| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 16.93% | 138.85% |
| Max Drawdown | -20.83% | -66.18% |
| Sharpe | 0.3 | 0.73 |
| Sortino | 0.45 | 1.08 |
| Payoff Ratio | 1.32 | 1.12 |
| Profit Factor | 1.08 | 1.12 |
| Common Sense Ratio | 1.18 | 1.27 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.1 | 1.14 |
| Outlier Win Ratio | 16.5 | 3.44 |
| Outlier Loss Ratio | 4.54 | 3.54 |
| Volatility (ann.) | 28.14% | 50.97% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.21 | 0.41 |
| Skew | 0.87 | -0.07 |
| Kurtosis | 14.12 | 4.36 |
| Expected Daily % | 0.01% | 0.07% |
| Expected Monthly % | 0.36% | 2.0% |
| Expected Yearly % | 3.99% | 24.32% |
| Kelly Criterion | -0.95% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -4.29% |
| Expected Shortfall (cVaR) | -2.4% | -4.29% |
| Year | 12533589:BTCUSD | 12533589:btcusd:triple_gx:lsma183_78_72 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.30 | 10.08 | -0.16 | + |
| 2023 | 155.54 | 2.71 | 0.02 | - |
| 2024 | 121.00 | 12.10 | 0.10 | - |
| 2025 | 18.46 | -7.75 | -0.42 | - |
| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| MTD | -0.18% | 0.95% |
| 3M | -3.01% | -2.34% |
| 6M | -3.49% | 14.09% |
| YTD | -7.75% | 18.46% |
| 1Y | -8.52% | 59.2% |
| 3Y (ann.) | 4.04% | 75.33% |
| 5Y (ann.) | 4.45% | 27.43% |
| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.18% |
| Longest DD Days | 344.0 | 643.0 |
| Avg. Drawdown | -7.15% | -8.95% |
| Avg. Drawdown Days | 68.0 | 48.0 |
| Recovery Factor | 0.81 | 2.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-21 | -20.83 | 115 |
| 2024-11-23 | 2025-11-02 | -19.82 | 344 |
| 2022-04-04 | 2022-09-22 | -15.54 | 171 |
| 2023-02-21 | 2024-01-08 | -15.03 | 321 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2024-04-01 | 2024-07-20 | -8.17 | 110 |
| 2022-10-05 | 2022-12-08 | -7.97 | 64 |
| 2024-01-09 | 2024-01-29 | -7.19 | 20 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| Metric | 12533589:btcusd:triple_gx:lsma183_78_72 | 12533589:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 13.63% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 9.51% | 43.77% |
| Worst Month | -14.28% | -37.12% |
| Best Year | 12.1% | 155.54% |
| Worst Year | -7.75% | -64.3% |
| Avg. Up Day | 1.94% | 1.96% |
| Avg. Down Day | -1.46% | -1.76% |
| Avg. Up Week | 2.72% | 4.58% |
| Avg. Down Week | -2.75% | -3.72% |
| Avg. Up Month | 3.79% | 12.28% |
| Avg. Down Month | -5.14% | -8.69% |
| Win Days % | 42.48% | 49.62% |
| Win Month % | 54.29% | 59.09% |
| Win Week % | 54.08% | 51.31% |
| Win Quarter % | 40.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |