| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -2.46% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.09 | 0.99 |
| Sortino | 0.14 | 1.52 |
| Payoff Ratio | 1.17 | 1.06 |
| Profit Factor | 1.02 | 1.16 |
| Common Sense Ratio | 1.05 | 1.28 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 1.02 | 1.11 |
| Outlier Win Ratio | 12.94 | 3.26 |
| Outlier Loss Ratio | 3.34 | 3.11 |
| Volatility (ann.) | 29.83% | 45.25% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.08 | 1.46 |
| Skew | 1.14 | 0.47 |
| Kurtosis | 14.77 | 2.97 |
| Expected Daily % | -0.0% | 0.09% |
| Expected Monthly % | -0.14% | 2.76% |
| Expected Yearly % | -1.24% | 27.79% |
| Kelly Criterion | -2.65% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -3.77% |
| Expected Shortfall (cVaR) | -2.56% | -3.77% |
| Year | 12531362:BTCUSD | 12531362:btcusd:triple_gx:lsma170_81_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 5.69 | 0.15 | - |
| 2025 | 18.46 | -7.72 | -0.42 | - |
| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.14% | -2.34% |
| 6M | -6.88% | 14.09% |
| YTD | -7.72% | 18.46% |
| 1Y | -4.98% | 59.2% |
| 3Y (ann.) | -1.74% | 41.19% |
| 5Y (ann.) | -1.74% | 41.19% |
| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 461.0 | 145.0 |
| Avg. Drawdown | -6.87% | -7.56% |
| Avg. Drawdown Days | 118.0 | 27.0 |
| Recovery Factor | -0.12 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-11-02 | -20.83 | 461 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-10 | 2024-07-12 | -0.82 | 2 |
| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362: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 | 11.75% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | 5.69% | 37.85% |
| Worst Year | -7.72% | 18.46% |
| Avg. Up Day | 1.9% | 1.92% |
| Avg. Down Day | -1.62% | -1.81% |
| Avg. Up Week | 3.34% | 5.51% |
| Avg. Down Week | -3.16% | -4.04% |
| Avg. Up Month | 7.71% | 11.6% |
| Avg. Down Month | -4.92% | -7.03% |
| Win Days % | 44.55% | 51.25% |
| Win Month % | 35.71% | 61.11% |
| Win Week % | 43.18% | 55.26% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |