| Metric | 12529608:btcusd:triple_gx:lsma181_91_59 | 12529608:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 74.61% | 134.84% |
| Max Drawdown | -22.29% | -66.53% |
| Sharpe | 0.66 | 0.72 |
| Sortino | 1.02 | 1.06 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.39 | 1.27 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.18 | 1.14 |
| Outlier Win Ratio | 14.94 | 3.57 |
| Outlier Loss Ratio | 4.08 | 3.55 |
| Volatility (ann.) | 30.5% | 50.97% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.75 | 0.4 |
| Skew | 0.64 | -0.07 |
| Kurtosis | 12.49 | 4.35 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.25% | 1.92% |
| Expected Yearly % | 14.95% | 23.79% |
| Kelly Criterion | 4.84% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -4.29% |
| Expected Shortfall (cVaR) | -2.57% | -4.29% |
| Year | 12529608:BTCUSD | 12529608:btcusd:triple_gx:lsma181_91_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | -4.34 | 0.07 | + |
| 2023 | 155.54 | 42.06 | 0.27 | - |
| 2024 | 121.00 | 20.50 | 0.17 | - |
| 2025 | 18.46 | 6.64 | 0.36 | - |
| Metric | 12529608:btcusd:triple_gx:lsma181_91_59 | 12529608:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.3% | -2.34% |
| 6M | 0.39% | 14.09% |
| YTD | 6.64% | 18.46% |
| 1Y | 27.04% | 59.2% |
| 3Y (ann.) | 23.83% | 75.33% |
| 5Y (ann.) | 16.76% | 26.79% |
| Metric | 12529608:btcusd:triple_gx:lsma181_91_59 | 12529608:BTCUSD |
|---|---|---|
| Max Drawdown | -22.29% | -66.53% |
| Longest DD Days | 242.0 | 680.0 |
| Avg. Drawdown | -5.88% | -9.01% |
| Avg. Drawdown Days | 38.0 | 52.0 |
| Recovery Factor | 3.35 | 2.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-01-29 | -22.29 | 242 |
| 2024-01-09 | 2024-07-15 | -21.68 | 188 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-04-12 | -16.66 | 40 |
| 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 | 12529608:btcusd:triple_gx:lsma181_91_59 | 12529608: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 | 13.75% | 43.77% |
| Worst Month | -15.27% | -37.12% |
| Best Year | 42.06% | 155.54% |
| Worst Year | -4.34% | -64.9% |
| Avg. Up Day | 2.02% | 2.02% |
| Avg. Down Day | -1.57% | -1.81% |
| Avg. Up Week | 3.43% | 4.89% |
| Avg. Down Week | -2.8% | -5.1% |
| Avg. Up Month | 5.83% | 12.98% |
| Avg. Down Month | -5.22% | -13.04% |
| Win Days % | 46.47% | 49.62% |
| Win Month % | 65.62% | 57.78% |
| Win Week % | 55.43% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |