| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 66.04% | 39.84% |
| Max Drawdown | -15.77% | -28.38% |
| Sharpe | 1.05 | 0.5 |
| Sortino | 1.68 | 0.73 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 15.28 | 3.84 |
| Outlier Loss Ratio | 3.87 | 3.3 |
| Volatility (ann.) | 14.95% | 26.07% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.07 | 1.67 |
| Skew | 0.93 | 0.16 |
| Kurtosis | 13.1 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.72% | 3.1% |
| Expected Yearly % | 28.86% | 18.25% |
| Kelly Criterion | 10.91% | 10.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.21% |
| Expected Shortfall (cVaR) | -1.24% | -2.21% |
| Year | 4056972:BTCUSD | 4056972:btcusd:triple_gx:lsma165_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 84.40 | 1.71 | + |
| 2025 | -6.45 | -9.96 | 1.54 | - |
| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| MTD | -0.55% | 3.6% |
| 3M | -9.96% | -11.42% |
| 6M | 15.72% | 35.88% |
| YTD | -9.96% | -6.45% |
| 1Y | 66.04% | 39.84% |
| 3Y (ann.) | 79.96% | 47.48% |
| 5Y (ann.) | 79.96% | 47.48% |
| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| Max Drawdown | -15.77% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -2.86% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 4.19 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -15.77 | 65 |
| 2024-11-23 | 2025-01-20 | -11.86 | 58 |
| 2024-08-26 | 2024-09-26 | -9.66 | 31 |
| 2024-09-28 | 2024-11-10 | -6.16 | 42 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-14 | -5.83 | 54 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056972:btcusd:triple_gx:lsma165_105_65 | 4056972:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.7% | -12.33% |
| Best Month | 30.82% | 37.42% |
| Worst Month | -8.7% | -17.69% |
| Best Year | 84.4% | 49.48% |
| Worst Year | -9.96% | -6.45% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.86% | 7.34% |
| Avg. Down Week | -4.91% | -5.24% |
| Avg. Up Month | 17.34% | 13.98% |
| Avg. Down Month | -4.74% | -13.21% |
| Win Days % | 51.43% | 51.54% |
| Win Month % | 44.44% | 63.64% |
| Win Week % | 69.23% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |