| Metric | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 10.81% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | 0.39 | 0.99 |
| Sortino | 0.61 | 1.52 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.1 | 1.16 |
| Common Sense Ratio | 1.15 | 1.28 |
| CPC Index | 0.62 | 0.71 |
| Tail Ratio | 1.05 | 1.11 |
| Outlier Win Ratio | 12.35 | 3.34 |
| Outlier Loss Ratio | 3.54 | 3.11 |
| Volatility (ann.) | 30.37% | 45.25% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.36 | 1.46 |
| Skew | 1.14 | 0.47 |
| Kurtosis | 13.82 | 2.97 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.57% | 2.76% |
| Expected Yearly % | 5.26% | 27.79% |
| Kelly Criterion | -0.01% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -3.77% |
| Expected Shortfall (cVaR) | -2.58% | -3.77% |
| Year | 12528495:BTCUSD | 12528495:btcusd:triple_gx:lsma182_83_56 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.21 | 0.45 | - |
| 2025 | 18.46 | -5.46 | -0.30 | - |
| Metric | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.65% | -2.34% |
| 6M | -6.41% | 14.09% |
| YTD | -5.46% | 18.46% |
| 1Y | 5.98% | 59.2% |
| 3Y (ann.) | 7.48% | 41.19% |
| 5Y (ann.) | 7.48% | 41.19% |
| Metric | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 284.0 | 145.0 |
| Avg. Drawdown | -7.8% | -7.56% |
| Avg. Drawdown Days | 79.0 | 27.0 |
| Recovery Factor | 0.52 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2025-01-22 | 2025-11-02 | -18.75 | 284 |
| 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 | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495: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 | -5.46% | 18.46% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.55% | -1.69% |
| Avg. Up Week | 3.1% | 4.43% |
| Avg. Down Week | -2.62% | -4.0% |
| Avg. Up Month | 6.37% | 10.56% |
| Avg. Down Month | -6.38% | -9.22% |
| Win Days % | 43.52% | 51.25% |
| Win Month % | 57.14% | 61.11% |
| Win Week % | 48.84% | 55.26% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |