| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 66.58% | 53.33% |
| Max Drawdown | -11.0% | -29.51% |
| Sharpe | 1.07 | 0.56 |
| Sortino | 1.82 | 0.82 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.78 | 1.04 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | 1.31 | 0.95 |
| Outlier Win Ratio | 18.9 | 3.7 |
| Outlier Loss Ratio | 3.93 | 3.13 |
| Volatility (ann.) | 13.21% | 25.67% |
| R^2 | 0.26 | 0.26 |
| Calmar | 6.41 | 1.91 |
| Skew | 2.09 | 0.22 |
| Kurtosis | 26.87 | 6.91 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.34% | 3.63% |
| Expected Yearly % | 29.07% | 23.83% |
| Kelly Criterion | 12.42% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.17% |
| Expected Shortfall (cVaR) | -1.1% | -2.17% |
| Year | 12548314:BTCUSD | 12548314:btcusd:triple_gx:lsma179_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 59.16 | 1.56 | + |
| 2025 | 11.09 | 4.66 | 0.42 | - |
| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| MTD | -0.51% | 10.11% |
| 3M | 9.54% | 7.33% |
| 6M | 13.65% | 14.6% |
| YTD | 4.66% | 11.09% |
| 1Y | 66.58% | 53.33% |
| 3Y (ann.) | 70.53% | 56.36% |
| 5Y (ann.) | 70.53% | 56.36% |
| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| Max Drawdown | -11.0% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.43% | -4.65% |
| Avg. Drawdown Days | 6.0 | 14.0 |
| Recovery Factor | 6.05 | 1.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-20 | -11.00 | 13 |
| 2024-08-27 | 2024-09-24 | -9.37 | 28 |
| 2025-01-20 | 2025-03-24 | -9.03 | 63 |
| 2025-03-24 | 2025-04-22 | -8.30 | 28 |
| 2024-07-22 | 2024-08-21 | -6.01 | 30 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-05-16 | -5.07 | 13 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.13% | -12.33% |
| Best Month | 42.7% | 37.42% |
| Worst Month | -4.46% | -17.69% |
| Best Year | 59.16% | 38.02% |
| Worst Year | 4.66% | 11.09% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 5.05% | 6.98% |
| Avg. Down Week | -3.75% | -4.28% |
| Avg. Up Month | 17.24% | 15.5% |
| Avg. Down Month | -1.88% | -5.41% |
| Win Days % | 51.12% | 51.75% |
| Win Month % | 44.44% | 58.33% |
| Win Week % | 66.67% | 54.9% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |