| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 57.9% | 66.37% |
| Max Drawdown | -14.26% | -29.51% |
| Sharpe | 0.95 | 0.62 |
| Sortino | 1.63 | 0.91 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.52 | 1.09 |
| CPC Index | 0.82 | 0.69 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 19.55 | 3.64 |
| Outlier Loss Ratio | 4.04 | 3.14 |
| Volatility (ann.) | 12.84% | 25.6% |
| R^2 | 0.25 | 0.25 |
| Calmar | 4.05 | 2.24 |
| Skew | 2.36 | 0.24 |
| Kurtosis | 28.63 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.58% | 3.99% |
| Expected Yearly % | 25.66% | 28.98% |
| Kelly Criterion | 10.86% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.16% |
| Expected Shortfall (cVaR) | -1.07% | -2.16% |
| Year | 4056844:BTCUSD | 4056844:btcusd:triple_gx:lsma225_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 43.79 | 0.88 | - |
| 2025 | 11.30 | 9.81 | 0.87 | - |
| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| MTD | 0.79% | 10.32% |
| 3M | 10.39% | 7.53% |
| 6M | 23.21% | 18.96% |
| YTD | 9.81% | 11.3% |
| 1Y | 48.87% | 56.85% |
| 3Y (ann.) | 57.7% | 66.14% |
| 5Y (ann.) | 57.7% | 66.14% |
| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| Max Drawdown | -14.26% | -29.51% |
| Longest DD Days | 171.0 | 144.0 |
| Avg. Drawdown | -2.1% | -5.05% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 4.06 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2024-11-06 | -14.26 | 171 |
| 2025-01-20 | 2025-04-22 | -8.76 | 92 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-05-16 | -4.01 | 13 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-04-23 | 2025-04-24 | -1.41 | 1 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-04-25 | 2025-04-25 | -0.84 | 0 |
| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 43.15% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 43.79% | 49.48% |
| Worst Year | 9.81% | 11.3% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 5.25% | 6.76% |
| Avg. Down Week | -2.55% | -3.65% |
| Avg. Up Month | 12.09% | 13.39% |
| Avg. Down Month | -5.56% | -5.98% |
| Win Days % | 50.96% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 51.72% | 55.56% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |