| Metric | 12531372:btcusd:triple_gx:lsma175_81_65 | 12531372:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -13.47% | 63.31% |
| Max Drawdown | -27.58% | -28.17% |
| Sharpe | -0.21 | 0.99 |
| Sortino | -0.31 | 1.52 |
| Payoff Ratio | 1.09 | 0.99 |
| Profit Factor | 0.95 | 1.16 |
| Common Sense Ratio | 0.9 | 1.28 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.95 | 1.11 |
| Outlier Win Ratio | 13.53 | 3.16 |
| Outlier Loss Ratio | 3.32 | 3.11 |
| Volatility (ann.) | 28.79% | 45.25% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.35 | 1.46 |
| Skew | 0.94 | 0.47 |
| Kurtosis | 15.63 | 2.97 |
| Expected Daily % | -0.03% | 0.09% |
| Expected Monthly % | -0.8% | 2.76% |
| Expected Yearly % | -6.98% | 27.79% |
| Kelly Criterion | -7.03% | 2.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.5% | -3.77% |
| Expected Shortfall (cVaR) | -2.5% | -3.77% |
| Year | 12531372:BTCUSD | 12531372:btcusd:triple_gx:lsma175_81_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 3.00 | 0.08 | - |
| 2025 | 18.46 | -15.99 | -0.87 | - |
| Metric | 12531372:btcusd:triple_gx:lsma175_81_65 | 12531372:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.14% | -2.34% |
| 6M | -10.75% | 14.09% |
| YTD | -15.99% | 18.46% |
| 1Y | -13.49% | 59.2% |
| 3Y (ann.) | -9.68% | 41.19% |
| 5Y (ann.) | -9.68% | 41.19% |
| Metric | 12531372:btcusd:triple_gx:lsma175_81_65 | 12531372:BTCUSD |
|---|---|---|
| Max Drawdown | -27.58% | -28.17% |
| Longest DD Days | 461.0 | 145.0 |
| Avg. Drawdown | -8.39% | -7.56% |
| Avg. Drawdown Days | 118.0 | 27.0 |
| Recovery Factor | -0.49 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-11-02 | -27.58 | 461 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-13 | 2024-07-14 | -0.18 | 1 |
| Metric | 12531372:btcusd:triple_gx:lsma175_81_65 | 12531372:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 12.43% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 9.38% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | 3.0% | 37.85% |
| Worst Year | -15.99% | 18.46% |
| Avg. Up Day | 1.8% | 1.82% |
| Avg. Down Day | -1.66% | -1.83% |
| Avg. Up Week | 2.95% | 5.44% |
| Avg. Down Week | -2.94% | -4.13% |
| Avg. Up Month | 3.81% | 11.28% |
| Avg. Down Month | -4.97% | -7.03% |
| Win Days % | 44.23% | 51.25% |
| Win Month % | 42.86% | 61.11% |
| Win Week % | 43.18% | 55.26% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |