| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 62.17% | 40.19% |
| Max Drawdown | -20.12% | -28.38% |
| Sharpe | 1.01 | 0.51 |
| Sortino | 1.66 | 0.73 |
| Payoff Ratio | 1.26 | 1.25 |
| Profit Factor | 1.33 | 1.08 |
| Common Sense Ratio | 1.61 | 1.04 |
| CPC Index | 0.85 | 0.7 |
| Tail Ratio | 1.21 | 0.96 |
| Outlier Win Ratio | 17.9 | 3.84 |
| Outlier Loss Ratio | 3.57 | 3.21 |
| Volatility (ann.) | 14.9% | 26.09% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.75 | 1.69 |
| Skew | 1.39 | 0.16 |
| Kurtosis | 23.0 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.49% | 3.12% |
| Expected Yearly % | 27.34% | 18.4% |
| Kelly Criterion | 12.03% | 12.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.21% |
| Expected Shortfall (cVaR) | -1.24% | -2.21% |
| Year | 4056289:BTCUSD | 4056289:btcusd:triple_gx:lsma175_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 86.20 | 1.74 | + |
| 2025 | -6.21 | -12.91 | 2.08 | - |
| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| MTD | -0.92% | 3.86% |
| 3M | -12.91% | -7.61% |
| 6M | 30.62% | 38.23% |
| YTD | -12.91% | -6.21% |
| 1Y | 62.17% | 40.19% |
| 3Y (ann.) | 75.41% | 48.1% |
| 5Y (ann.) | 75.41% | 48.1% |
| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289:BTCUSD |
|---|---|---|
| Max Drawdown | -20.12% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 3.09 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-26 | -20.12 | 123 |
| 2024-08-26 | 2024-10-17 | -11.06 | 52 |
| 2024-07-22 | 2024-08-23 | -6.01 | 32 |
| 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 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 4056289:btcusd:triple_gx:lsma175_90_55 | 4056289: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 | -12.1% | -17.69% |
| Best Year | 86.2% | 49.48% |
| Worst Year | -12.91% | -6.21% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 6.27% | 7.39% |
| Avg. Down Week | -3.2% | -4.26% |
| Avg. Up Month | 14.71% | 13.36% |
| Avg. Down Month | -2.64% | -8.73% |
| Win Days % | 51.01% | 51.47% |
| Win Month % | 62.5% | 63.64% |
| Win Week % | 59.09% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |