| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 35.05% | 161.89% |
| Max Drawdown | -20.83% | -66.79% |
| Sharpe | 0.43 | 0.78 |
| Sortino | 0.66 | 1.14 |
| Payoff Ratio | 1.27 | 1.12 |
| Profit Factor | 1.11 | 1.13 |
| Common Sense Ratio | 1.24 | 1.29 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.12 | 1.14 |
| Outlier Win Ratio | 15.25 | 3.45 |
| Outlier Loss Ratio | 4.26 | 3.51 |
| Volatility (ann.) | 29.24% | 50.89% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.41 | 0.46 |
| Skew | 0.84 | -0.08 |
| Kurtosis | 12.96 | 4.34 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 0.67% | 2.16% |
| Expected Yearly % | 7.8% | 27.21% |
| Kelly Criterion | 2.05% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.27% |
| Expected Shortfall (cVaR) | -2.48% | -4.27% |
| Year | 12531362:BTCUSD | 12531362:btcusd:triple_gx:lsma170_81_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.85 | 7.46 | -0.12 | + |
| 2023 | 155.54 | 30.00 | 0.19 | - |
| 2024 | 121.00 | 4.77 | 0.04 | - |
| 2025 | 18.46 | -7.72 | -0.42 | - |
| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.14% | -2.34% |
| 6M | -6.88% | 14.09% |
| YTD | -7.72% | 18.46% |
| 1Y | -4.98% | 59.2% |
| 3Y (ann.) | 8.91% | 75.33% |
| 5Y (ann.) | 8.64% | 30.4% |
| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.79% |
| Longest DD Days | 461.0 | 682.0 |
| Avg. Drawdown | -5.64% | -8.77% |
| Avg. Drawdown Days | 45.0 | 51.0 |
| Recovery Factor | 1.68 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-11-02 | -20.83 | 461 |
| 2024-01-09 | 2024-07-15 | -18.73 | 188 |
| 2022-10-05 | 2023-01-29 | -11.81 | 116 |
| 2023-02-21 | 2023-04-27 | -10.04 | 65 |
| 2023-08-30 | 2023-10-24 | -9.26 | 55 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2022-05-10 | 2022-05-15 | -6.81 | 5 |
| 2022-06-01 | 2022-06-19 | -6.65 | 18 |
| 2023-11-16 | 2024-01-04 | -5.63 | 49 |
| Metric | 12531362:btcusd:triple_gx:lsma170_81_65 | 12531362: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 | 11.75% | 43.77% |
| Worst Month | -8.15% | -37.12% |
| Best Year | 30.0% | 155.54% |
| Worst Year | -7.72% | -60.85% |
| Avg. Up Day | 1.9% | 1.92% |
| Avg. Down Day | -1.49% | -1.71% |
| Avg. Up Week | 3.23% | 4.64% |
| Avg. Down Week | -2.65% | -4.1% |
| Avg. Up Month | 5.57% | 12.73% |
| Avg. Down Month | -3.68% | -10.96% |
| Win Days % | 45.14% | 49.81% |
| Win Month % | 52.94% | 60.0% |
| Win Week % | 50.96% | 51.81% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 75.0% | 75.0% |