| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 44.92% | 66.37% |
| Max Drawdown | -13.06% | -29.51% |
| Sharpe | 0.89 | 0.62 |
| Sortino | 1.52 | 0.91 |
| Payoff Ratio | 1.38 | 1.33 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.83 | 1.09 |
| CPC Index | 0.9 | 0.76 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 26.18 | 3.45 |
| Outlier Loss Ratio | 4.04 | 2.97 |
| Volatility (ann.) | 11.08% | 25.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 3.43 | 2.24 |
| Skew | 2.15 | 0.24 |
| Kurtosis | 30.62 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.89% | 3.99% |
| Expected Yearly % | 20.38% | 28.98% |
| Kelly Criterion | 10.65% | 15.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.16% |
| Expected Shortfall (cVaR) | -0.93% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 49.18 | 0.99 | - |
| 2025 | 11.30 | -2.86 | -0.25 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | -0.15% | 7.53% |
| 6M | -3.47% | 18.96% |
| YTD | -2.86% | 11.3% |
| 1Y | 36.62% | 56.85% |
| 3Y (ann.) | 44.77% | 66.14% |
| 5Y (ann.) | 44.77% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -13.06% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.52% | -5.05% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.44 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-16 | -13.06 | 183 |
| 2024-07-20 | 2024-10-15 | -10.46 | 86 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-06-07 | 2024-07-15 | -3.77 | 37 |
| 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 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 17.98% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 19.53% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 49.18% | 49.48% |
| Worst Year | -2.86% | 11.3% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 5.02% | 8.13% |
| Avg. Down Week | -2.08% | -4.18% |
| Avg. Up Month | 9.72% | 13.49% |
| Avg. Down Month | -4.88% | -5.98% |
| Win Days % | 48.22% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 48.28% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |