| Metric | 12548321:btcusd:triple_gx:lsma179_87_63 | 12548321:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 361.75% | 103.11% |
| Max Drawdown | -20.5% | -67.18% |
| Sharpe | 0.93 | 0.35 |
| Sortino | 1.5 | 0.5 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.72 | 1.03 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 19.83 | 4.11 |
| Outlier Loss Ratio | 4.42 | 3.61 |
| Volatility (ann.) | 14.27% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.1 | 0.38 |
| Skew | 1.19 | 0.16 |
| Kurtosis | 23.76 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.11% | 1.88% |
| Expected Yearly % | 46.59% | 19.38% |
| Kelly Criterion | 10.76% | 11.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.26% |
| Expected Shortfall (cVaR) | -1.19% | -2.26% |
| Year | 12548321:BTCUSD | 12548321:btcusd:triple_gx:lsma179_87_63 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.19 | 25.60 | -0.42 | + |
| 2023 | 155.54 | 60.27 | 0.39 | - |
| 2024 | 121.00 | 142.73 | 1.18 | + |
| 2025 | -7.32 | -5.50 | 0.75 | + |
| Metric | 12548321:btcusd:triple_gx:lsma179_87_63 | 12548321:BTCUSD |
|---|---|---|
| MTD | 3.89% | 2.63% |
| 3M | -5.5% | -12.25% |
| 6M | 37.99% | 34.61% |
| YTD | -5.5% | -7.32% |
| 1Y | 77.28% | 23.79% |
| 3Y (ann.) | 61.77% | 24.94% |
| 5Y (ann.) | 63.48% | 25.57% |
| Metric | 12548321:btcusd:triple_gx:lsma179_87_63 | 12548321:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -2.84% | -6.87% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 17.64 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-27 | -20.50 | 57 |
| 2022-09-13 | 2023-01-12 | -19.07 | 121 |
| 2023-03-22 | 2023-10-24 | -17.39 | 215 |
| 2025-01-07 | 2025-03-26 | -12.63 | 78 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 2024-08-27 | 2024-09-26 | -9.53 | 30 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| 2024-03-11 | 2024-05-15 | -6.58 | 64 |
| 2023-01-21 | 2023-03-17 | -6.34 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 12548321:btcusd:triple_gx:lsma179_87_63 | 12548321: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 | 45.37% | 43.77% |
| Worst Month | -13.93% | -37.12% |
| Best Year | 142.73% | 155.54% |
| Worst Year | -5.5% | -61.19% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.57% | 7.74% |
| Avg. Down Week | -3.18% | -5.51% |
| Avg. Up Month | 13.01% | 16.19% |
| Avg. Down Month | -6.51% | -11.82% |
| Win Days % | 50.5% | 51.07% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 59.34% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |