| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 60.24% | 39.84% |
| Max Drawdown | -14.52% | -28.38% |
| Sharpe | 1.07 | 0.5 |
| Sortino | 1.85 | 0.73 |
| Payoff Ratio | 1.27 | 1.27 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | 1.78 | 1.04 |
| CPC Index | 0.89 | 0.71 |
| Tail Ratio | 1.3 | 0.96 |
| Outlier Win Ratio | 20.27 | 3.81 |
| Outlier Loss Ratio | 3.84 | 3.12 |
| Volatility (ann.) | 13.55% | 26.07% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.01 | 1.67 |
| Skew | 2.32 | 0.16 |
| Kurtosis | 27.57 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.38% | 3.1% |
| Expected Yearly % | 26.59% | 18.25% |
| Kelly Criterion | 13.11% | 13.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 4056618:BTCUSD | 4056618:btcusd:triple_gx:lsma225_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.46 | 1.16 | + |
| 2025 | -6.45 | 1.77 | -0.27 | + |
| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | 1.77% | -11.42% |
| 6M | 48.3% | 35.88% |
| YTD | 1.77% | -6.45% |
| 1Y | 60.24% | 39.84% |
| 3Y (ann.) | 72.7% | 47.48% |
| 5Y (ann.) | 72.7% | 47.48% |
| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| Max Drawdown | -14.52% | -28.38% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 4.15 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-06 | -14.52 | 169 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-01-19 | 2025-01-20 | -3.60 | 0 |
| 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 | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 43.52% | 37.42% |
| Worst Month | -8.44% | -17.69% |
| Best Year | 57.46% | 49.48% |
| Worst Year | 1.77% | -6.45% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 5.12% | 7.4% |
| Avg. Down Week | -2.46% | -5.37% |
| Avg. Up Month | 12.2% | 11.73% |
| Avg. Down Month | -7.49% | -7.93% |
| Win Days % | 51.44% | 51.54% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 60.87% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |