| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 39.75% | 39.84% |
| Max Drawdown | -25.73% | -28.38% |
| Sharpe | 0.73 | 0.5 |
| Sortino | 1.11 | 0.73 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.32 | 1.04 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 17.37 | 3.84 |
| Outlier Loss Ratio | 3.57 | 3.27 |
| Volatility (ann.) | 14.81% | 26.07% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.84 | 1.67 |
| Skew | 0.55 | 0.16 |
| Kurtosis | 16.44 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.09% | 3.1% |
| Expected Yearly % | 18.22% | 18.25% |
| Kelly Criterion | 8.26% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.21% |
| Expected Shortfall (cVaR) | -1.25% | -2.21% |
| Year | 4056343:BTCUSD | 4056343:btcusd:triple_gx:lsma170_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 69.08 | 1.40 | + |
| 2025 | -6.45 | -17.35 | 2.69 | - |
| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.6% |
| 3M | -17.35% | -11.42% |
| 6M | 6.97% | 35.88% |
| YTD | -17.35% | -6.45% |
| 1Y | 39.75% | 39.84% |
| 3Y (ann.) | 47.38% | 47.48% |
| 5Y (ann.) | 47.38% | 47.48% |
| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| Max Drawdown | -25.73% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 1.55 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -25.73 | 124 |
| 2024-08-26 | 2024-09-26 | -10.48 | 31 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-09-28 | 2024-10-18 | -2.53 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 29.19% | 37.42% |
| Worst Month | -10.5% | -17.69% |
| Best Year | 69.08% | 49.48% |
| Worst Year | -17.35% | -6.45% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 4.99% | 6.69% |
| Avg. Down Week | -3.84% | -4.51% |
| Avg. Up Month | 12.32% | 11.9% |
| Avg. Down Month | -5.65% | -13.21% |
| Win Days % | 50.92% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 61.54% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |