| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 53.2% | 39.84% |
| Max Drawdown | -14.85% | -28.38% |
| Sharpe | 0.93 | 0.5 |
| Sortino | 1.53 | 0.73 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.65 | 1.04 |
| CPC Index | 0.81 | 0.67 |
| Tail Ratio | 1.26 | 0.96 |
| Outlier Win Ratio | 18.88 | 3.83 |
| Outlier Loss Ratio | 3.72 | 3.17 |
| Volatility (ann.) | 14.32% | 26.07% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.31 | 1.67 |
| Skew | 1.62 | 0.16 |
| Kurtosis | 25.83 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.95% | 3.1% |
| Expected Yearly % | 23.77% | 18.25% |
| Kelly Criterion | 10.59% | 11.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 4056295:BTCUSD | 4056295:btcusd:triple_gx:lsma205_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 58.55 | 1.18 | + |
| 2025 | -6.45 | -3.38 | 0.52 | + |
| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| MTD | 1.01% | 3.6% |
| 3M | -3.38% | -11.42% |
| 6M | 42.33% | 35.88% |
| YTD | -3.38% | -6.45% |
| 1Y | 53.2% | 39.84% |
| 3Y (ann.) | 63.94% | 47.48% |
| 5Y (ann.) | 63.94% | 47.48% |
| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| Max Drawdown | -14.85% | -28.38% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.96% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | 3.58 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-06 | -14.85 | 169 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-11-22 | 2025-01-20 | -5.92 | 59 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 43.46% | 37.42% |
| Worst Month | -8.25% | -17.69% |
| Best Year | 58.55% | 49.48% |
| Worst Year | -3.38% | -6.45% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 6.06% | 7.25% |
| Avg. Down Week | -2.48% | -4.34% |
| Avg. Up Month | 11.95% | 11.73% |
| Avg. Down Month | -7.74% | -7.93% |
| Win Days % | 50.99% | 51.54% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 50.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |