| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 56.54% | 66.37% |
| Max Drawdown | -12.89% | -29.51% |
| Sharpe | 0.93 | 0.62 |
| Sortino | 1.54 | 0.91 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 1.6 | 1.09 |
| CPC Index | 0.81 | 0.71 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 19.16 | 3.77 |
| Outlier Loss Ratio | 4.21 | 3.2 |
| Volatility (ann.) | 12.83% | 25.6% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.37 | 2.24 |
| Skew | 1.53 | 0.24 |
| Kurtosis | 18.77 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.51% | 3.99% |
| Expected Yearly % | 25.12% | 28.98% |
| Kelly Criterion | 9.72% | 12.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.16% |
| Expected Shortfall (cVaR) | -1.07% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 45.10 | 0.91 | - |
| 2025 | 11.30 | 7.88 | 0.70 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | 10.8% | 7.53% |
| 6M | 12.28% | 18.96% |
| YTD | 7.88% | 11.3% |
| 1Y | 47.58% | 56.85% |
| 3Y (ann.) | 56.35% | 66.14% |
| 5Y (ann.) | 56.35% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -12.89% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -2.73% | -5.05% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 4.39 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-22 | -12.89 | 92 |
| 2024-07-22 | 2024-10-14 | -12.57 | 84 |
| 2024-05-21 | 2024-07-19 | -8.84 | 59 |
| 2024-11-13 | 2025-01-20 | -7.23 | 67 |
| 2024-10-21 | 2024-11-10 | -6.14 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-05-11 | 2025-05-16 | -2.24 | 5 |
| 2025-04-28 | 2025-05-10 | -1.67 | 12 |
| 2024-05-19 | 2024-05-20 | -1.62 | 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 | 18.93% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 21.04% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 45.1% | 49.48% |
| Worst Year | 7.88% | 11.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.87% | 7.68% |
| Avg. Down Week | -2.35% | -3.95% |
| Avg. Up Month | 11.11% | 13.49% |
| Avg. Down Month | -4.82% | -5.98% |
| Win Days % | 49.6% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 51.52% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |