| Metric | 12547971:btcusd:triple_gx:lsma168_86_62 | 12547971:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 331.75% | 104.02% |
| Max Drawdown | -18.95% | -67.18% |
| Sharpe | 0.87 | 0.35 |
| Sortino | 1.4 | 0.5 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.57 | 1.03 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 19.06 | 4.11 |
| Outlier Loss Ratio | 4.34 | 3.64 |
| Volatility (ann.) | 14.65% | 26.57% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.16 | 0.38 |
| Skew | 1.15 | 0.16 |
| Kurtosis | 23.71 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.92% | 1.89% |
| Expected Yearly % | 44.15% | 19.51% |
| Kelly Criterion | 10.09% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 12547971:BTCUSD | 12547971:btcusd:triple_gx:lsma168_86_62 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.02 | 26.09 | -0.43 | + |
| 2023 | 155.54 | 67.18 | 0.43 | - |
| 2024 | 121.00 | 131.20 | 1.08 | + |
| 2025 | -7.32 | -11.41 | 1.56 | - |
| Metric | 12547971:btcusd:triple_gx:lsma168_86_62 | 12547971:BTCUSD |
|---|---|---|
| MTD | 4.25% | 2.63% |
| 3M | -11.41% | -12.25% |
| 6M | 26.83% | 34.61% |
| YTD | -11.41% | -7.32% |
| 1Y | 62.88% | 23.79% |
| 3Y (ann.) | 56.94% | 24.94% |
| 5Y (ann.) | 59.86% | 25.7% |
| Metric | 12547971:btcusd:triple_gx:lsma168_86_62 | 12547971:BTCUSD |
|---|---|---|
| Max Drawdown | -18.95% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -2.94% | -6.73% |
| Avg. Drawdown Days | 13.0 | 35.0 |
| Recovery Factor | 17.5 | 1.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.95 | 121 |
| 2022-05-31 | 2022-07-23 | -17.77 | 53 |
| 2025-01-07 | 2025-03-26 | -17.06 | 78 |
| 2023-03-22 | 2023-10-24 | -14.63 | 215 |
| 2023-12-09 | 2024-02-12 | -14.62 | 65 |
| 2022-03-29 | 2022-05-30 | -10.02 | 62 |
| 2022-03-09 | 2022-03-25 | -8.42 | 15 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2024-08-27 | 2024-09-19 | -7.82 | 23 |
| 2023-01-21 | 2023-03-17 | -7.13 | 54 |
| Metric | 12547971:btcusd:triple_gx:lsma168_86_62 | 12547971:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 42.7% | 43.77% |
| Worst Month | -13.05% | -37.12% |
| Best Year | 131.2% | 155.54% |
| Worst Year | -11.41% | -61.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 5.73% | 7.95% |
| Avg. Down Week | -3.17% | -4.99% |
| Avg. Up Month | 13.65% | 16.22% |
| Avg. Down Month | -6.36% | -12.66% |
| Win Days % | 50.64% | 51.08% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 55.91% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |