| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 12.81% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.43 | 0.99 |
| Sortino | 0.67 | 1.52 |
| Payoff Ratio | 1.14 | 1.02 |
| Profit Factor | 1.11 | 1.16 |
| Common Sense Ratio | 1.19 | 1.28 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.08 | 1.11 |
| Outlier Win Ratio | 11.83 | 3.3 |
| Outlier Loss Ratio | 3.44 | 3.13 |
| Volatility (ann.) | 30.41% | 45.25% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.42 | 1.46 |
| Skew | 1.14 | 0.47 |
| Kurtosis | 13.67 | 2.97 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.67% | 2.76% |
| Expected Yearly % | 6.21% | 27.79% |
| Kelly Criterion | -0.43% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -3.77% |
| Expected Shortfall (cVaR) | -2.58% | -3.77% |
| Year | 12531158:BTCUSD | 12531158:btcusd:triple_gx:lsma166_88_64 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 9.55 | 0.25 | - |
| 2025 | 18.46 | 2.97 | 0.16 | - |
| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.61% | -2.34% |
| 6M | -6.14% | 14.09% |
| YTD | 2.97% | 18.46% |
| 1Y | 10.54% | 59.2% |
| 3Y (ann.) | 8.85% | 41.19% |
| 5Y (ann.) | 8.85% | 41.19% |
| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 216.0 | 145.0 |
| Avg. Drawdown | -7.49% | -7.56% |
| Avg. Drawdown Days | 52.0 | 27.0 |
| Recovery Factor | 0.62 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-02 | -20.83 | 216 |
| 2025-03-03 | 2025-04-11 | -16.66 | 39 |
| 2025-07-04 | 2025-11-02 | -15.67 | 121 |
| 2025-04-13 | 2025-06-24 | -4.21 | 72 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2025-06-30 | 2025-07-02 | -2.47 | 2 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-09 | 2024-07-13 | -1.40 | 4 |
| 2025-06-26 | 2025-06-29 | -0.37 | 3 |
| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158: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 | 11.1% | 37.42% |
| Worst Month | -12.34% | -17.69% |
| Best Year | 9.55% | 37.85% |
| Worst Year | 2.97% | 18.46% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.63% | -1.83% |
| Avg. Up Week | 3.06% | 5.28% |
| Avg. Down Week | -2.88% | -3.79% |
| Avg. Up Month | 6.58% | 10.56% |
| Avg. Down Month | -4.79% | -8.02% |
| Win Days % | 46.46% | 51.25% |
| Win Month % | 50.0% | 61.11% |
| Win Week % | 50.0% | 55.26% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |