| Metric | 12529479:btcusd:triple_gx:lsma178_84_59 | 12529479:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 87.14% | 101.03% |
| Max Drawdown | -21.68% | -66.79% |
| Sharpe | 0.72 | 0.63 |
| Sortino | 1.13 | 0.92 |
| Payoff Ratio | 1.32 | 1.16 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.39 | 1.23 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.17 | 1.12 |
| Outlier Win Ratio | 14.54 | 3.55 |
| Outlier Loss Ratio | 4.23 | 3.49 |
| Volatility (ann.) | 30.0% | 50.93% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.87 | 0.32 |
| Skew | 0.86 | -0.07 |
| Kurtosis | 11.99 | 4.3 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.4% | 1.56% |
| Expected Yearly % | 16.96% | 19.07% |
| Kelly Criterion | 4.91% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -4.3% |
| Expected Shortfall (cVaR) | -2.52% | -4.3% |
| Year | 12529479:BTCUSD | 12529479:btcusd:triple_gx:lsma178_84_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.72 | 25.22 | -0.39 | + |
| 2023 | 155.54 | 37.99 | 0.24 | - |
| 2024 | 121.00 | 19.20 | 0.16 | - |
| 2025 | 0.89 | -9.14 | -10.28 | - |
| Metric | 12529479:btcusd:triple_gx:lsma178_84_59 | 12529479:BTCUSD |
|---|---|---|
| MTD | -14.03% | -14.03% |
| 3M | -17.83% | -19.8% |
| 6M | -14.33% | -9.0% |
| YTD | -9.14% | 0.89% |
| 1Y | 7.15% | 3.43% |
| 3Y (ann.) | 16.24% | 77.28% |
| 5Y (ann.) | 18.77% | 21.12% |
| Metric | 12529479:btcusd:triple_gx:lsma178_84_59 | 12529479:BTCUSD |
|---|---|---|
| Max Drawdown | -21.68% | -66.79% |
| Longest DD Days | 188.0 | 682.0 |
| Avg. Drawdown | -5.0% | -9.43% |
| Avg. Drawdown Days | 29.0 | 53.0 |
| Recovery Factor | 4.02 | 1.51 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-07-15 | -21.68 | 188 |
| 2025-07-23 | 2025-11-16 | -21.16 | 116 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-07-22 | -16.66 | 141 |
| 2022-10-05 | 2022-12-13 | -9.76 | 69 |
| 2023-08-30 | 2023-11-01 | -9.26 | 63 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2025-01-22 | 2025-03-02 | -8.78 | 39 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2023-02-21 | 2023-04-10 | -6.85 | 48 |
| Metric | 12529479:btcusd:triple_gx:lsma178_84_59 | 12529479:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 14.73% | 43.77% |
| Worst Month | -14.03% | -37.12% |
| Best Year | 37.99% | 155.54% |
| Worst Year | -9.14% | -64.72% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.51% | -1.74% |
| Avg. Up Week | 3.71% | 4.97% |
| Avg. Down Week | -2.65% | -4.16% |
| Avg. Up Month | 6.13% | 14.14% |
| Avg. Down Month | -5.64% | -9.92% |
| Win Days % | 45.86% | 49.51% |
| Win Month % | 62.86% | 55.56% |
| Win Week % | 54.9% | 50.0% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |