| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -10.29% | 63.31% |
| Max Drawdown | -20.83% | -28.17% |
| Sharpe | -0.13 | 0.99 |
| Sortino | -0.19 | 1.52 |
| Payoff Ratio | 1.07 | 0.96 |
| Profit Factor | 0.97 | 1.16 |
| Common Sense Ratio | 0.91 | 1.28 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.94 | 1.11 |
| Outlier Win Ratio | 14.05 | 3.13 |
| Outlier Loss Ratio | 3.84 | 3.37 |
| Volatility (ann.) | 28.23% | 45.25% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.35 | 1.46 |
| Skew | 0.7 | 0.47 |
| Kurtosis | 16.76 | 2.97 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.6% | 2.76% |
| Expected Yearly % | -5.28% | 27.79% |
| Kelly Criterion | -8.74% | 0.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -3.77% |
| Expected Shortfall (cVaR) | -2.44% | -3.77% |
| Year | 12533589:BTCUSD | 12533589:btcusd:triple_gx:lsma183_78_72 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -2.75 | -0.07 | - |
| 2025 | 18.46 | -7.75 | -0.42 | - |
| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| MTD | -0.18% | 0.95% |
| 3M | -3.01% | -2.34% |
| 6M | -3.49% | 14.09% |
| YTD | -7.75% | 18.46% |
| 1Y | -8.52% | 59.2% |
| 3Y (ann.) | -7.35% | 41.19% |
| 5Y (ann.) | -7.35% | 41.19% |
| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -28.17% |
| Longest DD Days | 344.0 | 145.0 |
| Avg. Drawdown | -9.33% | -7.56% |
| Avg. Drawdown Days | 94.0 | 27.0 |
| Recovery Factor | -0.49 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-21 | -20.83 | 115 |
| 2024-11-23 | 2025-11-02 | -19.82 | 344 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-15 | 2024-07-16 | -0.18 | 1 |
| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 9.31% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 6.51% | 37.42% |
| Worst Month | -7.55% | -17.69% |
| Best Year | -2.75% | 37.85% |
| Worst Year | -7.75% | 18.46% |
| Avg. Up Day | 1.76% | 1.79% |
| Avg. Down Day | -1.64% | -1.86% |
| Avg. Up Week | 2.49% | 5.83% |
| Avg. Down Week | -2.91% | -3.67% |
| Avg. Up Month | 4.07% | 13.14% |
| Avg. Down Month | -5.12% | -5.13% |
| Win Days % | 43.69% | 51.25% |
| Win Month % | 40.0% | 61.11% |
| Win Week % | 48.84% | 55.26% |
| Win Quarter % | 0.0% | 57.14% |
| Win Year % | 0.0% | 100.0% |