| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 34.64% | 71.33% |
| Max Drawdown | -13.31% | -28.17% |
| Sharpe | 1.22 | 1.26 |
| Sortino | 1.99 | 2.02 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.36 | 1.2 |
| Common Sense Ratio | 1.95 | 1.39 |
| CPC Index | 0.88 | 0.77 |
| Tail Ratio | 1.43 | 1.15 |
| Outlier Win Ratio | 16.99 | 3.28 |
| Outlier Loss Ratio | 3.62 | 2.9 |
| Volatility (ann.) | 25.61% | 49.95% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.44 | 2.36 |
| Skew | 0.99 | 0.59 |
| Kurtosis | 10.78 | 2.41 |
| Expected Daily % | 0.08% | 0.14% |
| Expected Monthly % | 2.31% | 4.23% |
| Expected Yearly % | 16.04% | 30.89% |
| Kelly Criterion | 11.99% | 11.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -4.13% |
| Expected Shortfall (cVaR) | -2.12% | -4.13% |
| Year | 11160625:BTCUSD | 11160625:btcusd:triple_gx:lsma65_125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 16.96 | 0.35 | - |
| 2025 | 15.47 | 15.12 | 0.98 | - |
| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| MTD | 14.45% | 14.45% |
| 3M | 15.12% | 9.61% |
| 6M | 10.62% | 9.5% |
| YTD | 15.12% | 15.47% |
| 1Y | 34.64% | 58.65% |
| 3Y (ann.) | 32.48% | 66.39% |
| 5Y (ann.) | 32.48% | 66.39% |
| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| Max Drawdown | -13.31% | -28.17% |
| Longest DD Days | 151.0 | 161.0 |
| Avg. Drawdown | -4.11% | -6.45% |
| Avg. Drawdown Days | 22.0 | 22.0 |
| Recovery Factor | 2.6 | 2.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-19 | 2024-10-16 | -13.31 | 119 |
| 2024-12-18 | 2025-05-18 | -11.04 | 151 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2025-05-23 | 2025-05-24 | -3.93 | 1 |
| 2024-11-13 | 2024-11-15 | -3.66 | 2 |
| 2024-10-21 | 2024-10-28 | -3.55 | 7 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -5.77% | -8.6% |
| Best Week | 9.45% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 15.13% | 37.42% |
| Worst Month | -7.46% | -17.69% |
| Best Year | 16.96% | 48.38% |
| Worst Year | 15.12% | 15.47% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.44% | -1.46% |
| Avg. Up Week | 4.01% | 5.92% |
| Avg. Down Week | -3.97% | -4.22% |
| Avg. Up Month | 11.16% | 19.22% |
| Avg. Down Month | -3.77% | -6.36% |
| Win Days % | 50.75% | 50.78% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 66.67% | 56.14% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |