| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 47.87% | 38.53% |
| Max Drawdown | -15.47% | -28.38% |
| Sharpe | 0.86 | 0.49 |
| Sortino | 1.39 | 0.71 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | 1.42 | 1.04 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 18.69 | 3.81 |
| Outlier Loss Ratio | 3.66 | 3.24 |
| Volatility (ann.) | 14.35% | 26.09% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.71 | 1.62 |
| Skew | 1.65 | 0.16 |
| Kurtosis | 22.63 | 6.35 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.62% | 3.01% |
| Expected Yearly % | 21.6% | 17.7% |
| Kelly Criterion | 9.46% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 4056863:BTCUSD | 4056863:btcusd:triple_gx:lsma170_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 64.25 | 1.30 | + |
| 2025 | -7.32 | -9.97 | 1.36 | - |
| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| MTD | 1.46% | 2.63% |
| 3M | -9.97% | -12.25% |
| 6M | 27.9% | 34.61% |
| YTD | -9.97% | -7.32% |
| 1Y | 47.87% | 38.53% |
| 3Y (ann.) | 57.35% | 45.89% |
| 5Y (ann.) | 57.35% | 45.89% |
| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| Max Drawdown | -15.47% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 3.09 | 1.36 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-26 | -15.47 | 65 |
| 2025-01-07 | 2025-01-20 | -10.15 | 13 |
| 2024-08-27 | 2024-09-20 | -8.70 | 24 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2024-07-22 | 2024-08-22 | -6.01 | 31 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 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 | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 43.38% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 64.25% | 49.48% |
| Worst Year | -9.97% | -7.32% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.56% | 7.64% |
| Avg. Down Week | -3.94% | -5.56% |
| Avg. Up Month | 12.56% | 11.71% |
| Avg. Down Month | -4.89% | -13.21% |
| Win Days % | 50.38% | 51.47% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 64.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |