| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.7% | 66.37% |
| Max Drawdown | -10.91% | -29.51% |
| Sharpe | 0.43 | 0.62 |
| Sortino | 0.66 | 0.91 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.51 | 1.09 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 45.19 | 3.06 |
| Outlier Loss Ratio | 3.88 | 2.79 |
| Volatility (ann.) | 7.56% | 25.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.16 | 2.24 |
| Skew | 0.96 | 0.24 |
| Kurtosis | 34.11 | 6.77 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.92% | 3.99% |
| Expected Yearly % | 6.16% | 28.98% |
| Kelly Criterion | 4.17% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.16% |
| Expected Shortfall (cVaR) | -0.64% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 15.93 | 0.32 | - |
| 2025 | 11.30 | -2.79 | -0.25 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.72% | 10.32% |
| 3M | -1.73% | 7.53% |
| 6M | -3.4% | 18.96% |
| YTD | -2.79% | 11.3% |
| 1Y | 6.25% | 56.85% |
| 3Y (ann.) | 12.66% | 66.14% |
| 5Y (ann.) | 12.66% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -10.91% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -2.84% | -5.05% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.16 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-10-15 | -10.91 | 90 |
| 2024-11-23 | 2025-05-16 | -10.04 | 174 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-06-07 | 2024-07-15 | -3.77 | 37 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-16 | 2024-10-29 | -0.83 | 12 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.37% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 6.65% | 37.42% |
| Worst Month | -6.29% | -17.69% |
| Best Year | 15.93% | 49.48% |
| Worst Year | -2.79% | 11.3% |
| Avg. Up Day | 0.84% | 0.89% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 3.72% | 10.22% |
| Avg. Down Week | -2.3% | -4.43% |
| Avg. Up Month | 4.87% | 13.49% |
| Avg. Down Month | -4.77% | -5.98% |
| Win Days % | 47.37% | 51.88% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 44.0% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |