| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 28.03% | 66.37% |
| Max Drawdown | -11.97% | -29.51% |
| Sharpe | 0.67 | 0.62 |
| Sortino | 1.08 | 0.91 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.73 | 1.09 |
| CPC Index | 0.78 | 0.69 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 30.75 | 3.21 |
| Outlier Loss Ratio | 3.83 | 2.92 |
| Volatility (ann.) | 9.97% | 25.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.33 | 2.24 |
| Skew | 1.69 | 0.24 |
| Kurtosis | 36.08 | 6.77 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.92% | 3.99% |
| Expected Yearly % | 13.15% | 28.98% |
| Kelly Criterion | 7.76% | 12.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.16% |
| Expected Shortfall (cVaR) | -0.84% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 33.16 | 0.67 | - |
| 2025 | 11.30 | -3.85 | -0.34 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | -2.29% | 7.53% |
| 6M | -4.46% | 18.96% |
| YTD | -3.85% | 11.3% |
| 1Y | 20.7% | 56.85% |
| 3Y (ann.) | 27.94% | 66.14% |
| 5Y (ann.) | 27.94% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -11.97% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.91% | -5.05% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.34 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-16 | -11.97 | 116 |
| 2024-07-19 | 2024-10-16 | -9.52 | 88 |
| 2024-11-23 | 2025-01-20 | -6.78 | 58 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-05-19 | 2024-07-15 | -4.12 | 56 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-10-29 | -0.79 | 10 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 16.87% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 33.16% | 49.48% |
| Worst Year | -3.85% | 11.3% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 5.47% | 10.18% |
| Avg. Down Week | -2.42% | -4.43% |
| Avg. Up Month | 7.31% | 13.49% |
| Avg. Down Month | -4.96% | -5.98% |
| Win Days % | 48.58% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 42.31% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |