| Metric | 12529498:btcusd:triple_gx:lsma181_85_59 | 12529498:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 31.77% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.79 | 0.99 |
| Sortino | 1.26 | 1.52 |
| Payoff Ratio | 1.37 | 1.17 |
| Profit Factor | 1.21 | 1.16 |
| Common Sense Ratio | 1.53 | 1.28 |
| CPC Index | 0.73 | 0.69 |
| Tail Ratio | 1.27 | 1.11 |
| Outlier Win Ratio | 11.52 | 3.28 |
| Outlier Loss Ratio | 3.69 | 3.11 |
| Volatility (ann.) | 30.32% | 45.25% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.03 | 1.46 |
| Skew | 1.13 | 0.47 |
| Kurtosis | 13.71 | 2.97 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.54% | 2.76% |
| Expected Yearly % | 14.79% | 27.79% |
| Kelly Criterion | 3.74% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -3.77% |
| Expected Shortfall (cVaR) | -2.55% | -3.77% |
| Year | 12529498:BTCUSD | 12529498:btcusd:triple_gx:lsma181_85_59 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 24.28 | 0.64 | - |
| 2025 | 18.46 | 6.02 | 0.33 | - |
| Metric | 12529498:btcusd:triple_gx:lsma181_85_59 | 12529498:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.47% | -2.34% |
| 6M | -4.57% | 14.09% |
| YTD | 6.02% | 18.46% |
| 1Y | 26.02% | 59.2% |
| 3Y (ann.) | 21.41% | 41.19% |
| 5Y (ann.) | 21.41% | 41.19% |
| Metric | 12529498:btcusd:triple_gx:lsma181_85_59 | 12529498:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 132.0 | 145.0 |
| Avg. Drawdown | -5.14% | -7.56% |
| Avg. Drawdown Days | 29.0 | 27.0 |
| Recovery Factor | 1.53 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-12-08 | -20.83 | 132 |
| 2025-03-03 | 2025-06-23 | -16.66 | 112 |
| 2025-07-23 | 2025-11-02 | -14.80 | 102 |
| 2025-02-04 | 2025-03-02 | -6.33 | 26 |
| 2025-01-22 | 2025-02-03 | -4.58 | 12 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-10 | 2024-07-13 | -1.22 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| Metric | 12529498:btcusd:triple_gx:lsma181_85_59 | 12529498:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 13.75% | 37.42% |
| Worst Month | -9.33% | -17.69% |
| Best Year | 24.28% | 37.85% |
| Worst Year | 6.02% | 18.46% |
| Avg. Up Day | 2.05% | 2.07% |
| Avg. Down Day | -1.5% | -1.78% |
| Avg. Up Week | 3.48% | 5.39% |
| Avg. Down Week | -2.78% | -4.67% |
| Avg. Up Month | 6.47% | 10.44% |
| Avg. Down Month | -5.56% | -9.22% |
| Win Days % | 44.29% | 51.25% |
| Win Month % | 64.29% | 61.11% |
| Win Week % | 54.76% | 55.26% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |