| Metric | 12529481:btcusd:triple_gx:lsma179_84_59 | 12529481:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 37.44% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.88 | 0.99 |
| Sortino | 1.4 | 1.52 |
| Payoff Ratio | 1.34 | 1.16 |
| Profit Factor | 1.23 | 1.16 |
| Common Sense Ratio | 1.58 | 1.28 |
| CPC Index | 0.75 | 0.69 |
| Tail Ratio | 1.29 | 1.11 |
| Outlier Win Ratio | 11.04 | 3.28 |
| Outlier Loss Ratio | 3.6 | 3.11 |
| Volatility (ann.) | 30.86% | 45.25% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.2 | 1.46 |
| Skew | 1.09 | 0.47 |
| Kurtosis | 12.74 | 2.97 |
| Expected Daily % | 0.06% | 0.09% |
| Expected Monthly % | 1.78% | 2.76% |
| Expected Yearly % | 17.24% | 27.79% |
| Kelly Criterion | 5.26% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -3.77% |
| Expected Shortfall (cVaR) | -2.58% | -3.77% |
| Year | 12529481:BTCUSD | 12529481:btcusd:triple_gx:lsma179_84_59 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 24.42 | 0.64 | - |
| 2025 | 18.46 | 10.47 | 0.57 | - |
| Metric | 12529481:btcusd:triple_gx:lsma179_84_59 | 12529481:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.12% | -2.34% |
| 6M | 0.27% | 14.09% |
| YTD | 10.47% | 18.46% |
| 1Y | 33.39% | 59.2% |
| 3Y (ann.) | 25.07% | 41.19% |
| 5Y (ann.) | 25.07% | 41.19% |
| Metric | 12529481:btcusd:triple_gx:lsma179_84_59 | 12529481:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 141.0 | 145.0 |
| Avg. Drawdown | -6.06% | -7.56% |
| Avg. Drawdown Days | 39.0 | 27.0 |
| Recovery Factor | 1.8 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-07-22 | -16.66 | 141 |
| 2025-07-23 | 2025-11-02 | -10.98 | 102 |
| 2025-02-04 | 2025-03-02 | -6.33 | 26 |
| 2025-01-22 | 2025-02-03 | -4.58 | 12 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-10 | 2024-07-12 | -0.94 | 2 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| 2025-01-13 | 2025-01-14 | -0.18 | 1 |
| Metric | 12529481:btcusd:triple_gx:lsma179_84_59 | 12529481: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 | 14.07% | 37.42% |
| Worst Month | -9.67% | -17.69% |
| Best Year | 24.42% | 37.85% |
| Worst Year | 10.47% | 18.46% |
| Avg. Up Day | 2.02% | 2.04% |
| Avg. Down Day | -1.51% | -1.76% |
| Avg. Up Week | 3.45% | 4.66% |
| Avg. Down Week | -2.64% | -4.69% |
| Avg. Up Month | 6.46% | 10.44% |
| Avg. Down Month | -5.53% | -8.75% |
| Win Days % | 45.78% | 51.25% |
| Win Month % | 64.29% | 61.11% |
| Win Week % | 57.78% | 55.26% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |