| Metric | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 73.99% | 142.85% |
| Max Drawdown | -20.83% | -66.18% |
| Sharpe | 0.67 | 0.74 |
| Sortino | 1.06 | 1.09 |
| Payoff Ratio | 1.35 | 1.15 |
| Profit Factor | 1.19 | 1.12 |
| Common Sense Ratio | 1.39 | 1.27 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.18 | 1.14 |
| Outlier Win Ratio | 15.34 | 3.46 |
| Outlier Loss Ratio | 4.29 | 3.54 |
| Volatility (ann.) | 29.38% | 50.95% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.8 | 0.42 |
| Skew | 1.0 | -0.08 |
| Kurtosis | 13.73 | 4.36 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.24% | 1.99% |
| Expected Yearly % | 14.85% | 24.83% |
| Kelly Criterion | 4.67% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.28% |
| Expected Shortfall (cVaR) | -2.48% | -4.28% |
| Year | 12528495:BTCUSD | 12528495:btcusd:triple_gx:lsma182_83_56 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 27.17 | -0.43 | + |
| 2023 | 155.54 | 34.24 | 0.22 | - |
| 2024 | 121.00 | 7.80 | 0.06 | - |
| 2025 | 18.46 | -5.46 | -0.30 | - |
| Metric | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495: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.) | 15.87% | 75.33% |
| 5Y (ann.) | 16.66% | 28.0% |
| Metric | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.18% |
| Longest DD Days | 284.0 | 643.0 |
| Avg. Drawdown | -4.91% | -8.95% |
| Avg. Drawdown Days | 36.0 | 48.0 |
| Recovery Factor | 3.55 | 2.16 |
| Ulcer Index | inf | 1.06 |
| 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 | 12528495:btcusd:triple_gx:lsma182_83_56 | 12528495: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 | 34.24% | 155.54% |
| Worst Year | -5.46% | -63.7% |
| Avg. Up Day | 2.02% | 2.02% |
| Avg. Down Day | -1.49% | -1.76% |
| Avg. Up Week | 3.49% | 4.82% |
| Avg. Down Week | -2.59% | -4.12% |
| Avg. Up Month | 5.79% | 12.81% |
| Avg. Down Month | -4.48% | -13.04% |
| Win Days % | 45.25% | 49.66% |
| Win Month % | 63.64% | 59.09% |
| Win Week % | 53.12% | 51.56% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |