| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 49.91% | 39.84% |
| Max Drawdown | -11.88% | -28.38% |
| Sharpe | 0.93 | 0.5 |
| Sortino | 1.5 | 0.73 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 18.62 | 3.83 |
| Outlier Loss Ratio | 3.74 | 3.12 |
| Volatility (ann.) | 13.61% | 26.07% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.04 | 1.67 |
| Skew | 1.29 | 0.16 |
| Kurtosis | 17.53 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.75% | 3.1% |
| Expected Yearly % | 22.44% | 18.25% |
| Kelly Criterion | 11.0% | 10.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.21% |
| Expected Shortfall (cVaR) | -1.14% | -2.21% |
| Year | 4056720:BTCUSD | 4056720:btcusd:triple_gx:lsma195_110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 55.19 | 1.12 | + |
| 2025 | -6.45 | -3.40 | 0.53 | + |
| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| MTD | 4.01% | 3.6% |
| 3M | -3.4% | -11.42% |
| 6M | 23.36% | 35.88% |
| YTD | -3.4% | -6.45% |
| 1Y | 49.91% | 39.84% |
| 3Y (ann.) | 59.86% | 47.48% |
| 5Y (ann.) | 59.86% | 47.48% |
| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| Max Drawdown | -11.88% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.96% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 4.2 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -11.88 | 124 |
| 2024-07-29 | 2024-09-27 | -10.92 | 59 |
| 2024-09-28 | 2024-11-10 | -6.58 | 42 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 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 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 4056720:btcusd:triple_gx:lsma195_110_60 | 4056720:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.08% | -12.33% |
| Best Month | 30.58% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 55.19% | 49.48% |
| Worst Year | -3.4% | -6.45% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 5.06% | 6.54% |
| Avg. Down Week | -3.55% | -3.53% |
| Avg. Up Month | 12.47% | 11.9% |
| Avg. Down Month | -8.08% | -8.73% |
| Win Days % | 51.64% | 51.54% |
| Win Month % | 62.5% | 63.64% |
| Win Week % | 62.5% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |