| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 51.5% | 38.53% |
| Max Drawdown | -11.21% | -28.38% |
| Sharpe | 0.98 | 0.49 |
| Sortino | 1.71 | 0.71 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.34 | 1.08 |
| Common Sense Ratio | 1.63 | 1.04 |
| CPC Index | 0.87 | 0.7 |
| Tail Ratio | 1.21 | 0.96 |
| Outlier Win Ratio | 20.81 | 3.64 |
| Outlier Loss Ratio | 3.83 | 3.07 |
| Volatility (ann.) | 13.08% | 26.09% |
| R^2 | 0.25 | 0.25 |
| Calmar | 5.52 | 1.62 |
| Skew | 2.52 | 0.16 |
| Kurtosis | 30.1 | 6.35 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.85% | 3.01% |
| Expected Yearly % | 23.08% | 17.7% |
| Kelly Criterion | 11.92% | 12.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.21% |
| Expected Shortfall (cVaR) | -1.09% | -2.21% |
| Year | 4056869:BTCUSD | 4056869:btcusd:triple_gx:lsma200_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.65 | 1.06 | + |
| 2025 | -7.32 | -0.75 | 0.10 | + |
| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| MTD | 1.8% | 2.63% |
| 3M | -0.75% | -12.25% |
| 6M | 41.16% | 34.61% |
| YTD | -0.75% | -7.32% |
| 1Y | 51.5% | 38.53% |
| 3Y (ann.) | 61.82% | 45.89% |
| 5Y (ann.) | 61.82% | 45.89% |
| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| Max Drawdown | -11.21% | -28.38% |
| Longest DD Days | 88.0 | 144.0 |
| Avg. Drawdown | -2.75% | -4.96% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 4.59 | 1.36 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-10-18 | -11.21 | 88 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2025-01-08 | 2025-01-20 | -2.73 | 12 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| Metric | 4056869:btcusd:triple_gx:lsma200_85_65 | 4056869:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 43.38% | 37.42% |
| Worst Month | -6.81% | -17.69% |
| Best Year | 52.65% | 49.48% |
| Worst Year | -0.75% | -7.32% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.74% | 7.35% |
| Avg. Down Week | -2.49% | -4.26% |
| Avg. Up Month | 12.08% | 11.71% |
| Avg. Down Month | -3.67% | -7.93% |
| Win Days % | 50.55% | 51.47% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 58.33% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |