| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 16.67% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.51 | 0.99 |
| Sortino | 0.79 | 1.52 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.13 | 1.16 |
| Common Sense Ratio | 1.16 | 1.28 |
| CPC Index | 0.64 | 0.69 |
| Tail Ratio | 1.02 | 1.11 |
| Outlier Win Ratio | 12.62 | 3.34 |
| Outlier Loss Ratio | 3.27 | 3.13 |
| Volatility (ann.) | 30.53% | 45.25% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.55 | 1.46 |
| Skew | 1.09 | 0.47 |
| Kurtosis | 13.53 | 2.97 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 0.86% | 2.76% |
| Expected Yearly % | 8.01% | 27.79% |
| Kelly Criterion | 2.06% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -3.77% |
| Expected Shortfall (cVaR) | -2.59% | -3.77% |
| Year | 12528853:BTCUSD | 12528853:btcusd:triple_gx:lsma182_85_57 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.21 | 0.45 | - |
| 2025 | 18.46 | -0.46 | -0.03 | - |
| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.57% | -2.34% |
| 6M | -5.29% | 14.09% |
| YTD | -0.46% | 18.46% |
| 1Y | 11.58% | 59.2% |
| 3Y (ann.) | 11.45% | 41.19% |
| 5Y (ann.) | 11.45% | 41.19% |
| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 176.0 | 145.0 |
| Avg. Drawdown | -7.56% | -7.56% |
| Avg. Drawdown Days | 52.0 | 27.0 |
| Recovery Factor | 0.8 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2025-03-03 | 2025-04-12 | -16.66 | 40 |
| 2025-07-23 | 2025-11-02 | -13.51 | 102 |
| 2025-01-22 | 2025-03-02 | -7.72 | 39 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2025-04-13 | 2025-07-22 | -2.15 | 100 |
| 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 | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853: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 | -11.85% | -17.69% |
| Best Year | 17.21% | 37.85% |
| Worst Year | -0.46% | 18.46% |
| Avg. Up Day | 2.07% | 2.09% |
| Avg. Down Day | -1.66% | -1.8% |
| Avg. Up Week | 3.17% | 4.51% |
| Avg. Down Week | -3.05% | -4.96% |
| Avg. Up Month | 5.12% | 10.14% |
| Avg. Down Month | -7.32% | -9.22% |
| Win Days % | 45.54% | 51.25% |
| Win Month % | 71.43% | 61.11% |
| Win Week % | 61.54% | 55.26% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |