| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 58.0% | 66.37% |
| Max Drawdown | -16.05% | -29.51% |
| Sharpe | 0.92 | 0.62 |
| Sortino | 1.51 | 0.91 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.42 | 1.09 |
| CPC Index | 0.79 | 0.7 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 18.34 | 3.86 |
| Outlier Loss Ratio | 4.03 | 3.15 |
| Volatility (ann.) | 13.32% | 25.6% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.6 | 2.24 |
| Skew | 1.36 | 0.24 |
| Kurtosis | 17.43 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.58% | 3.99% |
| Expected Yearly % | 25.7% | 28.98% |
| Kelly Criterion | 9.62% | 12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.16% |
| Expected Shortfall (cVaR) | -1.11% | -2.16% |
| Year | 4056922:BTCUSD | 4056922:btcusd:triple_gx:lsma185_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 64.75 | 1.31 | + |
| 2025 | 11.30 | -4.10 | -0.36 | - |
| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| MTD | -0.37% | 10.32% |
| 3M | 4.63% | 7.53% |
| 6M | 7.17% | 18.96% |
| YTD | -4.1% | 11.3% |
| 1Y | 48.96% | 56.85% |
| 3Y (ann.) | 57.81% | 66.14% |
| 5Y (ann.) | 57.81% | 66.14% |
| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| Max Drawdown | -16.05% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -2.88% | -5.05% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 3.61 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-05-16 | -16.05 | 174 |
| 2024-08-26 | 2024-10-18 | -11.88 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.91 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-09 | -4.92 | 19 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-27 | 2024-08-23 | -2.02 | 26 |
| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.31% | -12.33% |
| Best Month | 31.09% | 37.42% |
| Worst Month | -8.35% | -17.69% |
| Best Year | 64.75% | 49.48% |
| Worst Year | -4.1% | 11.3% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 5.45% | 7.55% |
| Avg. Down Week | -2.8% | -4.29% |
| Avg. Up Month | 14.08% | 14.0% |
| Avg. Down Month | -4.43% | -5.41% |
| Win Days % | 50.19% | 51.88% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |