| Metric | 12528492:btcusd:triple_gx:lsma181_83_56 | 12528492:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 71.19% | 134.84% |
| Max Drawdown | -20.83% | -66.53% |
| Sharpe | 0.66 | 0.72 |
| Sortino | 1.03 | 1.06 |
| Payoff Ratio | 1.35 | 1.15 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.39 | 1.27 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.18 | 1.14 |
| Outlier Win Ratio | 15.32 | 3.46 |
| Outlier Loss Ratio | 4.3 | 3.53 |
| Volatility (ann.) | 29.38% | 50.97% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.77 | 0.4 |
| Skew | 1.01 | -0.07 |
| Kurtosis | 13.72 | 4.35 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.2% | 1.92% |
| Expected Yearly % | 14.38% | 23.79% |
| Kelly Criterion | 4.36% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.29% |
| Expected Shortfall (cVaR) | -2.48% | -4.29% |
| Year | 12528492:BTCUSD | 12528492:btcusd:triple_gx:lsma181_83_56 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | 27.17 | -0.42 | + |
| 2023 | 155.54 | 32.08 | 0.21 | - |
| 2024 | 121.00 | 7.80 | 0.06 | - |
| 2025 | 18.46 | -5.46 | -0.30 | - |
| Metric | 12528492:btcusd:triple_gx:lsma181_83_56 | 12528492:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.65% | -2.34% |
| 6M | -6.41% | 14.09% |
| YTD | -5.46% | 18.46% |
| 1Y | 5.98% | 59.2% |
| 3Y (ann.) | 15.25% | 75.33% |
| 5Y (ann.) | 16.12% | 26.79% |
| Metric | 12528492:btcusd:triple_gx:lsma181_83_56 | 12528492:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.53% |
| Longest DD Days | 284.0 | 680.0 |
| Avg. Drawdown | -4.96% | -9.01% |
| Avg. Drawdown Days | 36.0 | 52.0 |
| Recovery Factor | 3.42 | 2.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2025-01-22 | 2025-11-02 | -18.75 | 284 |
| 2024-01-05 | 2024-07-15 | -18.33 | 192 |
| 2023-07-14 | 2023-11-01 | -9.38 | 110 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2023-02-21 | 2023-04-11 | -7.19 | 49 |
| 2022-06-01 | 2022-07-16 | -6.65 | 45 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| 2022-11-16 | 2022-11-30 | -6.62 | 14 |
| Metric | 12528492:btcusd:triple_gx:lsma181_83_56 | 12528492:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.81% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -13.21% | -37.12% |
| Best Year | 32.08% | 155.54% |
| Worst Year | -5.46% | -64.9% |
| Avg. Up Day | 2.02% | 2.02% |
| Avg. Down Day | -1.49% | -1.76% |
| Avg. Up Week | 3.49% | 4.82% |
| Avg. Down Week | -2.63% | -4.12% |
| Avg. Up Month | 5.79% | 12.81% |
| Avg. Down Month | -4.68% | -13.04% |
| Win Days % | 45.07% | 49.62% |
| Win Month % | 63.64% | 57.78% |
| Win Week % | 53.12% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |