| Metric | 12548009:btcusd:triple_gx:lsma177_87_62 | 12548009:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 347.34% | 107.03% |
| Max Drawdown | -18.85% | -67.18% |
| Sharpe | 0.91 | 0.35 |
| Sortino | 1.46 | 0.51 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.69 | 1.03 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 19.63 | 4.11 |
| Outlier Loss Ratio | 4.37 | 3.61 |
| Volatility (ann.) | 14.34% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.28 | 0.39 |
| Skew | 1.14 | 0.16 |
| Kurtosis | 23.46 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.02% | 1.93% |
| Expected Yearly % | 45.43% | 19.95% |
| Kelly Criterion | 10.74% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 12548009:BTCUSD | 12548009:btcusd:triple_gx:lsma177_87_62 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.44 | 29.90 | -0.49 | + |
| 2023 | 155.54 | 55.27 | 0.36 | - |
| 2024 | 121.00 | 133.14 | 1.10 | + |
| 2025 | -7.32 | -4.87 | 0.66 | + |
| Metric | 12548009:btcusd:triple_gx:lsma177_87_62 | 12548009:BTCUSD |
|---|---|---|
| MTD | 3.41% | 2.63% |
| 3M | -4.87% | -12.25% |
| 6M | 38.89% | 34.61% |
| YTD | -4.87% | -7.32% |
| 1Y | 72.08% | 23.79% |
| 3Y (ann.) | 59.06% | 24.94% |
| 5Y (ann.) | 61.83% | 26.34% |
| Metric | 12548009:btcusd:triple_gx:lsma177_87_62 | 12548009:BTCUSD |
|---|---|---|
| Max Drawdown | -18.85% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -2.82% | -6.87% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 18.43 | 1.59 |
| Ulcer Index | 1.0 | 1.01 |
| 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 | -17.23 | 224 |
| 2025-01-07 | 2025-03-26 | -12.19 | 78 |
| 2023-12-09 | 2024-02-09 | -12.09 | 62 |
| 2024-07-22 | 2024-09-26 | -10.02 | 66 |
| 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 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| Metric | 12548009:btcusd:triple_gx:lsma177_87_62 | 12548009: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 | -12.93% | -37.12% |
| Best Year | 133.14% | 155.54% |
| Worst Year | -4.87% | -60.44% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.75% | 7.83% |
| Avg. Down Week | -3.01% | -5.56% |
| Avg. Up Month | 13.49% | 16.31% |
| Avg. Down Month | -8.08% | -11.82% |
| Win Days % | 50.72% | 51.09% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 54.35% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |