| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 42.09% | 57.92% |
| Max Drawdown | -9.67% | -28.21% |
| Sharpe | 1.72 | 1.16 |
| Sortino | 3.18 | 1.71 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.71 | 1.19 |
| Common Sense Ratio | 3.34 | 1.27 |
| CPC Index | 1.06 | 0.63 |
| Tail Ratio | 1.95 | 1.07 |
| Outlier Win Ratio | 20.78 | 3.05 |
| Outlier Loss Ratio | 3.94 | 2.76 |
| Volatility (ann.) | 21.71% | 50.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 4.35 | 2.05 |
| Skew | 2.31 | -0.18 |
| Kurtosis | 20.43 | 3.06 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 2.74% | 3.58% |
| Expected Yearly % | 19.2% | 25.67% |
| Kelly Criterion | 16.64% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.15% |
| Expected Shortfall (cVaR) | -1.77% | -4.15% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 45.09 | 1.11 | + |
| 2025 | 12.41 | -2.07 | -0.17 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 9.49% |
| 3M | -0.49% | 8.4% |
| 6M | 3.53% | 19.89% |
| YTD | -2.07% | 12.41% |
| 1Y | 42.09% | 57.92% |
| 3Y (ann.) | 42.09% | 57.92% |
| 5Y (ann.) | 42.09% | 57.92% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -9.67% | -28.21% |
| Longest DD Days | 174.0 | 149.0 |
| Avg. Drawdown | -3.38% | -8.28% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 4.35 | 2.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-10-16 | -9.67 | 86 |
| 2024-11-23 | 2025-05-16 | -8.67 | 174 |
| 2024-10-31 | 2024-11-10 | -4.06 | 10 |
| 2024-06-08 | 2024-07-15 | -2.96 | 37 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-06-05 | 2024-06-07 | -0.33 | 2 |
| 2024-10-20 | 2024-10-30 | -0.26 | 10 |
| 2024-05-17 | 2024-05-18 | -0.15 | 1 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.91% | -13.23% |
| Best Week | 21.27% | 15.41% |
| Worst Week | -5.08% | -18.81% |
| Best Month | 18.54% | 34.43% |
| Worst Month | -7.02% | -23.44% |
| Best Year | 45.09% | 40.49% |
| Worst Year | -2.07% | 12.41% |
| Avg. Up Day | 1.73% | 1.85% |
| Avg. Down Day | -1.57% | -1.85% |
| Avg. Up Week | 4.59% | 7.38% |
| Avg. Down Week | -2.41% | -3.72% |
| Avg. Up Month | 9.21% | 13.99% |
| Avg. Down Month | -4.79% | -10.9% |
| Win Days % | 56.38% | 53.42% |
| Win Month % | 54.55% | 69.23% |
| Win Week % | 57.14% | 53.7% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |