max Drawdown | -25.91% | -28.38% |
| Sharpe | 0.8 | 0.5 |
| Sortino | 1.28 | 0.73 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.3 | 1.04 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 1.05 | 0.96 |
| Outlier Win Ratio | 16.63 | 3.84 |
| Outlier Loss Ratio | 3.56 | 3.24 |
| Volatility (ann.) | 15.37% | 26.07% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.18 | 1.67 |
| Skew | 1.2 | 0.16 |
| Kurtosis | 20.47 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.58% | 3.1% |
| Expected Yearly % | 21.32% | 18.25% |
| Kelly Criterion | 8.82% | 10.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.21% |
| Expected Shortfall (cVaR) | -1.29% | -2.21% |
| Year | 4056286:BTCUSD | 4056286:btcusd:triple_gx:lsma160_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 86.58 | 1.75 | + |
| 2025 | -6.45 | -21.11 | 3.27 | - |
| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| MTD | -3.35% | 3.6% |
| 3M | -21.11% | -11.42% |
| 6M | 15.75% | 35.88% |
| YTD | -21.11% | -6.45% |
| 1Y | 47.2% | 39.84% |
| 3Y (ann.) | 56.51% | 47.48% |
| 5Y (ann.) | 56.51% | 47.48% |
| Metric | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| Max Drawdown | -25.91% | -28.38% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.79% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 1.82 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-27 | -25.91 | 79 |
| 2024-08-26 | 2024-10-18 | -11.56 | 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 | 2024-11-05 | -4.92 | 15 |
| 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 | 4056286:btcusd:triple_gx:lsma160_90_55 | 4056286:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 43.46% | 37.42% |
| Worst Month | -12.2% | -17.69% |
| Best Year | 86.58% | 49.48% |
| Worst Year | -21.11% | -6.45% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 6.27% | 7.37% |
| Avg. Down Week | -3.54% | -4.84% |
| Avg. Up Month | 14.44% | 13.36% |
| Avg. Down Month | -4.1% | -13.21% |
| Win Days % | 50.57% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 54.17% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |