| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 48.54% | 57.92% |
| Max Drawdown | -11.87% | -28.21% |
| Sharpe | 1.72 | 1.16 |
| Sortino | 3.05 | 1.71 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.53 | 1.19 |
| Common Sense Ratio | 2.44 | 1.27 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 1.6 | 1.07 |
| Outlier Win Ratio | 14.23 | 3.05 |
| Outlier Loss Ratio | 3.92 | 2.84 |
| Volatility (ann.) | 24.66% | 50.08% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.09 | 2.05 |
| Skew | 1.6 | -0.18 |
| Kurtosis | 11.83 | 3.06 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.09% | 3.58% |
| Expected Yearly % | 21.88% | 25.67% |
| Kelly Criterion | 14.28% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.01% | -4.15% |
| Expected Shortfall (cVaR) | -2.01% | -4.15% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 37.69 | 0.93 | - |
| 2025 | 12.41 | 7.88 | 0.64 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 9.49% |
| 3M | 10.8% | 8.4% |
| 6M | 13.12% | 19.89% |
| YTD | 7.88% | 12.41% |
| 1Y | 48.54% | 57.92% |
| 3Y (ann.) | 48.54% | 57.92% |
| 5Y (ann.) | 48.54% | 57.92% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -11.87% | -28.21% |
| Longest DD Days | 150.0 | 149.0 |
| Avg. Drawdown | -3.57% | -8.28% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 4.09 | 2.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-23 | 2024-09-25 | -11.87 | 64 |
| 2024-11-23 | 2025-04-22 | -9.65 | 150 |
| 2024-05-22 | 2024-07-17 | -8.25 | 56 |
| 2024-10-22 | 2024-11-11 | -6.07 | 20 |
| 2024-09-26 | 2024-10-15 | -2.63 | 19 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2025-05-13 | 2025-05-16 | -1.43 | 3 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.91% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -5.08% | -18.81% |
| Best Month | 17.57% | 34.43% |
| Worst Month | -7.02% | -23.44% |
| Best Year | 37.69% | 40.49% |
| Worst Year | 7.88% | 12.41% |
| Avg. Up Day | 1.69% | 1.8% |
| Avg. Down Day | -1.51% | -1.7% |
| Avg. Up Week | 4.43% | 7.0% |
| Avg. Down Week | -2.29% | -3.06% |
| Avg. Up Month | 10.13% | 13.99% |
| Avg. Down Month | -4.79% | -10.9% |
| Win Days % | 54.81% | 53.42% |
| Win Month % | 54.55% | 69.23% |
| Win Week % | 54.55% | 53.7% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |