| Metric | 12528818:btcusd:triple_gx:lsma182_83_57 | 12528818:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 53.06% | 106.83% |
| Max Drawdown | -23.41% | -66.18% |
| Sharpe | 0.54 | 0.65 |
| Sortino | 0.84 | 0.95 |
| Payoff Ratio | 1.32 | 1.15 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.28 | 1.23 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.12 | 1.11 |
| Outlier Win Ratio | 15.3 | 3.55 |
| Outlier Loss Ratio | 4.17 | 3.5 |
| Volatility (ann.) | 29.94% | 50.97% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.53 | 0.33 |
| Skew | 0.94 | -0.07 |
| Kurtosis | 12.87 | 4.3 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.95% | 1.63% |
| Expected Yearly % | 11.23% | 19.92% |
| Kelly Criterion | 2.99% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -4.3% |
| Expected Shortfall (cVaR) | -2.53% | -4.3% |
| Year | 12528818:BTCUSD | 12528818:btcusd:triple_gx:lsma182_83_57 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 28.89 | -0.45 | + |
| 2023 | 155.54 | 30.80 | 0.20 | - |
| 2024 | 121.00 | 11.28 | 0.09 | - |
| 2025 | 0.89 | -18.42 | -20.72 | - |
| Metric | 12528818:btcusd:triple_gx:lsma182_83_57 | 12528818:BTCUSD |
|---|---|---|
| MTD | -14.18% | -14.03% |
| 3M | -19.25% | -19.8% |
| 6M | -20.49% | -9.0% |
| YTD | -18.42% | 0.89% |
| 1Y | -10.68% | 3.43% |
| 3Y (ann.) | 7.67% | 77.28% |
| 5Y (ann.) | 12.43% | 22.14% |
| Metric | 12528818:btcusd:triple_gx:lsma182_83_57 | 12528818:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -66.18% |
| Longest DD Days | 192.0 | 643.0 |
| Avg. Drawdown | -5.46% | -9.33% |
| Avg. Drawdown Days | 33.0 | 49.0 |
| Recovery Factor | 2.27 | 1.61 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-13 | 2025-11-16 | -23.41 | 95 |
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2024-01-09 | 2024-07-19 | -20.71 | 192 |
| 2025-03-03 | 2025-04-12 | -16.66 | 40 |
| 2025-01-22 | 2025-03-02 | -10.43 | 39 |
| 2023-07-14 | 2023-11-01 | -9.54 | 110 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2023-02-21 | 2023-04-13 | -8.00 | 51 |
| 2022-11-11 | 2022-11-30 | -6.95 | 19 |
| Metric | 12528818:btcusd:triple_gx:lsma182_83_57 | 12528818:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -14.18% | -37.12% |
| Best Year | 30.8% | 155.54% |
| Worst Year | -18.42% | -63.7% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.54% | -1.78% |
| Avg. Up Week | 3.32% | 4.82% |
| Avg. Down Week | -2.62% | -4.23% |
| Avg. Up Month | 5.93% | 13.79% |
| Avg. Down Month | -6.21% | -14.29% |
| Win Days % | 44.81% | 49.51% |
| Win Month % | 60.61% | 56.82% |
| Win Week % | 51.52% | 50.52% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |