| Metric | 12531365:btcusd:triple_gx:lsma174_81_65 | 12531365:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 15.39% | 157.79% |
| Max Drawdown | -28.26% | -66.79% |
| Sharpe | 0.28 | 0.77 |
| Sortino | 0.42 | 1.13 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.07 | 1.13 |
| Common Sense Ratio | 1.17 | 1.29 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.09 | 1.15 |
| Outlier Win Ratio | 15.34 | 3.43 |
| Outlier Loss Ratio | 4.27 | 3.53 |
| Volatility (ann.) | 29.15% | 50.92% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.14 | 0.45 |
| Skew | 0.7 | -0.08 |
| Kurtosis | 12.78 | 4.35 |
| Expected Daily % | 0.01% | 0.07% |
| Expected Monthly % | 0.32% | 2.13% |
| Expected Yearly % | 3.64% | 26.71% |
| Kelly Criterion | 0.02% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -4.28% |
| Expected Shortfall (cVaR) | -2.49% | -4.28% |
| Year | 12531365:BTCUSD | 12531365:btcusd:triple_gx:lsma174_81_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.47 | 4.75 | -0.08 | + |
| 2023 | 155.54 | 28.32 | 0.18 | - |
| 2024 | 121.00 | 3.16 | 0.03 | - |
| 2025 | 18.46 | -16.78 | -0.91 | - |
| Metric | 12531365:btcusd:triple_gx:lsma174_81_65 | 12531365:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.14% | -2.34% |
| 6M | -10.75% | 14.09% |
| YTD | -16.78% | 18.46% |
| 1Y | -14.31% | 59.2% |
| 3Y (ann.) | 4.23% | 75.33% |
| 5Y (ann.) | 4.04% | 29.93% |
| Metric | 12531365:btcusd:triple_gx:lsma174_81_65 | 12531365:BTCUSD |
|---|---|---|
| Max Drawdown | -28.26% | -66.79% |
| Longest DD Days | 461.0 | 682.0 |
| Avg. Drawdown | -6.35% | -9.02% |
| Avg. Drawdown Days | 58.0 | 53.0 |
| Recovery Factor | 0.54 | 2.36 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-11-02 | -28.26 | 461 |
| 2024-01-09 | 2024-07-16 | -17.88 | 189 |
| 2022-04-10 | 2022-09-22 | -12.77 | 165 |
| 2022-10-05 | 2023-01-29 | -11.81 | 116 |
| 2023-02-21 | 2023-07-03 | -10.04 | 132 |
| 2023-08-30 | 2023-10-24 | -9.26 | 55 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2023-11-16 | 2024-01-04 | -5.63 | 49 |
| 2023-07-14 | 2023-08-29 | -5.35 | 46 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 12531365:btcusd:triple_gx:lsma174_81_65 | 12531365:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 13.63% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 9.38% | 43.77% |
| Worst Month | -8.15% | -37.12% |
| Best Year | 28.32% | 155.54% |
| Worst Year | -16.78% | -61.47% |
| Avg. Up Day | 1.88% | 1.9% |
| Avg. Down Day | -1.51% | -1.72% |
| Avg. Up Week | 3.04% | 4.71% |
| Avg. Down Week | -2.62% | -4.13% |
| Avg. Up Month | 4.15% | 13.01% |
| Avg. Down Month | -3.78% | -11.54% |
| Win Days % | 44.59% | 49.81% |
| Win Month % | 51.43% | 60.0% |
| Win Week % | 50.48% | 51.81% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 75.0% | 75.0% |