| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 20.44% | 39.84% |
| Max Drawdown | -23.32% | -28.38% |
| Sharpe | 0.42 | 0.5 |
| Sortino | 0.61 | 0.73 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 14.05 | 3.81 |
| Outlier Loss Ratio | 3.61 | 3.41 |
| Volatility (ann.) | 15.86% | 26.07% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.03 | 1.67 |
| Skew | 0.29 | 0.16 |
| Kurtosis | 11.04 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.71% | 3.1% |
| Expected Yearly % | 9.75% | 18.25% |
| Kelly Criterion | 3.1% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.21% |
| Expected Shortfall (cVaR) | -1.35% | -2.21% |
| Year | 4056851:BTCUSD | 4056851:btcusd:triple_gx:lsma110_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 23.79 | 0.48 | - |
| 2025 | -6.45 | -2.70 | 0.42 | + |
| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| MTD | 8.82% | 3.6% |
| 3M | -2.7% | -11.42% |
| 6M | 18.57% | 35.88% |
| YTD | -2.7% | -6.45% |
| 1Y | 20.44% | 39.84% |
| 3Y (ann.) | 24.05% | 47.48% |
| 5Y (ann.) | 24.05% | 47.48% |
| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| Max Drawdown | -23.32% | -28.38% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -4.53% | -4.96% |
| Avg. Drawdown Days | 22.0 | 12.0 |
| Recovery Factor | 0.88 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -23.32 | 99 |
| 2024-05-19 | 2024-11-10 | -20.35 | 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 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.92 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 4056851:btcusd:triple_gx:lsma110_85_65 | 4056851:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.1% | -12.33% |
| Best Month | 31.8% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 23.79% | 49.48% |
| Worst Year | -2.7% | -6.45% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 5.28% | 7.71% |
| Avg. Down Week | -4.94% | -4.59% |
| Avg. Up Month | 10.11% | 13.46% |
| Avg. Down Month | -9.13% | -10.46% |
| Win Days % | 50.65% | 51.54% |
| Win Month % | 60.0% | 63.64% |
| Win Week % | 58.62% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |