| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 70.76% | 134.84% |
| Max Drawdown | -23.14% | -66.53% |
| Sharpe | 0.64 | 0.72 |
| Sortino | 0.98 | 1.06 |
| Payoff Ratio | 1.3 | 1.13 |
| Profit Factor | 1.17 | 1.12 |
| Common Sense Ratio | 1.36 | 1.27 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.17 | 1.14 |
| Outlier Win Ratio | 14.6 | 3.57 |
| Outlier Loss Ratio | 4.14 | 3.55 |
| Volatility (ann.) | 30.63% | 50.97% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.69 | 0.4 |
| Skew | 0.63 | -0.07 |
| Kurtosis | 12.26 | 4.35 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.2% | 1.92% |
| Expected Yearly % | 14.31% | 23.79% |
| Kelly Criterion | 4.58% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -4.29% |
| Expected Shortfall (cVaR) | -2.58% | -4.29% |
| Year | 12529623:BTCUSD | 12529623:btcusd:triple_gx:lsma181_92_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.90 | -5.39 | 0.08 | + |
| 2023 | 155.54 | 39.95 | 0.26 | - |
| 2024 | 121.00 | 19.62 | 0.16 | - |
| 2025 | 18.46 | 7.81 | 0.42 | - |
| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -6.92% | -2.34% |
| 6M | -0.37% | 14.09% |
| YTD | 7.81% | 18.46% |
| 1Y | 28.44% | 59.2% |
| 3Y (ann.) | 23.36% | 75.33% |
| 5Y (ann.) | 16.04% | 26.79% |
| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| Max Drawdown | -23.14% | -66.53% |
| Longest DD Days | 242.0 | 680.0 |
| Avg. Drawdown | -5.87% | -9.01% |
| Avg. Drawdown Days | 37.0 | 52.0 |
| Recovery Factor | 3.06 | 2.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-01-29 | -23.14 | 242 |
| 2024-01-09 | 2024-07-15 | -21.68 | 188 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-04-12 | -16.66 | 40 |
| 2025-07-23 | 2025-11-02 | -11.46 | 102 |
| 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 | 2023-04-11 | -6.85 | 49 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| Metric | 12529623:btcusd:triple_gx:lsma181_92_59 | 12529623:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 39.95% | 155.54% |
| Worst Year | -5.39% | -64.9% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.54% | -1.78% |
| Avg. Up Week | 3.31% | 4.86% |
| Avg. Down Week | -2.66% | -5.01% |
| Avg. Up Month | 5.33% | 12.77% |
| Avg. Down Month | -5.45% | -13.04% |
| Win Days % | 46.1% | 49.62% |
| Win Month % | 68.75% | 57.78% |
| Win Week % | 54.26% | 51.04% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 75.0% | 75.0% |