| Metric | 12528511:btcusd:triple_gx:lsma181_84_56 | 12528511:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 73.29% | 134.84% |
| Max Drawdown | -20.83% | -66.53% |
| Sharpe | 0.67 | 0.72 |
| Sortino | 1.05 | 1.06 |
| Payoff Ratio | 1.35 | 1.14 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.37 | 1.27 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.16 | 1.14 |
| Outlier Win Ratio | 15.24 | 3.46 |
| Outlier Loss Ratio | 4.31 | 3.53 |
| Volatility (ann.) | 29.45% | 50.97% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.79 | 0.4 |
| Skew | 1.01 | -0.07 |
| Kurtosis | 13.7 | 4.35 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.23% | 1.92% |
| Expected Yearly % | 14.73% | 23.79% |
| Kelly Criterion | 4.17% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.29% |
| Expected Shortfall (cVaR) | -2.48% | -4.29% |
| Year | 12528511:BTCUSD | 12528511:btcusd:triple_gx:lsma181_84_56 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | 22.54 | -0.35 | + |
| 2023 | 155.54 | 35.67 | 0.23 | - |
| 2024 | 121.00 | 9.52 | 0.08 | - |
| 2025 | 18.46 | -4.82 | -0.26 | - |
| Metric | 12528511:btcusd:triple_gx:lsma181_84_56 | 12528511:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.24% | -2.34% |
| 6M | -7.99% | 14.09% |
| YTD | -4.82% | 18.46% |
| 1Y | 6.73% | 59.2% |
| 3Y (ann.) | 16.02% | 75.33% |
| 5Y (ann.) | 16.51% | 26.79% |
| Metric | 12528511:btcusd:triple_gx:lsma181_84_56 | 12528511:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.53% |
| Longest DD Days | 192.0 | 680.0 |
| Avg. Drawdown | -5.33% | -9.01% |
| Avg. Drawdown Days | 36.0 | 52.0 |
| Recovery Factor | 3.52 | 2.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2024-01-05 | 2024-07-15 | -18.33 | 192 |
| 2025-01-22 | 2025-06-24 | -16.79 | 153 |
| 2025-06-26 | 2025-11-02 | -12.93 | 129 |
| 2023-07-14 | 2023-11-01 | -9.38 | 110 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2022-11-11 | 2022-11-30 | -8.08 | 19 |
| 2023-02-21 | 2023-04-10 | -6.78 | 48 |
| 2022-06-01 | 2022-07-16 | -6.65 | 45 |
| Metric | 12528511:btcusd:triple_gx:lsma181_84_56 | 12528511:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.81% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -13.21% | -37.12% |
| Best Year | 35.67% | 155.54% |
| Worst Year | -4.82% | -64.9% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.5% | -1.79% |
| Avg. Up Week | 3.59% | 4.86% |
| Avg. Down Week | -2.68% | -4.15% |
| Avg. Up Month | 5.99% | 12.81% |
| Avg. Down Month | -4.79% | -13.04% |
| Win Days % | 44.98% | 49.62% |
| Win Month % | 63.64% | 57.78% |
| Win Week % | 54.17% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |