| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 23.25% | 181.38% |
| Max Drawdown | -26.19% | -66.79% |
| Sharpe | 0.34 | 0.82 |
| Sortino | 0.51 | 1.2 |
| Payoff Ratio | 1.19 | 1.07 |
| Profit Factor | 1.09 | 1.13 |
| Common Sense Ratio | 1.17 | 1.31 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.07 | 1.16 |
| Outlier Win Ratio | 14.93 | 3.54 |
| Outlier Loss Ratio | 4.13 | 3.54 |
| Volatility (ann.) | 30.24% | 50.89% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.23 | 0.49 |
| Skew | 0.54 | -0.08 |
| Kurtosis | 12.43 | 4.33 |
| Expected Daily % | 0.02% | 0.08% |
| Expected Monthly % | 0.47% | 2.33% |
| Expected Yearly % | 5.37% | 29.52% |
| Kelly Criterion | 0.51% | 3.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -4.27% |
| Expected Shortfall (cVaR) | -2.58% | -4.27% |
| Year | 12531158:BTCUSD | 12531158:btcusd:triple_gx:lsma166_88_64 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.94 | -10.86 | 0.19 | + |
| 2023 | 155.54 | 22.89 | 0.15 | - |
| 2024 | 121.00 | 9.26 | 0.08 | - |
| 2025 | 18.46 | 2.97 | 0.16 | - |
| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.61% | -2.34% |
| 6M | -6.14% | 14.09% |
| YTD | 2.97% | 18.46% |
| 1Y | 10.54% | 59.2% |
| 3Y (ann.) | 14.03% | 75.33% |
| 5Y (ann.) | 5.91% | 32.89% |
| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| Max Drawdown | -26.19% | -66.79% |
| Longest DD Days | 526.0 | 682.0 |
| Avg. Drawdown | -8.66% | -8.45% |
| Avg. Drawdown Days | 78.0 | 49.0 |
| Recovery Factor | 0.89 | 2.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-11-09 | -26.19 | 526 |
| 2024-07-29 | 2025-03-02 | -20.83 | 216 |
| 2024-01-09 | 2024-07-15 | -19.99 | 188 |
| 2025-03-03 | 2025-04-11 | -16.66 | 39 |
| 2025-07-04 | 2025-11-02 | -15.67 | 121 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| 2023-11-16 | 2024-01-04 | -5.63 | 49 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2025-04-13 | 2025-06-24 | -4.21 | 72 |
| Metric | 12531158:btcusd:triple_gx:lsma166_88_64 | 12531158:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -10.04% | -29.64% |
| Best Month | 11.1% | 43.77% |
| Worst Month | -21.71% | -37.12% |
| Best Year | 22.89% | 155.54% |
| Worst Year | -10.86% | -57.94% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.57% | -1.75% |
| Avg. Up Week | 3.15% | 4.83% |
| Avg. Down Week | -2.69% | -4.2% |
| Avg. Up Month | 5.34% | 12.43% |
| Avg. Down Month | -5.54% | -11.95% |
| Win Days % | 45.9% | 49.89% |
| Win Month % | 54.55% | 60.0% |
| Win Week % | 49.04% | 52.06% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 75.0% | 75.0% |