| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 49.73% | 106.83% |
| Max Drawdown | -23.11% | -66.18% |
| Sharpe | 0.52 | 0.65 |
| Sortino | 0.81 | 0.95 |
| Payoff Ratio | 1.31 | 1.11 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.25 | 1.23 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 1.11 |
| Outlier Win Ratio | 14.98 | 3.45 |
| Outlier Loss Ratio | 4.16 | 3.5 |
| Volatility (ann.) | 29.79% | 50.97% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.51 | 0.33 |
| Skew | 0.92 | -0.07 |
| Kurtosis | 13.05 | 4.3 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.9% | 1.63% |
| Expected Yearly % | 10.62% | 19.92% |
| Kelly Criterion | 2.76% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -4.3% |
| Expected Shortfall (cVaR) | -2.52% | -4.3% |
| Year | 12528512:BTCUSD | 12528512:btcusd:triple_gx:lsma182_84_56 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 22.54 | -0.35 | + |
| 2023 | 155.54 | 37.88 | 0.24 | - |
| 2024 | 121.00 | 9.52 | 0.08 | - |
| 2025 | 0.89 | -19.08 | -21.47 | - |
| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512:BTCUSD |
|---|---|---|
| MTD | -14.18% | -14.03% |
| 3M | -18.84% | -19.8% |
| 6M | -21.78% | -9.0% |
| YTD | -19.08% | 0.89% |
| 1Y | -11.39% | 3.43% |
| 3Y (ann.) | 7.54% | 77.28% |
| 5Y (ann.) | 11.75% | 22.14% |
| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512:BTCUSD |
|---|---|---|
| Max Drawdown | -23.11% | -66.18% |
| Longest DD Days | 192.0 | 643.0 |
| Avg. Drawdown | -5.6% | -9.33% |
| Avg. Drawdown Days | 37.0 | 49.0 |
| Recovery Factor | 2.15 | 1.61 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-26 | 2025-11-16 | -23.11 | 143 |
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2024-01-05 | 2024-07-15 | -18.33 | 192 |
| 2025-01-22 | 2025-06-24 | -16.79 | 153 |
| 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 |
| 2022-11-11 | 2022-11-30 | -8.08 | 19 |
| 2023-02-21 | 2023-04-10 | -6.78 | 48 |
| 2022-06-01 | 2022-07-16 | -6.65 | 45 |
| Metric | 12528512:btcusd:triple_gx:lsma182_84_56 | 12528512: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 | -14.18% | -37.12% |
| Best Year | 37.88% | 155.54% |
| Worst Year | -19.08% | -63.7% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.54% | -1.82% |
| Avg. Up Week | 3.66% | 4.96% |
| Avg. Down Week | -2.81% | -4.2% |
| Avg. Up Month | 6.35% | 13.66% |
| Avg. Down Month | -5.66% | -13.15% |
| Win Days % | 44.9% | 49.51% |
| Win Month % | 60.61% | 56.82% |
| Win Week % | 52.04% | 50.52% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |