| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 43.59% | 39.84% |
| Max Drawdown | -12.38% | -28.38% |
| Sharpe | 0.83 | 0.5 |
| Sortino | 1.31 | 0.73 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.61 | 1.04 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.28 | 0.96 |
| Outlier Win Ratio | 19.29 | 3.81 |
| Outlier Loss Ratio | 3.74 | 3.16 |
| Volatility (ann.) | 13.7% | 26.07% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.21 | 1.67 |
| Skew | 0.88 | 0.16 |
| Kurtosis | 20.46 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.34% | 3.1% |
| Expected Yearly % | 19.83% | 18.25% |
| Kelly Criterion | 9.63% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.21% |
| Expected Shortfall (cVaR) | -1.15% | -2.21% |
| Year | 4056322:BTCUSD | 4056322:btcusd:triple_gx:lsma200_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 49.67 | 1.00 | + |
| 2025 | -6.45 | -4.06 | 0.63 | + |
| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| MTD | -0.1% | 3.6% |
| 3M | -4.06% | -11.42% |
| 6M | 26.2% | 35.88% |
| YTD | -4.06% | -6.45% |
| 1Y | 43.59% | 39.84% |
| 3Y (ann.) | 52.08% | 47.48% |
| 5Y (ann.) | 52.08% | 47.48% |
| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| Max Drawdown | -12.38% | -28.38% |
| Longest DD Days | 90.0 | 144.0 |
| Avg. Drawdown | -3.31% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 3.52 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-10-20 | -12.38 | 90 |
| 2025-01-20 | 2025-03-27 | -9.83 | 65 |
| 2024-05-21 | 2024-07-19 | -8.38 | 59 |
| 2024-11-23 | 2025-01-20 | -5.54 | 58 |
| 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 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| Metric | 4056322:btcusd:triple_gx:lsma200_95_55 | 4056322:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.08% | -12.33% |
| Best Month | 31.75% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 49.67% | 49.48% |
| Worst Year | -4.06% | -6.45% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 5.46% | 7.25% |
| Avg. Down Week | -2.26% | -4.27% |
| Avg. Up Month | 15.05% | 13.98% |
| Avg. Down Month | -5.97% | -7.93% |
| Win Days % | 50.98% | 51.54% |
| Win Month % | 44.44% | 63.64% |
| Win Week % | 48.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |