| Metric | 12529466:btcusd:triple_gx:lsma181_83_59 | 12529466:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 116.25% | 134.84% |
| Max Drawdown | -21.39% | -66.53% |
| Sharpe | 0.87 | 0.72 |
| Sortino | 1.39 | 1.06 |
| Payoff Ratio | 1.42 | 1.22 |
| Profit Factor | 1.24 | 1.12 |
| Common Sense Ratio | 1.49 | 1.27 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 1.2 | 1.14 |
| Outlier Win Ratio | 14.91 | 3.6 |
| Outlier Loss Ratio | 4.39 | 3.53 |
| Volatility (ann.) | 30.08% | 50.97% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.12 | 0.4 |
| Skew | 1.1 | -0.07 |
| Kurtosis | 13.1 | 4.35 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.73% | 1.92% |
| Expected Yearly % | 21.27% | 23.79% |
| Kelly Criterion | 6.18% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -4.29% |
| Expected Shortfall (cVaR) | -2.52% | -4.29% |
| Year | 12529466:BTCUSD | 12529466:btcusd:triple_gx:lsma181_83_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | 25.20 | -0.39 | + |
| 2023 | 155.54 | 45.51 | 0.29 | - |
| 2024 | 121.00 | 13.45 | 0.11 | - |
| 2025 | 18.46 | 4.64 | 0.25 | - |
| Metric | 12529466:btcusd:triple_gx:lsma181_83_59 | 12529466:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -3.44% | -2.34% |
| 6M | 1.6% | 14.09% |
| YTD | 4.64% | 18.46% |
| 1Y | 22.73% | 59.2% |
| 3Y (ann.) | 21.5% | 75.33% |
| 5Y (ann.) | 23.91% | 26.79% |
| Metric | 12529466:btcusd:triple_gx:lsma181_83_59 | 12529466:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -66.53% |
| Longest DD Days | 192.0 | 680.0 |
| Avg. Drawdown | -4.67% | -9.01% |
| Avg. Drawdown Days | 30.0 | 52.0 |
| Recovery Factor | 5.43 | 2.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-07-19 | -21.39 | 192 |
| 2024-07-29 | 2024-12-16 | -20.83 | 140 |
| 2025-03-03 | 2025-06-23 | -16.66 | 112 |
| 2022-10-05 | 2023-01-20 | -13.37 | 107 |
| 2023-07-14 | 2023-10-23 | -10.70 | 101 |
| 2025-01-22 | 2025-03-02 | -9.30 | 39 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2025-07-23 | 2025-11-02 | -8.88 | 102 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2023-02-21 | 2023-04-10 | -6.85 | 48 |
| Metric | 12529466:btcusd:triple_gx:lsma181_83_59 | 12529466: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 | 15.3% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 45.51% | 155.54% |
| Worst Year | 4.64% | -64.9% |
| Avg. Up Day | 2.09% | 2.1% |
| Avg. Down Day | -1.47% | -1.72% |
| Avg. Up Week | 3.85% | 4.93% |
| Avg. Down Week | -2.5% | -4.73% |
| Avg. Up Month | 6.32% | 13.55% |
| Avg. Down Month | -4.52% | -9.6% |
| Win Days % | 44.9% | 49.62% |
| Win Month % | 64.71% | 57.78% |
| Win Week % | 51.52% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 75.0% |