| Metric | 4056872:btcusd:triple_gx:lsma220_85_65 | 4056872:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 47.05% | 38.53% |
| Max Drawdown | -15.69% | -28.38% |
| Sharpe | 0.92 | 0.49 |
| Sortino | 1.59 | 0.71 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.32 | 1.08 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.84 | 0.7 |
| Tail Ratio | 1.18 | 0.96 |
| Outlier Win Ratio | 21.14 | 3.64 |
| Outlier Loss Ratio | 3.82 | 3.07 |
| Volatility (ann.) | 13.04% | 26.09% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.59 | 1.62 |
| Skew | 2.54 | 0.16 |
| Kurtosis | 30.49 | 6.35 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.57% | 3.01% |
| Expected Yearly % | 21.26% | 17.7% |
| Kelly Criterion | 10.78% | 12.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.21% |
| Expected Shortfall (cVaR) | -1.09% | -2.21% |
| Year | 4056872:BTCUSD | 4056872:btcusd:triple_gx:lsma220_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 43.17 | 0.87 | - |
| 2025 | -7.32 | 2.70 | -0.37 | + |
| Metric | 4056872:btcusd:triple_gx:lsma220_85_65 | 4056872:BTCUSD |
|---|---|---|
| MTD | 2.74% | 2.63% |
| 3M | 2.7% | -12.25% |
| 6M | 46.32% | 34.61% |
| YTD | 2.7% | -7.32% |
| 1Y | 47.05% | 38.53% |
| 3Y (ann.) | 56.33% | 45.89% |
| 5Y (ann.) | 56.33% | 45.89% |
| Metric | 4056872:btcusd:triple_gx:lsma220_85_65 | 4056872:BTCUSD |
|---|---|---|
| Max Drawdown | -15.69% | -28.38% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -2.63% | -4.96% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 3.0 | 1.36 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-19 | 2024-11-06 | -15.69 | 170 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 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 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 4056872:btcusd:triple_gx:lsma220_85_65 | 4056872: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 | 43.17% | 49.48% |
| Worst Year | 2.7% | -7.32% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.56% | 7.35% |
| Avg. Down Week | -3.04% | -4.67% |
| Avg. Up Month | 11.74% | 11.71% |
| Avg. Down Month | -5.68% | -7.93% |
| Win Days % | 50.14% | 51.47% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 56.52% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |