| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -5.13% | 39.08% |
| Max Drawdown | -23.11% | -28.17% |
| Sharpe | 0.04 | 0.72 |
| Sortino | 0.06 | 1.1 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.98 | 1.21 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.97 | 1.09 |
| Outlier Win Ratio | 11.91 | 3.32 |
| Outlier Loss Ratio | 3.62 | 3.29 |
| Volatility (ann.) | 31.12% | 45.46% |
| R^2 | 0.47 | 0.47 |
| Calmar | -0.15 | 0.9 |
| Skew | 0.95 | 0.45 |
| Kurtosis | 12.36 | 2.83 |
| Expected Daily % | -0.01% | 0.06% |
| Expected Monthly % | -0.29% | 1.85% |
| Expected Yearly % | -2.6% | 17.93% |
| Kelly Criterion | -4.17% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -3.82% |
| Expected Shortfall (cVaR) | -2.68% | -3.82% |
| Year | 12528512:BTCUSD | 12528512:btcusd:triple_gx:lsma182_84_56 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.24 | 0.46 | - |
| 2025 | 0.89 | -19.08 | -21.47 | - |
| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512:BTCUSD |
|---|---|---|
| MTD | -14.18% | -14.03% |
| 3M | -18.84% | -19.8% |
| 6M | -21.78% | -9.0% |
| YTD | -19.08% | 0.89% |
| 1Y | -11.39% | 3.43% |
| 3Y (ann.) | -3.54% | 25.35% |
| 5Y (ann.) | -3.54% | 25.35% |
| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512:BTCUSD |
|---|---|---|
| Max Drawdown | -23.11% | -28.17% |
| Longest DD Days | 176.0 | 145.0 |
| Avg. Drawdown | -9.71% | -8.11% |
| Avg. Drawdown Days | 69.0 | 27.0 |
| Recovery Factor | -0.22 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-26 | 2025-11-16 | -23.11 | 143 |
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2025-01-22 | 2025-06-24 | -16.79 | 153 |
| 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 | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512: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 | -14.18% | -17.69% |
| Best Year | 17.24% | 37.85% |
| Worst Year | -19.08% | 0.89% |
| Avg. Up Day | 2.04% | 2.05% |
| Avg. Down Day | -1.65% | -1.82% |
| Avg. Up Week | 3.37% | 4.72% |
| Avg. Down Week | -2.95% | -4.14% |
| Avg. Up Month | 7.47% | 12.48% |
| Avg. Down Month | -8.27% | -10.18% |
| Win Days % | 42.54% | 50.84% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 43.18% | 52.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |