| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 68.42% | 66.37% |
| Max Drawdown | -20.64% | -29.51% |
| Sharpe | 0.91 | 0.62 |
| Sortino | 1.39 | 0.91 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.37 | 1.09 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 12.95 | 3.88 |
| Outlier Loss Ratio | 3.81 | 3.39 |
| Volatility (ann.) | 15.63% | 25.6% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.3 | 2.24 |
| Skew | 0.54 | 0.24 |
| Kurtosis | 10.64 | 6.77 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.09% | 3.99% |
| Expected Yearly % | 29.78% | 28.98% |
| Kelly Criterion | 8.67% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.16% |
| Expected Shortfall (cVaR) | -1.31% | -2.16% |
| Year | 4056879:BTCUSD | 4056879:btcusd:triple_gx:lsma110_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.75 | 1.07 | + |
| 2025 | 11.30 | 10.26 | 0.91 | - |
| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| MTD | 1.7% | 10.32% |
| 3M | 8.45% | 7.53% |
| 6M | 13.13% | 18.96% |
| YTD | 10.26% | 11.3% |
| 1Y | 58.78% | 56.85% |
| 3Y (ann.) | 68.18% | 66.14% |
| 5Y (ann.) | 68.18% | 66.14% |
| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| Max Drawdown | -20.64% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.11% | -5.05% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 3.31 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -20.64 | 149 |
| 2024-05-21 | 2024-08-23 | -18.79 | 94 |
| 2024-08-29 | 2024-09-18 | -5.64 | 20 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-08-28 | 2024-08-29 | -2.14 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.1% | -12.33% |
| Best Month | 31.95% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 52.75% | 49.48% |
| Worst Year | 10.26% | 11.3% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 5.17% | 6.48% |
| Avg. Down Week | -4.23% | -4.19% |
| Avg. Up Month | 9.52% | 13.98% |
| Avg. Down Month | -9.13% | -10.46% |
| Win Days % | 52.37% | 51.88% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 62.86% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |