| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 35.24% | 38.53% |
| Max Drawdown | -16.26% | -28.38% |
| Sharpe | 0.71 | 0.49 |
| Sortino | 1.11 | 0.71 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 19.02 | 3.76 |
| Outlier Loss Ratio | 3.74 | 3.21 |
| Volatility (ann.) | 13.68% | 26.09% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.58 | 1.62 |
| Skew | 1.05 | 0.16 |
| Kurtosis | 16.77 | 6.35 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.78% | 3.01% |
| Expected Yearly % | 16.29% | 17.7% |
| Kelly Criterion | 7.16% | 9.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.21% |
| Expected Shortfall (cVaR) | -1.15% | -2.21% |
| Year | 4056861:BTCUSD | 4056861:btcusd:triple_gx:lsma160_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 56.42 | 1.14 | + |
| 2025 | -7.32 | -13.54 | 1.85 | - |
| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| MTD | 0.17% | 2.63% |
| 3M | -13.54% | -12.25% |
| 6M | 13.47% | 34.61% |
| YTD | -13.54% | -7.32% |
| 1Y | 35.24% | 38.53% |
| 3Y (ann.) | 41.87% | 45.89% |
| 5Y (ann.) | 41.87% | 45.89% |
| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| Max Drawdown | -16.26% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -3.47% | -4.96% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 2.17 | 1.36 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-03-26 | -16.26 | 78 |
| 2024-08-27 | 2024-10-18 | -10.22 | 52 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2024-07-22 | 2024-08-19 | -6.01 | 28 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 32.21% | 37.42% |
| Worst Month | -8.32% | -17.69% |
| Best Year | 56.42% | 49.48% |
| Worst Year | -13.54% | -7.32% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.19% | 7.64% |
| Avg. Down Week | -3.43% | -4.84% |
| Avg. Up Month | 9.73% | 11.71% |
| Avg. Down Month | -8.32% | -17.69% |
| Win Days % | 49.75% | 51.47% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 57.69% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |