| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 56.51% | 27.92% |
| Max Drawdown | -12.79% | -28.38% |
| Sharpe | 1.09 | 0.42 |
| Sortino | 1.87 | 0.6 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 2.15 | 0.99 |
| CPC Index | 0.93 | 0.7 |
| Tail Ratio | 1.55 | 0.93 |
| Outlier Win Ratio | 21.13 | 3.77 |
| Outlier Loss Ratio | 3.7 | 3.07 |
| Volatility (ann.) | 13.4% | 26.18% |
| R^2 | 0.26 | 0.26 |
| Calmar | 5.71 | 1.24 |
| Skew | 2.24 | 0.13 |
| Kurtosis | 29.03 | 6.48 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.58% | 2.49% |
| Expected Yearly % | 25.1% | 13.1% |
| Kelly Criterion | 13.37% | 13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.22% |
| Expected Shortfall (cVaR) | -1.11% | -2.22% |
| Year | 12548308:BTCUSD | 12548308:btcusd:triple_gx:lsma181_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 60.55 | 1.59 | + |
| 2025 | -7.32 | -2.51 | 0.34 | + |
| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| MTD | 4.13% | 2.63% |
| 3M | -2.51% | -12.25% |
| 6M | 38.07% | 34.61% |
| YTD | -2.51% | -7.32% |
| 1Y | 56.51% | 27.92% |
| 3Y (ann.) | 73.09% | 35.2% |
| 5Y (ann.) | 73.09% | 35.2% |
| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| Max Drawdown | -12.79% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.4% | -4.56% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 4.42 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -12.79 | 78 |
| 2024-08-27 | 2024-09-24 | -9.29 | 28 |
| 2024-07-22 | 2024-08-22 | -6.01 | 31 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 42.7% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | 60.55% | 38.02% |
| Worst Year | -2.51% | -7.32% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.99% | 7.12% |
| Avg. Down Week | -4.49% | -5.01% |
| Avg. Up Month | 15.6% | 12.63% |
| Avg. Down Month | -2.42% | -8.73% |
| Win Days % | 50.61% | 51.34% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 76.19% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |