| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 33.21% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.8 | 0.99 |
| Sortino | 1.29 | 1.52 |
| Payoff Ratio | 1.29 | 1.16 |
| Profit Factor | 1.21 | 1.16 |
| Common Sense Ratio | 1.52 | 1.28 |
| CPC Index | 0.72 | 0.69 |
| Tail Ratio | 1.26 | 1.11 |
| Outlier Win Ratio | 11.35 | 3.34 |
| Outlier Loss Ratio | 3.46 | 3.11 |
| Volatility (ann.) | 30.88% | 45.25% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.07 | 1.46 |
| Skew | 1.11 | 0.47 |
| Kurtosis | 12.76 | 2.97 |
| Expected Daily % | 0.06% | 0.09% |
| Expected Monthly % | 1.61% | 2.76% |
| Expected Yearly % | 15.42% | 27.79% |
| Kelly Criterion | 4.79% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -3.77% |
| Expected Shortfall (cVaR) | -2.59% | -3.77% |
| Year | 12529623:BTCUSD | 12529623:btcusd:triple_gx:lsma181_92_59 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 23.56 | 0.62 | - |
| 2025 | 18.46 | 7.81 | 0.42 | - |
| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.92% | -2.34% |
| 6M | -0.37% | 14.09% |
| YTD | 7.81% | 18.46% |
| 1Y | 28.44% | 59.2% |
| 3Y (ann.) | 22.34% | 41.19% |
| 5Y (ann.) | 22.34% | 41.19% |
| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 139.0 | 145.0 |
| Avg. Drawdown | -5.48% | -7.56% |
| Avg. Drawdown Days | 36.0 | 27.0 |
| Recovery Factor | 1.59 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-04-12 | -16.66 | 40 |
| 2025-07-23 | 2025-11-02 | -11.46 | 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 |
| 2025-04-13 | 2025-06-23 | -2.28 | 71 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-10 | 2024-07-13 | -1.22 | 3 |
| 2025-07-12 | 2025-07-22 | -0.96 | 10 |
| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623: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 | -9.3% | -17.69% |
| Best Year | 23.56% | 37.85% |
| Worst Year | 7.81% | 18.46% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.56% | -1.74% |
| Avg. Up Week | 3.23% | 4.73% |
| Avg. Down Week | -2.5% | -4.46% |
| Avg. Up Month | 5.34% | 10.14% |
| Avg. Down Month | -6.05% | -9.22% |
| Win Days % | 46.4% | 51.25% |
| Win Month % | 71.43% | 61.11% |
| Win Week % | 53.66% | 55.26% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |