| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 45.66% | 39.84% |
| Max Drawdown | -13.79% | -28.38% |
| Sharpe | 0.85 | 0.5 |
| Sortino | 1.34 | 0.73 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.16 | 0.96 |
| Outlier Win Ratio | 18.84 | 3.83 |
| Outlier Loss Ratio | 3.67 | 3.13 |
| Volatility (ann.) | 13.91% | 26.07% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.96 | 1.67 |
| Skew | 0.84 | 0.16 |
| Kurtosis | 19.7 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.48% | 3.1% |
| Expected Yearly % | 20.69% | 18.25% |
| Kelly Criterion | 9.91% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.21% |
| Expected Shortfall (cVaR) | -1.17% | -2.21% |
| Year | 4056374:BTCUSD | 4056374:btcusd:triple_gx:lsma195_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.10 | 1.03 | + |
| 2025 | -6.45 | -3.60 | 0.56 | + |
| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| MTD | 4.28% | 3.6% |
| 3M | -3.6% | -11.42% |
| 6M | 23.15% | 35.88% |
| YTD | -3.6% | -6.45% |
| 1Y | 45.66% | 39.84% |
| 3Y (ann.) | 54.62% | 47.48% |
| 5Y (ann.) | 54.62% | 47.48% |
| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| Max Drawdown | -13.79% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.45% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 3.31 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2024-11-11 | -13.79 | 106 |
| 2024-11-23 | 2025-03-27 | -12.88 | 124 |
| 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 |
| 2024-07-17 | 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 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.39% | -12.33% |
| Best Month | 31.05% | 37.42% |
| Worst Month | -8.39% | -17.69% |
| Best Year | 51.1% | 49.48% |
| Worst Year | -3.6% | -6.45% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.82% | 6.54% |
| Avg. Down Week | -2.83% | -4.39% |
| Avg. Up Month | 12.29% | 11.9% |
| Avg. Down Month | -4.34% | -7.93% |
| Win Days % | 50.84% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 57.69% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |