| Metric | 12548842:btcusd:triple_gx:lsma181_80_65 | 12548842:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 323.82% | 98.43% |
| Max Drawdown | -18.71% | -67.18% |
| Sharpe | 0.92 | 0.34 |
| Sortino | 1.48 | 0.49 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.79 | 1.03 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 20.74 | 3.98 |
| Outlier Loss Ratio | 4.48 | 3.56 |
| Volatility (ann.) | 13.61% | 26.59% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.16 | 0.37 |
| Skew | 1.18 | 0.16 |
| Kurtosis | 25.76 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.87% | 1.82% |
| Expected Yearly % | 43.48% | 18.69% |
| Kelly Criterion | 10.85% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.26% |
| Expected Shortfall (cVaR) | -1.14% | -2.26% |
| Year | 12548842:BTCUSD | 12548842:btcusd:triple_gx:lsma181_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.09 | 20.51 | -0.33 | + |
| 2023 | 155.54 | 75.96 | 0.49 | - |
| 2024 | 121.00 | 104.14 | 0.86 | - |
| 2025 | -7.32 | -2.09 | 0.29 | + |
| Metric | 12548842:btcusd:triple_gx:lsma181_80_65 | 12548842:BTCUSD |
|---|---|---|
| MTD | 4.97% | 2.63% |
| 3M | -2.09% | -12.25% |
| 6M | 37.65% | 34.61% |
| YTD | -2.09% | -7.32% |
| 1Y | 58.34% | 23.79% |
| 3Y (ann.) | 58.76% | 24.94% |
| 5Y (ann.) | 59.11% | 24.65% |
| Metric | 12548842:btcusd:triple_gx:lsma181_80_65 | 12548842:BTCUSD |
|---|---|---|
| Max Drawdown | -18.71% | -67.18% |
| Longest DD Days | 123.0 | 683.0 |
| Avg. Drawdown | -3.09% | -7.1% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 17.31 | 1.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.71 | 57 |
| 2022-09-13 | 2022-12-14 | -18.07 | 91 |
| 2023-03-22 | 2023-06-21 | -12.94 | 90 |
| 2024-11-21 | 2025-03-24 | -11.72 | 123 |
| 2023-06-23 | 2023-10-24 | -11.66 | 122 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2024-08-22 | 2024-10-18 | -9.93 | 57 |
| 2023-12-09 | 2024-01-11 | -8.19 | 33 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 12548842:btcusd:triple_gx:lsma181_80_65 | 12548842:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 104.14% | 155.54% |
| Worst Year | -2.09% | -62.09% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 5.22% | 7.83% |
| Avg. Down Week | -2.66% | -5.48% |
| Avg. Up Month | 12.16% | 16.34% |
| Avg. Down Month | -5.66% | -10.78% |
| Win Days % | 50.24% | 51.07% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 56.98% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |