| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 77.53% | 142.85% |
| Max Drawdown | -20.83% | -66.18% |
| Sharpe | 0.69 | 0.74 |
| Sortino | 1.08 | 1.09 |
| Payoff Ratio | 1.33 | 1.15 |
| Profit Factor | 1.19 | 1.12 |
| Common Sense Ratio | 1.36 | 1.27 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.15 | 1.14 |
| Outlier Win Ratio | 15.74 | 3.57 |
| Outlier Loss Ratio | 4.16 | 3.54 |
| Volatility (ann.) | 29.71% | 50.95% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.83 | 0.42 |
| Skew | 1.02 | -0.08 |
| Kurtosis | 13.45 | 4.36 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.28% | 1.99% |
| Expected Yearly % | 15.43% | 24.83% |
| Kelly Criterion | 4.81% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.5% | -4.28% |
| Expected Shortfall (cVaR) | -2.5% | -4.28% |
| Year | 12528853:BTCUSD | 12528853:btcusd:triple_gx:lsma182_85_57 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 17.87 | -0.28 | + |
| 2023 | 155.54 | 33.04 | 0.21 | - |
| 2024 | 121.00 | 13.73 | 0.11 | - |
| 2025 | 18.46 | -0.46 | -0.03 | - |
| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.57% | -2.34% |
| 6M | -5.29% | 14.09% |
| YTD | -0.46% | 18.46% |
| 1Y | 11.58% | 59.2% |
| 3Y (ann.) | 19.15% | 75.33% |
| 5Y (ann.) | 17.31% | 28.0% |
| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.18% |
| Longest DD Days | 188.0 | 643.0 |
| Avg. Drawdown | -5.37% | -8.95% |
| Avg. Drawdown Days | 36.0 | 48.0 |
| Recovery Factor | 3.72 | 2.16 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-21 | -20.83 | 176 |
| 2024-01-09 | 2024-07-15 | -20.71 | 188 |
| 2025-03-03 | 2025-04-12 | -16.66 | 40 |
| 2025-07-23 | 2025-11-02 | -13.51 | 102 |
| 2023-07-14 | 2023-11-01 | -9.54 | 110 |
| 2022-11-11 | 2022-12-13 | -9.48 | 32 |
| 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 |
| 2025-01-22 | 2025-03-02 | -7.72 | 39 |
| Metric | 12528853:btcusd:triple_gx:lsma182_85_57 | 12528853: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 | -11.85% | -37.12% |
| Best Year | 33.04% | 155.54% |
| Worst Year | -0.46% | -63.7% |
| Avg. Up Day | 2.05% | 2.06% |
| Avg. Down Day | -1.54% | -1.79% |
| Avg. Up Week | 3.44% | 4.76% |
| Avg. Down Week | -2.49% | -4.48% |
| Avg. Up Month | 5.39% | 12.09% |
| Avg. Down Month | -5.74% | -14.32% |
| Win Days % | 45.7% | 49.66% |
| Win Month % | 68.75% | 59.09% |
| Win Week % | 57.14% | 51.56% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |