| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 381.72% | 105.35% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.96 | 0.35 |
| Sortino | 1.56 | 0.51 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.76 | 1.03 |
| CPC Index | 0.84 | 0.67 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 19.83 | 4.1 |
| Outlier Loss Ratio | 4.44 | 3.59 |
| Volatility (ann.) | 14.16% | 26.59% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.64 | 0.39 |
| Skew | 1.26 | 0.16 |
| Kurtosis | 24.1 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.22% | 1.91% |
| Expected Yearly % | 48.15% | 19.71% |
| Kelly Criterion | 11.32% | 11.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.26% |
| Expected Shortfall (cVaR) | -1.18% | -2.26% |
| Year | 12548304:BTCUSD | 12548304:btcusd:triple_gx:lsma178_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.77 | 30.49 | -0.50 | + |
| 2023 | 155.54 | 63.88 | 0.41 | - |
| 2024 | 121.00 | 124.81 | 1.03 | + |
| 2025 | -7.32 | 0.21 | -0.03 | + |
| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| MTD | 3.89% | 2.63% |
| 3M | 0.21% | -12.25% |
| 6M | 41.92% | 34.61% |
| YTD | 0.21% | -7.32% |
| 1Y | 74.1% | 23.79% |
| 3Y (ann.) | 63.47% | 24.94% |
| 5Y (ann.) | 65.72% | 26.01% |
| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -2.87% | -6.87% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 21.12 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -17.56 | 48 |
| 2023-03-22 | 2023-10-24 | -17.07 | 215 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 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 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304: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 | 124.81% | 155.54% |
| Worst Year | 0.21% | -60.77% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.37% | 7.6% |
| Avg. Down Week | -2.97% | -5.51% |
| Avg. Up Month | 12.99% | 16.26% |
| Avg. Down Month | -6.58% | -11.82% |
| Win Days % | 50.6% | 51.08% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 60.44% | 48.8% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |