| Metric | 12529554:btcusd:triple_gx:lsma181_88_59 | 12529554:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 59.07% | 134.84% |
| Max Drawdown | -21.39% | -66.53% |
| Sharpe | 0.58 | 0.72 |
| Sortino | 0.89 | 1.06 |
| Payoff Ratio | 1.31 | 1.16 |
| Profit Factor | 1.15 | 1.12 |
| Common Sense Ratio | 1.36 | 1.27 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.18 | 1.14 |
| Outlier Win Ratio | 15.1 | 3.57 |
| Outlier Loss Ratio | 4.22 | 3.54 |
| Volatility (ann.) | 30.17% | 50.97% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.64 | 0.4 |
| Skew | 0.72 | -0.07 |
| Kurtosis | 12.77 | 4.35 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.04% | 1.92% |
| Expected Yearly % | 12.31% | 23.79% |
| Kelly Criterion | 3.26% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -4.29% |
| Expected Shortfall (cVaR) | -2.55% | -4.29% |
| Year | 12529554:BTCUSD | 12529554:btcusd:triple_gx:lsma181_88_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | 2.90 | -0.04 | + |
| 2023 | 155.54 | 38.67 | 0.25 | - |
| 2024 | 121.00 | 21.70 | 0.18 | - |
| 2025 | 18.46 | -8.39 | -0.45 | - |
| Metric | 12529554:btcusd:triple_gx:lsma181_88_59 | 12529554:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -9.45% | -2.34% |
| 6M | -7.99% | 14.09% |
| YTD | -8.39% | 18.46% |
| 1Y | 7.39% | 59.2% |
| 3Y (ann.) | 17.16% | 75.33% |
| 5Y (ann.) | 13.77% | 26.79% |
| Metric | 12529554:btcusd:triple_gx:lsma181_88_59 | 12529554:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -66.53% |
| Longest DD Days | 244.0 | 680.0 |
| Avg. Drawdown | -5.52% | -9.01% |
| Avg. Drawdown Days | 36.0 | 52.0 |
| Recovery Factor | 2.76 | 2.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-07-15 | -21.39 | 188 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-11-02 | -17.28 | 244 |
| 2022-06-01 | 2022-10-04 | -14.86 | 125 |
| 2022-10-05 | 2023-01-20 | -13.71 | 107 |
| 2023-08-30 | 2023-11-01 | -9.26 | 63 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2025-01-22 | 2025-03-02 | -8.10 | 39 |
| 2023-02-21 | 2023-04-10 | -6.85 | 48 |
| Metric | 12529554:btcusd:triple_gx:lsma181_88_59 | 12529554:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.7% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -12.44% | -37.12% |
| Best Year | 38.67% | 155.54% |
| Worst Year | -8.39% | -64.9% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.54% | -1.74% |
| Avg. Up Week | 3.66% | 4.81% |
| Avg. Down Week | -2.7% | -5.21% |
| Avg. Up Month | 5.55% | 13.09% |
| Avg. Down Month | -4.91% | -11.43% |
| Win Days % | 45.16% | 49.62% |
| Win Month % | 61.76% | 57.78% |
| Win Week % | 52.08% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |