| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 54.46% | 39.84% |
| Max Drawdown | -13.8% | -28.38% |
| Sharpe | 0.99 | 0.5 |
| Sortino | 1.7 | 0.73 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.33 | 1.08 |
| Common Sense Ratio | 1.72 | 1.04 |
| CPC Index | 0.86 | 0.71 |
| Tail Ratio | 1.29 | 0.96 |
| Outlier Win Ratio | 19.87 | 3.81 |
| Outlier Loss Ratio | 3.86 | 3.12 |
| Volatility (ann.) | 13.64% | 26.07% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.75 | 1.67 |
| Skew | 2.28 | 0.16 |
| Kurtosis | 26.92 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.03% | 3.1% |
| Expected Yearly % | 24.28% | 18.25% |
| Kelly Criterion | 11.73% | 13.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.21% |
| Expected Shortfall (cVaR) | -1.14% | -2.21% |
| Year | 4056613:BTCUSD | 4056613:btcusd:triple_gx:lsma200_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 56.15 | 1.13 | + |
| 2025 | -6.45 | -1.08 | 0.17 | + |
| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | -1.08% | -11.42% |
| 6M | 41.74% | 35.88% |
| YTD | -1.08% | -6.45% |
| 1Y | 54.46% | 39.84% |
| 3Y (ann.) | 65.49% | 47.48% |
| 5Y (ann.) | 65.49% | 47.48% |
| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| Max Drawdown | -13.8% | -28.38% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.96% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | 3.95 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-06 | -13.80 | 169 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-11-22 | 2025-01-20 | -5.95 | 58 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 4056613:btcusd:triple_gx:lsma200_90_60 | 4056613:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 43.52% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 56.15% | 49.48% |
| Worst Year | -1.08% | -6.45% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.38% | 7.03% |
| Avg. Down Week | -2.36% | -5.13% |
| Avg. Up Month | 14.62% | 11.9% |
| Avg. Down Month | -7.06% | -7.93% |
| Win Days % | 50.38% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 54.17% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |