| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 22.05% | 39.84% |
| Max Drawdown | -23.84% | -28.38% |
| Sharpe | 0.43 | 0.5 |
| Sortino | 0.63 | 0.73 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 12.64 | 3.81 |
| Outlier Loss Ratio | 3.66 | 3.41 |
| Volatility (ann.) | 16.58% | 26.07% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.09 | 1.67 |
| Skew | 0.12 | 0.16 |
| Kurtosis | 10.73 | 6.36 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 3.1% |
| Expected Yearly % | 10.48% | 18.25% |
| Kelly Criterion | 3.03% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.21% |
| Expected Shortfall (cVaR) | -1.41% | -2.21% |
| Year | 4056849:BTCUSD | 4056849:btcusd:triple_gx:lsma100_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 32.14 | 0.65 | - |
| 2025 | -6.45 | -7.64 | 1.18 | - |
| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| MTD | 3.4% | 3.6% |
| 3M | -7.64% | -11.42% |
| 6M | 19.09% | 35.88% |
| YTD | -7.64% | -6.45% |
| 1Y | 22.05% | 39.84% |
| 3Y (ann.) | 25.97% | 47.48% |
| 5Y (ann.) | 25.97% | 47.48% |
| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| Max Drawdown | -23.84% | -28.38% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -3.96% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 0.93 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -23.84 | 99 |
| 2024-05-19 | 2024-11-10 | -21.78 | 174 |
| 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 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.68% | -12.33% |
| Best Month | 32.28% | 37.42% |
| Worst Month | -8.95% | -17.69% |
| Best Year | 32.14% | 49.48% |
| Worst Year | -7.64% | -6.45% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.86% | 7.61% |
| Avg. Down Week | -3.6% | -4.85% |
| Avg. Up Month | 9.68% | 13.46% |
| Avg. Down Month | -5.01% | -9.34% |
| Win Days % | 49.83% | 51.54% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 52.94% | 53.19% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |