| Metric | 12547973:btcusd:triple_gx:lsma169_86_62 | 12547973:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 47.17% | 27.92% |
| Max Drawdown | -17.06% | -28.38% |
| Sharpe | 0.9 | 0.42 |
| Sortino | 1.48 | 0.6 |
| Payoff Ratio | 1.27 | 1.27 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.75 | 0.99 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | 1.35 | 0.93 |
| Outlier Win Ratio | 19.58 | 3.77 |
| Outlier Loss Ratio | 3.59 | 3.21 |
| Volatility (ann.) | 14.15% | 26.18% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.55 | 1.24 |
| Skew | 1.73 | 0.13 |
| Kurtosis | 24.41 | 6.48 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.94% | 2.49% |
| Expected Yearly % | 21.31% | 13.1% |
| Kelly Criterion | 10.46% | 12.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.22% |
| Expected Shortfall (cVaR) | -1.18% | -2.22% |
| Year | 12547973:BTCUSD | 12547973:btcusd:triple_gx:lsma169_86_62 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 66.13 | 1.74 | + |
| 2025 | -7.32 | -11.41 | 1.56 | - |
| Metric | 12547973:btcusd:triple_gx:lsma169_86_62 | 12547973:BTCUSD |
|---|---|---|
| MTD | 4.25% | 2.63% |
| 3M | -11.41% | -12.25% |
| 6M | 26.83% | 34.61% |
| YTD | -11.41% | -7.32% |
| 1Y | 47.17% | 27.92% |
| 3Y (ann.) | 60.53% | 35.2% |
| 5Y (ann.) | 60.53% | 35.2% |
| Metric | 12547973:btcusd:triple_gx:lsma169_86_62 | 12547973:BTCUSD |
|---|---|---|
| Max Drawdown | -17.06% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 2.77 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -17.06 | 78 |
| 2024-08-27 | 2024-09-19 | -7.82 | 23 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 12547973:btcusd:triple_gx:lsma169_86_62 | 12547973:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.61% | -12.33% |
| Best Month | 42.7% | 37.42% |
| Worst Month | -8.02% | -17.69% |
| Best Year | 66.13% | 38.02% |
| Worst Year | -11.41% | -7.32% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 5.7% | 8.24% |
| Avg. Down Week | -3.81% | -6.71% |
| Avg. Up Month | 16.32% | 12.63% |
| Avg. Down Month | -4.51% | -13.21% |
| Win Days % | 49.85% | 51.34% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 59.09% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |