| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 53.42% | 66.37% |
| Max Drawdown | -13.24% | -29.51% |
| Sharpe | 0.97 | 0.62 |
| Sortino | 1.65 | 0.91 |
| Payoff Ratio | 1.39 | 1.35 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 1.76 | 1.09 |
| CPC Index | 0.91 | 0.77 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 23.54 | 3.56 |
| Outlier Loss Ratio | 4.23 | 3.12 |
| Volatility (ann.) | 11.74% | 25.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.02 | 2.24 |
| Skew | 1.99 | 0.24 |
| Kurtosis | 25.77 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.35% | 3.99% |
| Expected Yearly % | 23.86% | 28.98% |
| Kelly Criterion | 10.91% | 16.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.16% |
| Expected Shortfall (cVaR) | -0.98% | -2.16% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 47.23 | 0.95 | - |
| 2025 | 11.30 | 4.20 | 0.37 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | 4.11% | 7.53% |
| 6M | 3.87% | 18.96% |
| YTD | 4.2% | 11.3% |
| 1Y | 44.64% | 56.85% |
| 3Y (ann.) | 53.24% | 66.14% |
| 5Y (ann.) | 53.24% | 66.14% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -13.24% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.79% | -5.05% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 4.03 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-16 | -13.24 | 183 |
| 2024-07-22 | 2024-10-14 | -10.25 | 84 |
| 2024-10-21 | 2024-11-10 | -6.00 | 20 |
| 2024-05-21 | 2024-07-15 | -5.33 | 55 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 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 | 14.43% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 15.93% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 47.23% | 49.48% |
| Worst Year | 4.2% | 11.3% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 4.1% | 7.34% |
| Avg. Down Week | -2.33% | -4.18% |
| Avg. Up Month | 8.11% | 12.94% |
| Avg. Down Month | -3.57% | -5.98% |
| Win Days % | 48.15% | 51.88% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 60.0% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |