| Metric | 12547996:btcusd:triple_gx:lsma179_87_62 | 12547996:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 366.2% | 103.11% |
| Max Drawdown | -18.85% | -67.18% |
| Sharpe | 0.94 | 0.35 |
| Sortino | 1.51 | 0.5 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.7 | 1.03 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 19.78 | 4.11 |
| Outlier Loss Ratio | 4.38 | 3.61 |
| Volatility (ann.) | 14.29% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.39 | 0.38 |
| Skew | 1.16 | 0.16 |
| Kurtosis | 23.77 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.13% | 1.88% |
| Expected Yearly % | 46.94% | 19.38% |
| Kelly Criterion | 11.26% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.26% |
| Expected Shortfall (cVaR) | -1.19% | -2.26% |
| Year | 12547996:BTCUSD | 12547996:btcusd:triple_gx:lsma179_87_62 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.19 | 27.75 | -0.45 | + |
| 2023 | 155.54 | 58.96 | 0.38 | - |
| 2024 | 121.00 | 142.78 | 1.18 | + |
| 2025 | -7.32 | -5.44 | 0.74 | + |
| Metric | 12547996:btcusd:triple_gx:lsma179_87_62 | 12547996:BTCUSD |
|---|---|---|
| MTD | 2.79% | 2.63% |
| 3M | -5.44% | -12.25% |
| 6M | 38.05% | 34.61% |
| YTD | -5.44% | -7.32% |
| 1Y | 75.72% | 23.79% |
| 3Y (ann.) | 62.29% | 24.94% |
| 5Y (ann.) | 63.99% | 25.57% |
| Metric | 12547996:btcusd:triple_gx:lsma179_87_62 | 12547996:BTCUSD |
|---|---|---|
| Max Drawdown | -18.85% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -2.79% | -6.87% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 19.43 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.85 | 121 |
| 2022-05-31 | 2022-07-23 | -17.97 | 53 |
| 2023-03-22 | 2023-11-01 | -17.29 | 224 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2025-01-07 | 2025-03-26 | -11.64 | 78 |
| 2024-08-27 | 2024-09-24 | -9.29 | 28 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-08-23 | -6.01 | 32 |
| Metric | 12547996:btcusd:triple_gx:lsma179_87_62 | 12547996:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 45.37% | 43.77% |
| Worst Month | -13.69% | -37.12% |
| Best Year | 142.78% | 155.54% |
| Worst Year | -5.44% | -61.19% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.75% | 7.85% |
| Avg. Down Week | -2.83% | -5.36% |
| Avg. Up Month | 13.47% | 16.19% |
| Avg. Down Month | -7.77% | -11.82% |
| Win Days % | 50.89% | 51.07% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 54.35% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |