| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 17.39% | 39.08% |
| Max Drawdown | -21.16% | -28.17% |
| Sharpe | 0.5 | 0.72 |
| Sortino | 0.78 | 1.1 |
| Payoff Ratio | 1.27 | 1.12 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.27 | 1.21 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 10.7 | 3.26 |
| Outlier Loss Ratio | 3.64 | 3.29 |
| Volatility (ann.) | 31.6% | 45.46% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.55 | 0.9 |
| Skew | 0.91 | 0.45 |
| Kurtosis | 11.42 | 2.83 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.89% | 1.85% |
| Expected Yearly % | 8.35% | 17.93% |
| Kelly Criterion | 1.54% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -3.82% |
| Expected Shortfall (cVaR) | -2.68% | -3.82% |
| Year | 12529482:BTCUSD | 12529482:btcusd:triple_gx:lsma181_84_59 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 24.06 | 0.64 | - |
| 2025 | 0.89 | -5.38 | -6.05 | - |
| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482:BTCUSD |
|---|---|---|
| MTD | -14.03% | -14.03% |
| 3M | -17.83% | -19.8% |
| 6M | -14.79% | -9.0% |
| YTD | -5.38% | 0.89% |
| 1Y | 11.58% | 3.43% |
| 3Y (ann.) | 11.6% | 25.35% |
| 5Y (ann.) | 11.6% | 25.35% |
| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482:BTCUSD |
|---|---|---|
| Max Drawdown | -21.16% | -28.17% |
| Longest DD Days | 139.0 | 145.0 |
| Avg. Drawdown | -6.48% | -8.11% |
| Avg. Drawdown Days | 37.0 | 27.0 |
| Recovery Factor | 0.82 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-23 | 2025-11-16 | -21.16 | 116 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-06-25 | -16.66 | 114 |
| 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 | 2024-07-13 | -1.22 | 3 |
| 2025-06-26 | 2025-07-22 | -0.61 | 26 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482: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 | -14.03% | -17.69% |
| Best Year | 24.06% | 37.85% |
| Worst Year | -5.38% | 0.89% |
| Avg. Up Day | 2.04% | 2.06% |
| Avg. Down Day | -1.61% | -1.84% |
| Avg. Up Week | 3.74% | 5.06% |
| Avg. Down Week | -3.18% | -4.96% |
| Avg. Up Month | 7.42% | 12.02% |
| Avg. Down Month | -7.23% | -9.81% |
| Win Days % | 44.92% | 50.84% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 53.33% | 52.56% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |