| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 349.48% | 98.43% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.93 | 0.34 |
| Sortino | 1.5 | 0.49 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.72 | 1.03 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 20.14 | 4.11 |
| Outlier Loss Ratio | 4.42 | 3.6 |
| Volatility (ann.) | 14.15% | 26.59% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.44 | 0.37 |
| Skew | 1.27 | 0.16 |
| Kurtosis | 24.29 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.03% | 1.82% |
| Expected Yearly % | 45.61% | 18.69% |
| Kelly Criterion | 11.07% | 11.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.26% |
| Expected Shortfall (cVaR) | -1.18% | -2.26% |
| Year | 12548308:BTCUSD | 12548308:btcusd:triple_gx:lsma181_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.09 | 27.77 | -0.45 | + |
| 2023 | 155.54 | 57.84 | 0.37 | - |
| 2024 | 121.00 | 128.63 | 1.06 | + |
| 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 | 71.99% | 23.79% |
| 3Y (ann.) | 61.58% | 24.94% |
| 5Y (ann.) | 62.14% | 24.65% |
| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.01% | -7.1% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 19.34 | 1.47 |
| Ulcer Index | 1.0 | 1.02 |
| 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 | 2023-06-23 | -15.92 | 92 |
| 2023-06-23 | 2023-10-24 | -13.06 | 122 |
| 2025-01-07 | 2025-03-26 | -12.79 | 78 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 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 |
| 2023-01-21 | 2023-03-17 | -6.45 | 54 |
| Metric | 12548308:btcusd:triple_gx:lsma181_86_63 | 12548308:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 42.7% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 128.63% | 155.54% |
| Worst Year | -2.51% | -62.09% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.39% | 7.6% |
| Avg. Down Week | -3.07% | -5.51% |
| Avg. Up Month | 13.51% | 17.12% |
| Avg. Down Month | -6.15% | -11.82% |
| Win Days % | 50.57% | 51.07% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 60.44% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |