| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 55.75% | 66.37% |
| Max Drawdown | -23.14% | -29.51% |
| Sharpe | 0.78 | 0.62 |
| Sortino | 1.19 | 0.91 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.31 | 1.09 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 12.69 | 3.88 |
| Outlier Loss Ratio | 3.92 | 3.44 |
| Volatility (ann.) | 15.7% | 25.6% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.4 | 2.24 |
| Skew | 0.52 | 0.24 |
| Kurtosis | 10.43 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.47% | 3.99% |
| Expected Yearly % | 24.8% | 28.98% |
| Kelly Criterion | 7.14% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.16% |
| Expected Shortfall (cVaR) | -1.32% | -2.16% |
| Year | 4056908:BTCUSD | 4056908:btcusd:triple_gx:lsma110_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 54.94 | 1.11 | + |
| 2025 | 11.30 | 0.53 | 0.05 | - |
| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| MTD | 1.7% | 10.32% |
| 3M | 4.19% | 7.53% |
| 6M | 6.34% | 18.96% |
| YTD | 0.53% | 11.3% |
| 1Y | 46.84% | 56.85% |
| 3Y (ann.) | 55.57% | 66.14% |
| 5Y (ann.) | 55.57% | 66.14% |
| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| Max Drawdown | -23.14% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.3% | -5.05% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 2.41 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -23.14 | 149 |
| 2024-05-21 | 2024-07-21 | -17.49 | 61 |
| 2024-08-26 | 2024-09-27 | -11.60 | 32 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 2024-07-27 | 2024-08-18 | -4.02 | 21 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.66% | -12.33% |
| Best Month | 30.29% | 37.42% |
| Worst Month | -11.04% | -17.69% |
| Best Year | 54.94% | 49.48% |
| Worst Year | 0.53% | 11.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.48% | 6.83% |
| Avg. Down Week | -3.9% | -4.51% |
| Avg. Up Month | 9.75% | 13.03% |
| Avg. Down Month | -5.57% | -9.88% |
| Win Days % | 51.65% | 51.88% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 54.05% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |