| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.94% | 57.92% |
| Max Drawdown | -10.91% | -28.21% |
| Sharpe | 0.53 | 1.16 |
| Sortino | 0.75 | 1.71 |
| Payoff Ratio | 0.85 | 0.83 |
| Profit Factor | 1.21 | 1.19 |
| Common Sense Ratio | 3.67 | 1.27 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 3.03 | 1.07 |
| Outlier Win Ratio | 38.52 | 2.72 |
| Outlier Loss Ratio | 4.25 | 2.76 |
| Volatility (ann.) | 14.71% | 50.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.64 | 2.05 |
| Skew | -0.57 | -0.18 |
| Kurtosis | 18.64 | 3.06 |
| Expected Daily % | 0.02% | 0.12% |
| Expected Monthly % | 0.52% | 3.58% |
| Expected Yearly % | 3.41% | 25.67% |
| Kelly Criterion | -5.7% | -2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -4.15% |
| Expected Shortfall (cVaR) | -1.25% | -4.15% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 10.01 | 0.25 | - |
| 2025 | 12.41 | -2.79 | -0.22 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.72% | 9.49% |
| 3M | -1.73% | 8.4% |
| 6M | -3.4% | 19.89% |
| YTD | -2.79% | 12.41% |
| 1Y | 6.94% | 57.92% |
| 3Y (ann.) | 6.94% | 57.92% |
| 5Y (ann.) | 6.94% | 57.92% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -10.91% | -28.21% |
| Longest DD Days | 174.0 | 149.0 |
| Avg. Drawdown | -4.44% | -8.28% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 0.64 | 2.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2024-10-16 | -10.91 | 90 |
| 2024-11-23 | 2025-05-16 | -8.21 | 174 |
| 2024-10-31 | 2024-11-10 | -4.06 | 10 |
| 2024-06-08 | 2024-07-15 | -2.96 | 37 |
| 2024-06-05 | 2024-06-07 | -0.33 | 2 |
| 2024-05-17 | 2024-05-18 | -0.15 | 1 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.49% |
| Worst Day | -4.91% | -13.23% |
| Best Week | 7.37% | 15.41% |
| Worst Week | -5.08% | -18.81% |
| Best Month | 7.67% | 34.43% |
| Worst Month | -6.29% | -23.44% |
| Best Year | 10.01% | 40.49% |
| Worst Year | -2.79% | 12.41% |
| Avg. Up Day | 1.39% | 1.72% |
| Avg. Down Day | -1.64% | -2.07% |
| Avg. Up Week | 2.8% | 8.18% |
| Avg. Down Week | -2.3% | -3.72% |
| Avg. Up Month | 3.97% | 13.99% |
| Avg. Down Month | -4.43% | -10.9% |
| Win Days % | 51.56% | 53.42% |
| Win Month % | 54.55% | 69.23% |
| Win Week % | 52.0% | 53.7% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |