| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 67.54% | 31.62% |
| Max Drawdown | -19.38% | -28.38% |
| Sharpe | 1.07 | 0.43 |
| Sortino | 1.8 | 0.62 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 1.45 | 1.01 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.09 | 0.94 |
| Outlier Win Ratio | 16.85 | 3.87 |
| Outlier Loss Ratio | 3.79 | 3.21 |
| Volatility (ann.) | 14.76% | 25.96% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.14 | 1.3 |
| Skew | 1.83 | 0.17 |
| Kurtosis | 20.29 | 6.4 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.8% | 2.53% |
| Expected Yearly % | 29.44% | 14.73% |
| Kelly Criterion | 11.12% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.2% |
| Expected Shortfall (cVaR) | -1.23% | -2.2% |
| Year | 4056891:BTCUSD | 4056891:btcusd:triple_gx:lsma165_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 100.77 | 2.04 | + |
| 2025 | -11.95 | -16.55 | 1.38 | - |
| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| MTD | -7.45% | -2.49% |
| 3M | -16.55% | -12.15% |
| 6M | 16.75% | 24.81% |
| YTD | -16.55% | -11.95% |
| 1Y | 67.54% | 31.62% |
| 3Y (ann.) | 80.15% | 36.81% |
| 5Y (ann.) | 80.15% | 36.81% |
| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| Max Drawdown | -19.38% | -28.38% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -2.6% | -4.96% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | 3.49 | 1.11 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-31 | -19.38 | 69 |
| 2024-11-22 | 2025-01-20 | -11.07 | 58 |
| 2024-05-21 | 2024-07-15 | -6.18 | 55 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-08-29 | 2024-09-18 | -5.05 | 20 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056891:btcusd:triple_gx:lsma165_90_65 | 4056891:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.01% | -12.33% |
| Best Month | 41.04% | 37.42% |
| Worst Month | -8.01% | -17.69% |
| Best Year | 100.77% | 49.48% |
| Worst Year | -16.55% | -11.95% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 6.25% | 7.59% |
| Avg. Down Week | -3.33% | -4.97% |
| Avg. Up Month | 17.96% | 13.98% |
| Avg. Down Month | -7.73% | -10.09% |
| Win Days % | 50.45% | 51.41% |
| Win Month % | 55.56% | 54.55% |
| Win Week % | 57.69% | 52.08% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |