| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 39.27% | 39.84% |
| Max Drawdown | -23.89% | -28.38% |
| Sharpe | 0.72 | 0.5 |
| Sortino | 1.11 | 0.73 |
| Payoff Ratio | 1.16 | 1.17 |
| Profit Factor | 1.2 | 1.08 |
| Common Sense Ratio | 1.32 | 1.04 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 16.82 | 3.83 |
| Outlier Loss Ratio | 3.72 | 3.32 |
| Volatility (ann.) | 14.77% | 26.07% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.96 | 1.67 |
| Skew | 0.76 | 0.16 |
| Kurtosis | 14.52 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.06% | 3.1% |
| Expected Yearly % | 18.01% | 18.25% |
| Kelly Criterion | 7.48% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.21% |
| Expected Shortfall (cVaR) | -1.24% | -2.21% |
| Year | 4056603:BTCUSD | 4056603:btcusd:triple_gx:lsma150_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.30 | 1.04 | + |
| 2025 | -6.45 | -7.95 | 1.23 | - |
| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| MTD | 4.8% | 3.6% |
| 3M | -7.95% | -11.42% |
| 6M | 7.05% | 35.88% |
| YTD | -7.95% | -6.45% |
| 1Y | 39.27% | 39.84% |
| 3Y (ann.) | 46.79% | 47.48% |
| 5Y (ann.) | 46.79% | 47.48% |
| Metric | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| Max Drawdown | -23.89% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.31% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 1.64 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-27 | -23.89 | 124 |
| 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 | 4056603:btcusd:triple_gx:lsma150_90_60 | 4056603:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.78% | -12.33% |
| Best Month | 29.1% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 51.3% | 49.48% |
| Worst Year | -7.95% | -6.45% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.07% | 7.16% |
| Avg. Down Week | -3.39% | -5.35% |
| Avg. Up Month | 12.89% | 11.9% |
| Avg. Down Month | -5.55% | -9.88% |
| Win Days % | 50.22% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 55.56% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |