| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 56.67% | 66.37% |
| Max Drawdown | -19.78% | -29.51% |
| Sharpe | 0.81 | 0.62 |
| Sortino | 1.24 | 0.91 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 13.63 | 3.89 |
| Outlier Loss Ratio | 3.93 | 3.39 |
| Volatility (ann.) | 15.27% | 25.6% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.86 | 2.24 |
| Skew | 0.65 | 0.24 |
| Kurtosis | 11.51 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.51% | 3.99% |
| Expected Yearly % | 25.17% | 28.98% |
| Kelly Criterion | 7.73% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.16% |
| Expected Shortfall (cVaR) | -1.28% | -2.16% |
| Year | 4056940:BTCUSD | 4056940:btcusd:triple_gx:lsma135_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 55.45 | 1.12 | + |
| 2025 | 11.30 | 0.79 | 0.07 | - |
| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| MTD | -0.52% | 10.32% |
| 3M | 1.7% | 7.53% |
| 6M | 2.6% | 18.96% |
| YTD | 0.79% | 11.3% |
| 1Y | 47.71% | 56.85% |
| 3Y (ann.) | 56.48% | 66.14% |
| 5Y (ann.) | 56.48% | 66.14% |
| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| Max Drawdown | -19.78% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.88% | -5.05% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 2.86 | 2.25 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -19.78 | 149 |
| 2024-08-26 | 2024-09-27 | -11.37 | 32 |
| 2024-05-21 | 2024-07-15 | -8.53 | 55 |
| 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 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-23 | 2024-12-17 | -3.46 | 24 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.04% | -12.33% |
| Best Month | 25.92% | 37.42% |
| Worst Month | -7.56% | -17.69% |
| Best Year | 55.45% | 49.48% |
| Worst Year | 0.79% | 11.3% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.38% | 7.11% |
| Avg. Down Week | -3.07% | -4.99% |
| Avg. Up Month | 13.69% | 14.0% |
| Avg. Down Month | -5.05% | -9.88% |
| Win Days % | 51.72% | 51.88% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 52.78% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |