| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 41.74% | 40.19% |
| Max Drawdown | -18.7% | -28.38% |
| Sharpe | 0.82 | 0.51 |
| Sortino | 1.33 | 0.73 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.77 | 0.68 |
| Tail Ratio | 1.22 | 0.96 |
| Outlier Win Ratio | 19.98 | 3.83 |
| Outlier Loss Ratio | 3.92 | 3.17 |
| Volatility (ann.) | 13.42% | 26.09% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.67 | 1.69 |
| Skew | 1.33 | 0.16 |
| Kurtosis | 18.87 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.22% | 3.12% |
| Expected Yearly % | 19.06% | 18.4% |
| Kelly Criterion | 8.88% | 11.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 4056951:BTCUSD | 4056951:btcusd:triple_gx:lsma190_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.01 | 1.15 | + |
| 2025 | -6.21 | -9.72 | 1.56 | - |
| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| MTD | 2.37% | 3.86% |
| 3M | -9.72% | -7.61% |
| 6M | 19.43% | 38.23% |
| YTD | -9.72% | -6.21% |
| 1Y | 41.74% | 40.19% |
| 3Y (ann.) | 50.0% | 48.1% |
| 5Y (ann.) | 50.0% | 48.1% |
| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| Max Drawdown | -18.7% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -3.28% | -4.96% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 2.23 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-26 | -18.70 | 123 |
| 2024-07-27 | 2024-10-18 | -11.92 | 82 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.92 | 20 |
| 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 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 4056951:btcusd:triple_gx:lsma190_100_65 | 4056951:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 28.31% | 37.42% |
| Worst Month | -11.81% | -17.69% |
| Best Year | 57.01% | 49.48% |
| Worst Year | -9.72% | -6.21% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.35% | 7.05% |
| Avg. Down Week | -2.5% | -4.66% |
| Avg. Up Month | 12.27% | 11.95% |
| Avg. Down Month | -7.99% | -8.73% |
| Win Days % | 49.88% | 51.47% |
| Win Month % | 62.5% | 63.64% |
| Win Week % | 52.0% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |