| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 10.73% | 63.31% |
| Max Drawdown | -23.09% | -28.17% |
| Sharpe | 0.39 | 0.99 |
| Sortino | 0.59 | 1.52 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.1 | 1.16 |
| Common Sense Ratio | 1.18 | 1.28 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.07 | 1.11 |
| Outlier Win Ratio | 12.83 | 3.28 |
| Outlier Loss Ratio | 3.58 | 3.11 |
| Volatility (ann.) | 29.12% | 45.25% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.32 | 1.46 |
| Skew | 0.85 | 0.47 |
| Kurtosis | 13.88 | 2.97 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.57% | 2.76% |
| Expected Yearly % | 5.23% | 27.79% |
| Kelly Criterion | 0.29% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -3.77% |
| Expected Shortfall (cVaR) | -2.48% | -3.77% |
| Year | 12528484:BTCUSD | 12528484:btcusd:triple_gx:lsma173_83_56 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.21 | 0.45 | - |
| 2025 | 18.46 | -5.53 | -0.30 | - |
| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.65% | -2.34% |
| 6M | -1.19% | 14.09% |
| YTD | -5.53% | 18.46% |
| 1Y | 5.9% | 59.2% |
| 3Y (ann.) | 7.43% | 41.19% |
| 5Y (ann.) | 7.43% | 41.19% |
| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| Max Drawdown | -23.09% | -28.17% |
| Longest DD Days | 284.0 | 145.0 |
| Avg. Drawdown | -8.52% | -7.56% |
| Avg. Drawdown Days | 79.0 | 27.0 |
| Recovery Factor | 0.46 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-02 | -23.09 | 284 |
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 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 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484: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 | -8.08% | -17.69% |
| Best Year | 17.21% | 37.85% |
| Worst Year | -5.53% | 18.46% |
| Avg. Up Day | 1.88% | 1.9% |
| Avg. Down Day | -1.52% | -1.69% |
| Avg. Up Week | 3.15% | 4.15% |
| Avg. Down Week | -2.5% | -4.0% |
| Avg. Up Month | 7.31% | 10.56% |
| Avg. Down Month | -6.18% | -7.79% |
| Win Days % | 44.86% | 51.25% |
| Win Month % | 50.0% | 61.11% |
| Win Week % | 50.0% | 55.26% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |