| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 37.51% | 57.92% |
| Max Drawdown | -9.96% | -28.21% |
| Sharpe | 1.59 | 1.16 |
| Sortino | 2.83 | 1.71 |
| Payoff Ratio | 1.09 | 1.0 |
| Profit Factor | 1.64 | 1.19 |
| Common Sense Ratio | 3.18 | 1.27 |
| CPC Index | 0.99 | 0.63 |
| Tail Ratio | 1.95 | 1.07 |
| Outlier Win Ratio | 21.01 | 3.02 |
| Outlier Loss Ratio | 4.03 | 2.82 |
| Volatility (ann.) | 21.36% | 50.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.77 | 2.05 |
| Skew | 2.08 | -0.18 |
| Kurtosis | 20.23 | 3.06 |
| Expected Daily % | 0.09% | 0.12% |
| Expected Monthly % | 2.48% | 3.58% |
| Expected Yearly % | 17.27% | 25.67% |
| Kelly Criterion | 15.06% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.15% |
| Expected Shortfall (cVaR) | -1.75% | -4.15% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 41.56 | 1.03 | + |
| 2025 | 12.41 | -2.86 | -0.23 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 9.49% |
| 3M | -0.15% | 8.4% |
| 6M | 0.59% | 19.89% |
| YTD | -2.86% | 12.41% |
| 1Y | 37.51% | 57.92% |
| 3Y (ann.) | 37.51% | 57.92% |
| 5Y (ann.) | 37.51% | 57.92% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -9.96% | -28.21% |
| Longest DD Days | 174.0 | 149.0 |
| Avg. Drawdown | -3.94% | -8.28% |
| Avg. Drawdown Days | 41.0 | 34.0 |
| Recovery Factor | 3.77 | 2.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-10-16 | -9.96 | 86 |
| 2024-11-23 | 2025-05-16 | -9.72 | 174 |
| 2024-10-31 | 2024-11-10 | -4.06 | 10 |
| 2024-05-22 | 2024-07-15 | -3.02 | 54 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-10-20 | 2024-10-21 | -0.26 | 1 |
| 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 | 18.78% | 15.41% |
| Worst Week | -5.08% | -18.81% |
| Best Month | 16.11% | 34.43% |
| Worst Month | -7.02% | -23.44% |
| Best Year | 41.56% | 40.49% |
| Worst Year | -2.86% | 12.41% |
| Avg. Up Day | 1.68% | 1.85% |
| Avg. Down Day | -1.55% | -1.85% |
| Avg. Up Week | 4.27% | 7.38% |
| Avg. Down Week | -2.41% | -3.72% |
| Avg. Up Month | 8.71% | 13.99% |
| Avg. Down Month | -4.79% | -10.9% |
| Win Days % | 55.79% | 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% |