| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 78.44% | 49.7% |
| Max Drawdown | -10.37% | -28.17% |
| Sharpe | 2.08 | 0.8 |
| Sortino | 4.99 | 1.23 |
| Payoff Ratio | 1.84 | 1.7 |
| Profit Factor | 2.16 | 1.12 |
| Common Sense Ratio | 4.17 | 1.24 |
| CPC Index | 2.02 | 0.97 |
| Tail Ratio | 1.93 | 1.1 |
| Outlier Win Ratio | 27.18 | 3.4 |
| Outlier Loss Ratio | 4.34 | 2.43 |
| Volatility (ann.) | 18.92% | 45.66% |
| R^2 | 0.17 | 0.17 |
| Calmar | 4.4 | 1.06 |
| Skew | 4.5 | 0.52 |
| Kurtosis | 37.73 | 2.82 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.09% | 2.15% |
| Expected Yearly % | 33.58% | 22.35% |
| Kelly Criterion | 24.12% | 21.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.83% |
| Expected Shortfall (cVaR) | -1.52% | -3.83% |
| Year | 11153954:BTCUSD | 11153954:btcusd:triple_gx:lsma195_25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 55.65 | 1.15 | + |
| 2025 | 0.89 | 14.64 | 16.47 | + |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | 1.46% | -9.0% |
| YTD | 14.64% | 0.89% |
| 1Y | 21.88% | 3.43% |
| 3Y (ann.) | 45.66% | 29.96% |
| 5Y (ann.) | 45.66% | 29.96% |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Max Drawdown | -10.37% | -28.17% |
| Longest DD Days | 159.0 | 161.0 |
| Avg. Drawdown | -2.24% | -7.33% |
| Avg. Drawdown Days | 19.0 | 25.0 |
| Recovery Factor | 7.56 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-10 | 2025-11-16 | -10.37 | 159 |
| 2024-12-26 | 2025-05-06 | -6.77 | 131 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2025-06-03 | 2025-06-09 | -4.09 | 6 |
| 2024-10-07 | 2024-10-12 | -4.03 | 5 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2025-05-29 | 2025-06-02 | -1.64 | 4 |
| 2025-05-09 | 2025-05-18 | -1.54 | 9 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -3.81% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -2.48% | -17.69% |
| Best Year | 55.65% | 48.38% |
| Worst Year | 14.64% | 0.89% |
| Avg. Up Day | 1.91% | 1.93% |
| Avg. Down Day | -1.04% | -1.13% |
| Avg. Up Week | 4.42% | 4.91% |
| Avg. Down Week | -1.8% | -2.59% |
| Avg. Up Month | 13.96% | 17.28% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.86% | 50.71% |
| Win Month % | 75.0% | 57.89% |
| Win Week % | 69.23% | 52.44% |
| Win Quarter % | 75.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |