| Metric | 12548295:btcusd:triple_gx:lsma177_86_63 | 12548295:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 359.62% | 107.03% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.93 | 0.35 |
| Sortino | 1.49 | 0.51 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.71 | 1.03 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 19.73 | 4.1 |
| Outlier Loss Ratio | 4.39 | 3.6 |
| Volatility (ann.) | 14.3% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.5 | 0.39 |
| Skew | 1.08 | 0.16 |
| Kurtosis | 24.37 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.1% | 1.93% |
| Expected Yearly % | 46.42% | 19.95% |
| Kelly Criterion | 11.12% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.26% |
| Expected Shortfall (cVaR) | -1.19% | -2.26% |
| Year | 12548295:BTCUSD | 12548295:btcusd:triple_gx:lsma177_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.44 | 21.86 | -0.36 | + |
| 2023 | 155.54 | 63.99 | 0.41 | - |
| 2024 | 121.00 | 129.57 | 1.07 | + |
| 2025 | -7.32 | 0.18 | -0.02 | + |
| Metric | 12548295:btcusd:triple_gx:lsma177_86_63 | 12548295:BTCUSD |
|---|---|---|
| MTD | 3.86% | 2.63% |
| 3M | 0.18% | -12.25% |
| 6M | 41.61% | 34.61% |
| YTD | 0.18% | -7.32% |
| 1Y | 79.6% | 23.79% |
| 3Y (ann.) | 64.53% | 24.94% |
| 5Y (ann.) | 63.24% | 26.34% |
| Metric | 12548295:btcusd:triple_gx:lsma177_86_63 | 12548295:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.04% | -6.87% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 19.9 | 1.59 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-23 | -17.97 | 53 |
| 2023-03-22 | 2023-10-24 | -17.01 | 215 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 2022-02-16 | 2022-03-27 | -10.71 | 39 |
| 2025-01-07 | 2025-01-20 | -10.15 | 13 |
| 2024-08-27 | 2024-09-24 | -9.37 | 28 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| 2025-01-20 | 2025-03-24 | -9.03 | 63 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| Metric | 12548295:btcusd:triple_gx:lsma177_86_63 | 12548295:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.3% | -29.64% |
| Best Month | 42.7% | 43.77% |
| Worst Month | -12.6% | -37.12% |
| Best Year | 129.57% | 155.54% |
| Worst Year | 0.18% | -60.44% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.42% | 7.6% |
| Avg. Down Week | -3.12% | -5.37% |
| Avg. Up Month | 12.51% | 16.31% |
| Avg. Down Month | -6.1% | -11.82% |
| Win Days % | 50.69% | 51.09% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 59.78% | 48.8% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |