| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 54.15% | 39.84% |
| Max Drawdown | -24.11% | -28.38% |
| Sharpe | 0.82 | 0.5 |
| Sortino | 1.22 | 0.73 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.35 | 1.04 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 11.28 | 3.84 |
| Outlier Loss Ratio | 3.91 | 3.52 |
| Volatility (ann.) | 17.09% | 26.07% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.7 | 1.67 |
| Skew | 0.22 | 0.16 |
| Kurtosis | 9.78 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.01% | 3.1% |
| Expected Yearly % | 24.16% | 18.25% |
| Kelly Criterion | 6.5% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.21% |
| Expected Shortfall (cVaR) | -1.43% | -2.21% |
| Year | 4056877:BTCUSD | 4056877:btcusd:triple_gx:lsma95_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 64.28 | 1.30 | + |
| 2025 | -6.45 | -6.17 | 0.96 | + |
| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| MTD | 2.13% | 3.6% |
| 3M | -6.17% | -11.42% |
| 6M | 26.5% | 35.88% |
| YTD | -6.17% | -6.45% |
| 1Y | 54.15% | 39.84% |
| 3Y (ann.) | 65.11% | 47.48% |
| 5Y (ann.) | 65.11% | 47.48% |
| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| Max Drawdown | -24.11% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 2.25 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -24.11 | 99 |
| 2024-05-21 | 2024-08-23 | -19.13 | 94 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-08-29 | 2024-09-17 | -5.02 | 18 |
| 2024-10-21 | 2024-11-09 | -4.92 | 19 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.71% | -12.33% |
| Best Month | 32.76% | 37.42% |
| Worst Month | -8.95% | -17.69% |
| Best Year | 64.28% | 49.48% |
| Worst Year | -6.17% | -6.45% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.62% | 6.57% |
| Avg. Down Week | -3.47% | -4.72% |
| Avg. Up Month | 8.44% | 11.44% |
| Avg. Down Month | -4.15% | -9.34% |
| Win Days % | 51.11% | 51.54% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 61.76% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |