| Metric | 12529606:btcusd:triple_gx:lsma180_91_59 | 12529606:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 63.72% | 133.04% |
| Max Drawdown | -22.29% | -66.79% |
| Sharpe | 0.6 | 0.72 |
| Sortino | 0.92 | 1.05 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 1.16 | 1.12 |
| Common Sense Ratio | 1.36 | 1.27 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.17 | 1.14 |
| Outlier Win Ratio | 15.04 | 3.57 |
| Outlier Loss Ratio | 4.12 | 3.56 |
| Volatility (ann.) | 30.41% | 50.95% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.66 | 0.4 |
| Skew | 0.64 | -0.07 |
| Kurtosis | 12.64 | 4.35 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.1% | 1.9% |
| Expected Yearly % | 13.12% | 23.55% |
| Kelly Criterion | 3.83% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -4.29% |
| Expected Shortfall (cVaR) | -2.57% | -4.29% |
| Year | 12529606:BTCUSD | 12529606:btcusd:triple_gx:lsma180_91_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.17 | -4.34 | 0.07 | + |
| 2023 | 155.54 | 41.67 | 0.27 | - |
| 2024 | 121.00 | 18.89 | 0.16 | - |
| 2025 | 18.46 | 1.62 | 0.09 | - |
| Metric | 12529606:btcusd:triple_gx:lsma180_91_59 | 12529606:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.3% | -2.34% |
| 6M | -3.58% | 14.09% |
| YTD | 1.62% | 18.46% |
| 1Y | 21.06% | 59.2% |
| 3Y (ann.) | 21.2% | 75.33% |
| 5Y (ann.) | 14.68% | 26.49% |
| Metric | 12529606:btcusd:triple_gx:lsma180_91_59 | 12529606:BTCUSD |
|---|---|---|
| Max Drawdown | -22.29% | -66.79% |
| Longest DD Days | 242.0 | 682.0 |
| Avg. Drawdown | -5.83% | -9.02% |
| Avg. Drawdown Days | 38.0 | 53.0 |
| Recovery Factor | 2.86 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-01-29 | -22.29 | 242 |
| 2024-01-09 | 2024-07-16 | -21.68 | 189 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-06-25 | -16.66 | 114 |
| 2025-07-23 | 2025-11-02 | -10.87 | 102 |
| 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 | -8.05 | 39 |
| 2023-02-21 | 2023-04-10 | -6.85 | 48 |
| Metric | 12529606:btcusd:triple_gx:lsma180_91_59 | 12529606:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -11.23% | -29.64% |
| Best Month | 12.22% | 43.77% |
| Worst Month | -15.27% | -37.12% |
| Best Year | 41.67% | 155.54% |
| Worst Year | -4.34% | -65.17% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.57% | -1.81% |
| Avg. Up Week | 3.21% | 4.79% |
| Avg. Down Week | -2.63% | -4.86% |
| Avg. Up Month | 5.39% | 12.98% |
| Avg. Down Month | -5.24% | -13.04% |
| Win Days % | 46.21% | 49.58% |
| Win Month % | 63.64% | 57.78% |
| Win Week % | 54.74% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |