| Metric | 12547984:btcusd:triple_gx:lsma175_86_62 | 12547984:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 348.39% | 104.6% |
| Max Drawdown | -19.07% | -67.18% |
| Sharpe | 0.91 | 0.35 |
| Sortino | 1.46 | 0.5 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.69 | 1.03 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 19.68 | 4.1 |
| Outlier Loss Ratio | 4.39 | 3.61 |
| Volatility (ann.) | 14.32% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.24 | 0.38 |
| Skew | 1.07 | 0.16 |
| Kurtosis | 24.13 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.03% | 1.9% |
| Expected Yearly % | 45.52% | 19.6% |
| Kelly Criterion | 10.78% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 12547984:BTCUSD | 12547984:btcusd:triple_gx:lsma175_86_62 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 17.99 | -0.30 | + |
| 2023 | 155.54 | 67.51 | 0.43 | - |
| 2024 | 121.00 | 134.15 | 1.11 | + |
| 2025 | -7.32 | -3.11 | 0.42 | + |
| Metric | 12547984:btcusd:triple_gx:lsma175_86_62 | 12547984:BTCUSD |
|---|---|---|
| MTD | 5.34% | 2.63% |
| 3M | -3.11% | -12.25% |
| 6M | 38.72% | 34.61% |
| YTD | -3.11% | -7.32% |
| 1Y | 73.68% | 23.79% |
| 3Y (ann.) | 63.7% | 24.94% |
| 5Y (ann.) | 61.88% | 25.84% |
| Metric | 12547984:btcusd:triple_gx:lsma175_86_62 | 12547984:BTCUSD |
|---|---|---|
| Max Drawdown | -19.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.9% | -6.69% |
| Avg. Drawdown Days | 13.0 | 35.0 |
| Recovery Factor | 18.27 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -19.07 | 121 |
| 2022-05-31 | 2022-07-19 | -16.34 | 48 |
| 2023-03-22 | 2023-06-22 | -14.02 | 91 |
| 2023-06-23 | 2023-10-24 | -12.14 | 122 |
| 2023-12-09 | 2024-02-09 | -12.09 | 62 |
| 2025-01-07 | 2025-03-26 | -11.32 | 78 |
| 2022-02-16 | 2022-03-27 | -10.51 | 39 |
| 2022-03-29 | 2022-05-30 | -10.02 | 62 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2024-08-27 | 2024-09-19 | -7.82 | 23 |
| Metric | 12547984:btcusd:triple_gx:lsma175_86_62 | 12547984:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.43% | -29.64% |
| Best Month | 42.7% | 43.77% |
| Worst Month | -13.17% | -37.12% |
| Best Year | 134.15% | 155.54% |
| Worst Year | -3.11% | -60.91% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.54% | 7.93% |
| Avg. Down Week | -2.99% | -4.63% |
| Avg. Up Month | 13.05% | 16.24% |
| Avg. Down Month | -6.35% | -11.82% |
| Win Days % | 50.63% | 51.07% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 55.91% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |