| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 33.04% | 66.37% |
| Max Drawdown | -10.24% | -29.51% |
| Sharpe | 0.75 | 0.62 |
| Sortino | 1.22 | 0.91 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.97 | 1.09 |
| CPC Index | 0.82 | 0.72 |
| Tail Ratio | 1.51 | 0.98 |
| Outlier Win Ratio | 28.89 | 3.27 |
| Outlier Loss Ratio | 3.97 | 2.92 |
| Volatility (ann.) | 10.17% | 25.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.22 | 2.24 |
| Skew | 1.66 | 0.24 |
| Kurtosis | 33.52 | 6.77 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.22% | 3.99% |
| Expected Yearly % | 15.34% | 28.98% |
| Kelly Criterion | 8.79% | 13.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.16% |
| Expected Shortfall (cVaR) | -0.85% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 34.17 | 0.69 | - |
| 2025 | 11.30 | -0.84 | -0.07 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | -1.17% | 7.53% |
| 6M | -1.46% | 18.96% |
| YTD | -0.84% | 11.3% |
| 1Y | 25.43% | 56.85% |
| 3Y (ann.) | 32.94% | 66.14% |
| 5Y (ann.) | 32.94% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -10.24% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.7% | -5.05% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 3.23 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-16 | -10.24 | 116 |
| 2024-08-11 | 2024-10-15 | -9.37 | 65 |
| 2024-11-12 | 2025-01-20 | -7.24 | 69 |
| 2024-10-18 | 2024-11-10 | -4.52 | 22 |
| 2024-06-07 | 2024-07-15 | -3.77 | 37 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-05-19 | 2024-06-07 | -1.62 | 18 |
| 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 | 14.77% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 16.28% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 34.17% | 49.48% |
| Worst Year | -0.84% | 11.3% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 4.1% | 7.57% |
| Avg. Down Week | -2.17% | -4.18% |
| Avg. Up Month | 6.55% | 12.94% |
| Avg. Down Month | -4.85% | -5.98% |
| Win Days % | 48.37% | 51.88% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 51.72% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |