| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 50.0% | 66.37% |
| Max Drawdown | -13.03% | -29.51% |
| Sharpe | 0.92 | 0.62 |
| Sortino | 1.58 | 0.91 |
| Payoff Ratio | 1.41 | 1.36 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.72 | 1.09 |
| CPC Index | 0.91 | 0.78 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 24.42 | 3.56 |
| Outlier Loss Ratio | 4.12 | 3.08 |
| Volatility (ann.) | 11.65% | 25.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.82 | 2.24 |
| Skew | 2.04 | 0.24 |
| Kurtosis | 26.63 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.17% | 3.99% |
| Expected Yearly % | 22.47% | 28.98% |
| Kelly Criterion | 10.67% | 16.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.16% |
| Expected Shortfall (cVaR) | -0.97% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 49.68 | 1.00 | + |
| 2025 | 11.30 | 0.21 | 0.02 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | 1.57% | 7.53% |
| 6M | -0.41% | 18.96% |
| YTD | 0.21% | 11.3% |
| 1Y | 41.42% | 56.85% |
| 3Y (ann.) | 49.83% | 66.14% |
| 5Y (ann.) | 49.83% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -13.03% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.72% | -5.05% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 3.84 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-16 | -13.03 | 183 |
| 2024-07-22 | 2024-10-14 | -10.29 | 84 |
| 2024-05-21 | 2024-07-15 | -5.27 | 55 |
| 2024-10-21 | 2024-11-10 | -4.82 | 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 |
| 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 | 16.38% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 17.91% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 49.68% | 49.48% |
| Worst Year | 0.21% | 11.3% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 4.44% | 7.46% |
| Avg. Down Week | -2.15% | -4.18% |
| Avg. Up Month | 9.66% | 13.49% |
| Avg. Down Month | -4.18% | -5.98% |
| Win Days % | 47.79% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 55.17% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |