| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 42.97% | 39.84% |
| Max Drawdown | -16.04% | -28.38% |
| Sharpe | 0.87 | 0.5 |
| Sortino | 1.44 | 0.73 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.8 | 0.69 |
| Tail Ratio | 1.17 | 0.96 |
| Outlier Win Ratio | 20.4 | 3.64 |
| Outlier Loss Ratio | 3.91 | 3.07 |
| Volatility (ann.) | 12.77% | 26.07% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.2 | 1.67 |
| Skew | 1.62 | 0.16 |
| Kurtosis | 21.15 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.3% | 3.1% |
| Expected Yearly % | 19.57% | 18.25% |
| Kelly Criterion | 9.85% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 4056931:BTCUSD | 4056931:btcusd:triple_gx:lsma225_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 41.08 | 0.83 | - |
| 2025 | -6.45 | 1.34 | -0.21 | + |
| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| MTD | 3.49% | 3.6% |
| 3M | 1.34% | -11.42% |
| 6M | 34.71% | 35.88% |
| YTD | 1.34% | -6.45% |
| 1Y | 42.97% | 39.84% |
| 3Y (ann.) | 51.32% | 47.48% |
| 5Y (ann.) | 51.32% | 47.48% |
| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| Max Drawdown | -16.04% | -28.38% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.96% |
| Avg. Drawdown Days | 23.0 | 12.0 |
| Recovery Factor | 2.68 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-10 | -16.04 | 173 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-23 | 2025-01-20 | -4.43 | 58 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| Metric | 4056931:btcusd:triple_gx:lsma225_95_65 | 4056931:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.2% | -12.33% |
| Best Month | 31.09% | 37.42% |
| Worst Month | -8.43% | -17.69% |
| Best Year | 41.08% | 49.48% |
| Worst Year | 1.34% | -6.45% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 4.77% | 7.03% |
| Avg. Down Week | -2.54% | -4.97% |
| Avg. Up Month | 11.04% | 11.9% |
| Avg. Down Month | -5.82% | -7.93% |
| Win Days % | 50.0% | 51.54% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 56.52% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |