| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 50.46% | 77.51% |
| Max Drawdown | -20.32% | -29.51% |
| Sharpe | 0.78 | 0.68 |
| Sortino | 1.27 | 0.99 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 1.3 | 1.1 |
| CPC Index | 0.73 | 0.69 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 17.68 | 3.79 |
| Outlier Loss Ratio | 3.85 | 3.26 |
| Volatility (ann.) | 13.97% | 25.53% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.43 | 2.56 |
| Skew | 1.64 | 0.23 |
| Kurtosis | 21.91 | 6.74 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 3.19% | 4.51% |
| Expected Yearly % | 22.66% | 33.23% |
| Kelly Criterion | 8.26% | 11.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.15% |
| Expected Shortfall (cVaR) | -1.17% | -2.15% |
| Year | 4056862:BTCUSD | 4056862:btcusd:triple_gx:lsma165_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 68.79 | 1.39 | + |
| 2025 | 18.75 | -10.86 | -0.58 | - |
| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| MTD | -1.0% | 17.7% |
| 3M | -5.8% | 14.72% |
| 6M | -6.72% | 17.49% |
| YTD | -10.86% | 18.75% |
| 1Y | 47.1% | 60.41% |
| 3Y (ann.) | 49.31% | 75.6% |
| 5Y (ann.) | 49.31% | 75.6% |
| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| Max Drawdown | -20.32% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.87% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.48 | 2.63 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-05-23 | -20.32 | 136 |
| 2024-08-27 | 2024-09-26 | -9.53 | 30 |
| 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 | 2024-11-06 | -4.92 | 16 |
| 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 | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.01% | -12.33% |
| Best Month | 43.38% | 37.42% |
| Worst Month | -8.01% | -17.69% |
| Best Year | 68.79% | 49.48% |
| Worst Year | -10.86% | 18.75% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 5.79% | 7.43% |
| Avg. Down Week | -3.83% | -4.75% |
| Avg. Up Month | 14.25% | 14.0% |
| Avg. Down Month | -7.32% | -9.89% |
| Win Days % | 50.38% | 52.18% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |