| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 95.87% | 100.0% |
| Max Drawdown | -21.68% | -66.53% |
| Sharpe | 0.77 | 0.63 |
| Sortino | 1.2 | 0.92 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.42 | 1.23 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.18 | 1.12 |
| Outlier Win Ratio | 14.53 | 3.55 |
| Outlier Loss Ratio | 4.23 | 3.49 |
| Volatility (ann.) | 30.07% | 50.98% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.94 | 0.32 |
| Skew | 0.86 | -0.07 |
| Kurtosis | 11.9 | 4.29 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.51% | 1.55% |
| Expected Yearly % | 18.3% | 18.92% |
| Kelly Criterion | 5.53% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -4.3% |
| Expected Shortfall (cVaR) | -2.53% | -4.3% |
| Year | 12529482:BTCUSD | 12529482:btcusd:triple_gx:lsma181_84_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | 25.76 | -0.40 | + |
| 2023 | 155.54 | 39.29 | 0.25 | - |
| 2024 | 121.00 | 18.17 | 0.15 | - |
| 2025 | 0.89 | -5.38 | -6.05 | - |
| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482:BTCUSD |
|---|---|---|
| MTD | -14.03% | -14.03% |
| 3M | -17.83% | -19.8% |
| 6M | -14.79% | -9.0% |
| YTD | -5.38% | 0.89% |
| 1Y | 11.58% | 3.43% |
| 3Y (ann.) | 17.91% | 77.28% |
| 5Y (ann.) | 20.31% | 21.0% |
| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482:BTCUSD |
|---|---|---|
| Max Drawdown | -21.68% | -66.53% |
| Longest DD Days | 192.0 | 680.0 |
| Avg. Drawdown | -4.72% | -9.42% |
| Avg. Drawdown Days | 28.0 | 53.0 |
| Recovery Factor | 4.42 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-07-19 | -21.68 | 192 |
| 2025-07-23 | 2025-11-16 | -21.16 | 116 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-06-25 | -16.66 | 114 |
| 2022-10-05 | 2022-12-13 | -9.76 | 69 |
| 2023-08-30 | 2023-11-01 | -9.26 | 63 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2023-02-21 | 2023-04-10 | -6.85 | 48 |
| 2022-06-01 | 2022-06-19 | -6.65 | 18 |
| Metric | 12529482:btcusd:triple_gx:lsma181_84_59 | 12529482: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 | -14.03% | -37.12% |
| Best Year | 39.29% | 155.54% |
| Worst Year | -5.38% | -64.9% |
| Avg. Up Day | 2.04% | 2.06% |
| Avg. Down Day | -1.51% | -1.75% |
| Avg. Up Week | 3.77% | 5.07% |
| Avg. Down Week | -2.77% | -4.46% |
| Avg. Up Month | 6.13% | 14.14% |
| Avg. Down Month | -5.1% | -9.92% |
| Win Days % | 45.61% | 49.47% |
| Win Month % | 64.71% | 55.56% |
| Win Week % | 56.57% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 75.0% |