| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 73.42% | 40.19% |
| Max Drawdown | -9.43% | -28.38% |
| Sharpe | 1.28 | 0.51 |
| Sortino | 2.35 | 0.73 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.47 | 1.08 |
| Common Sense Ratio | 2.02 | 1.04 |
| CPC Index | 1.01 | 0.71 |
| Tail Ratio | 1.37 | 0.96 |
| Outlier Win Ratio | 21.02 | 3.81 |
| Outlier Loss Ratio | 3.99 | 3.08 |
| Volatility (ann.) | 13.09% | 26.09% |
| R^2 | 0.25 | 0.25 |
| Calmar | 9.51 | 1.69 |
| Skew | 2.87 | 0.16 |
| Kurtosis | 30.23 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 5.13% | 3.12% |
| Expected Yearly % | 31.69% | 18.4% |
| Kelly Criterion | 15.22% | 13.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.21% |
| Expected Shortfall (cVaR) | -1.08% | -2.21% |
| Year | 4056901:BTCUSD | 4056901:btcusd:triple_gx:lsma220_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 65.57 | 1.33 | + |
| 2025 | -6.21 | 4.74 | -0.76 | + |
| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.86% |
| 3M | 4.74% | -7.61% |
| 6M | 51.57% | 38.23% |
| YTD | 4.74% | -6.21% |
| 1Y | 73.42% | 40.19% |
| 3Y (ann.) | 89.64% | 48.1% |
| 5Y (ann.) | 89.64% | 48.1% |
| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| Max Drawdown | -9.43% | -28.38% |
| Longest DD Days | 121.0 | 144.0 |
| Avg. Drawdown | -1.99% | -4.96% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 7.79 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-09-19 | -9.43 | 121 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 4056901:btcusd:triple_gx:lsma220_90_65 | 4056901:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -4.09% | -12.33% |
| Best Month | 41.04% | 37.42% |
| Worst Month | -4.09% | -17.69% |
| Best Year | 65.57% | 49.48% |
| Worst Year | 4.74% | -6.21% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 5.44% | 7.05% |
| Avg. Down Week | -2.17% | -4.67% |
| Avg. Up Month | 11.38% | 11.58% |
| Avg. Down Month | -2.53% | -7.93% |
| Win Days % | 51.52% | 51.47% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 66.67% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |