| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 42.89% | 39.84% |
| Max Drawdown | -25.33% | -28.38% |
| Sharpe | 0.74 | 0.5 |
| Sortino | 1.13 | 0.73 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.35 | 1.04 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 14.38 | 3.84 |
| Outlier Loss Ratio | 3.79 | 3.36 |
| Volatility (ann.) | 15.48% | 26.07% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.02 | 1.67 |
| Skew | 0.62 | 0.16 |
| Kurtosis | 12.1 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.3% | 3.1% |
| Expected Yearly % | 19.54% | 18.25% |
| Kelly Criterion | 7.28% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.21% |
| Expected Shortfall (cVaR) | -1.3% | -2.21% |
| Year | 4056942:BTCUSD | 4056942:btcusd:triple_gx:lsma145_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 53.50 | 1.08 | + |
| 2025 | -6.45 | -6.91 | 1.07 | - |
| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| MTD | 4.42% | 3.6% |
| 3M | -6.91% | -11.42% |
| 6M | 6.84% | 35.88% |
| YTD | -6.91% | -6.45% |
| 1Y | 42.89% | 39.84% |
| 3Y (ann.) | 51.22% | 47.48% |
| 5Y (ann.) | 51.22% | 47.48% |
| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| Max Drawdown | -25.33% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 1.69 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -25.33 | 124 |
| 2024-08-26 | 2024-09-27 | -11.37 | 32 |
| 2024-05-21 | 2024-07-15 | -6.94 | 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 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-27 | 2024-08-20 | -3.01 | 23 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.84% | -12.33% |
| Best Month | 25.92% | 37.42% |
| Worst Month | -9.84% | -17.69% |
| Best Year | 53.5% | 49.48% |
| Worst Year | -6.91% | -6.45% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.02% | 6.89% |
| Avg. Down Week | -3.32% | -5.06% |
| Avg. Up Month | 12.91% | 11.9% |
| Avg. Down Month | -6.48% | -9.88% |
| Win Days % | 51.23% | 51.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 56.67% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |