| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 58.19% | 66.37% |
| Max Drawdown | -19.4% | -29.51% |
| Sharpe | 0.85 | 0.62 |
| Sortino | 1.33 | 0.91 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 15.41 | 3.86 |
| Outlier Loss Ratio | 3.86 | 3.34 |
| Volatility (ann.) | 14.61% | 25.6% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.99 | 2.24 |
| Skew | 0.74 | 0.24 |
| Kurtosis | 13.45 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.59% | 3.99% |
| Expected Yearly % | 25.77% | 28.98% |
| Kelly Criterion | 8.9% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.16% |
| Expected Shortfall (cVaR) | -1.22% | -2.16% |
| Year | 4056601:BTCUSD | 4056601:btcusd:triple_gx:lsma140_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 58.00 | 1.17 | + |
| 2025 | 11.30 | 0.12 | 0.01 | - |
| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| MTD | -0.64% | 10.32% |
| 3M | 6.61% | 7.53% |
| 6M | 2.55% | 18.96% |
| YTD | 0.12% | 11.3% |
| 1Y | 49.14% | 56.85% |
| 3Y (ann.) | 57.99% | 66.14% |
| 5Y (ann.) | 57.99% | 66.14% |
| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| Max Drawdown | -19.4% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.03% | -5.05% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.0 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-16 | -19.40 | 175 |
| 2024-08-26 | 2024-10-18 | -11.38 | 53 |
| 2024-07-22 | 2024-08-18 | -6.01 | 27 |
| 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 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056601:btcusd:triple_gx:lsma140_90_60 | 4056601:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.43% | -12.33% |
| Best Month | 29.87% | 37.42% |
| Worst Month | -9.43% | -17.69% |
| Best Year | 58.0% | 49.48% |
| Worst Year | 0.12% | 11.3% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.05% | 6.67% |
| Avg. Down Week | -3.4% | -5.27% |
| Avg. Up Month | 14.97% | 14.0% |
| Avg. Down Month | -3.43% | -7.93% |
| Win Days % | 51.62% | 51.88% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 55.88% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |