| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 39.35% | 160.96% |
| Max Drawdown | -23.09% | -66.79% |
| Sharpe | 0.46 | 0.78 |
| Sortino | 0.68 | 1.14 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 1.12 | 1.13 |
| Common Sense Ratio | 1.28 | 1.29 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.14 | 1.15 |
| Outlier Win Ratio | 15.34 | 3.45 |
| Outlier Loss Ratio | 4.16 | 3.53 |
| Volatility (ann.) | 30.06% | 50.91% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.42 | 0.45 |
| Skew | 0.11 | -0.08 |
| Kurtosis | 17.88 | 4.35 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.74% | 2.15% |
| Expected Yearly % | 8.65% | 27.1% |
| Kelly Criterion | 2.5% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -4.27% |
| Expected Shortfall (cVaR) | -2.55% | -4.27% |
| Year | 12528484:BTCUSD | 12528484:btcusd:triple_gx:lsma173_83_56 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.99 | -1.55 | 0.03 | + |
| 2023 | 155.54 | 38.98 | 0.25 | - |
| 2024 | 121.00 | 7.80 | 0.06 | - |
| 2025 | 18.46 | -5.53 | -0.30 | - |
| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.65% | -2.34% |
| 6M | -1.19% | 14.09% |
| YTD | -5.53% | 18.46% |
| 1Y | 5.9% | 59.2% |
| 3Y (ann.) | 17.0% | 75.33% |
| 5Y (ann.) | 9.6% | 30.35% |
| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| Max Drawdown | -23.09% | -66.79% |
| Longest DD Days | 284.0 | 682.0 |
| Avg. Drawdown | -6.25% | -9.02% |
| Avg. Drawdown Days | 54.0 | 53.0 |
| Recovery Factor | 1.7 | 2.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-02 | -23.09 | 284 |
| 2022-05-05 | 2023-01-19 | -21.87 | 259 |
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2024-01-05 | 2024-07-15 | -18.33 | 192 |
| 2023-07-14 | 2023-11-01 | -9.54 | 110 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2023-02-21 | 2023-04-11 | -7.19 | 49 |
| 2023-11-16 | 2023-12-20 | -5.63 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| Metric | 12528484:btcusd:triple_gx:lsma173_83_56 | 12528484:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -13.21% | -37.12% |
| Best Year | 38.98% | 155.54% |
| Worst Year | -5.53% | -60.99% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.54% | -1.75% |
| Avg. Up Week | 3.49% | 4.95% |
| Avg. Down Week | -2.72% | -4.1% |
| Avg. Up Month | 6.0% | 12.76% |
| Avg. Down Month | -4.62% | -10.73% |
| Win Days % | 45.58% | 49.85% |
| Win Month % | 52.94% | 60.0% |
| Win Week % | 51.0% | 51.81% |
| Win Quarter % | 53.33% | 56.25% |
| Win Year % | 50.0% | 75.0% |