| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 68.84% | 40.19% |
| Max Drawdown | -17.62% | -28.38% |
| Sharpe | 1.1 | 0.51 |
| Sortino | 1.85 | 0.73 |
| Payoff Ratio | 1.31 | 1.3 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | 1.63 | 1.04 |
| CPC Index | 0.89 | 0.73 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 17.21 | 3.84 |
| Outlier Loss Ratio | 3.79 | 3.22 |
| Volatility (ann.) | 14.78% | 26.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.76 | 1.69 |
| Skew | 1.77 | 0.16 |
| Kurtosis | 21.03 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.88% | 3.12% |
| Expected Yearly % | 29.94% | 18.4% |
| Kelly Criterion | 12.23% | 14.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.21% |
| Expected Shortfall (cVaR) | -1.23% | -2.21% |
| Year | 4056606:BTCUSD | 4056606:btcusd:triple_gx:lsma165_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 94.36 | 1.91 | + |
| 2025 | -6.21 | -13.13 | 2.11 | - |
| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| MTD | 1.35% | 3.86% |
| 3M | -13.13% | -7.61% |
| 6M | 27.56% | 38.23% |
| YTD | -13.13% | -6.21% |
| 1Y | 68.84% | 40.19% |
| 3Y (ann.) | 83.84% | 48.1% |
| 5Y (ann.) | 83.84% | 48.1% |
| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| Max Drawdown | -17.62% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 3.91 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-26 | -17.62 | 123 |
| 2024-08-26 | 2024-09-26 | -10.07 | 31 |
| 2024-07-22 | 2024-08-19 | -6.01 | 28 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 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 |
| Metric | 4056606:btcusd:triple_gx:lsma165_90_60 | 4056606:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 43.52% | 37.42% |
| Worst Month | -9.7% | -17.69% |
| Best Year | 94.36% | 49.48% |
| Worst Year | -13.13% | -6.21% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 6.2% | 7.18% |
| Avg. Down Week | -3.21% | -5.75% |
| Avg. Up Month | 15.41% | 11.95% |
| Avg. Down Month | -5.08% | -17.69% |
| Win Days % | 50.24% | 51.47% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 56.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |