| Metric | 12547988:btcusd:triple_gx:lsma180_86_62 | 12547988:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 402.92% | 143.74% |
| Max Drawdown | -18.85% | -67.18% |
| Sharpe | 0.96 | 0.39 |
| Sortino | 1.55 | 0.57 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 19.66 | 4.1 |
| Outlier Loss Ratio | 4.48 | 3.6 |
| Volatility (ann.) | 14.02% | 26.43% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.42 | 0.47 |
| Skew | 1.25 | 0.19 |
| Kurtosis | 24.06 | 6.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.12% | 2.25% |
| Expected Yearly % | 49.75% | 24.95% |
| Kelly Criterion | 11.24% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.25% |
| Expected Shortfall (cVaR) | -1.17% | -2.25% |
| Year | 12547988:BTCUSD | 12547988:btcusd:triple_gx:lsma180_86_62 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 26.76 | -0.44 | + |
| 2023 | 155.54 | 66.26 | 0.43 | - |
| 2024 | 121.00 | 137.46 | 1.14 | + |
| 2025 | 11.09 | 0.49 | 0.04 | - |
| Metric | 12547988:btcusd:triple_gx:lsma180_86_62 | 12547988:BTCUSD |
|---|---|---|
| MTD | 0.7% | 10.11% |
| 3M | 9.26% | 7.33% |
| 6M | 9.12% | 14.6% |
| YTD | 0.49% | 11.09% |
| 1Y | 68.86% | 56.56% |
| 3Y (ann.) | 63.75% | 49.04% |
| 5Y (ann.) | 64.4% | 31.55% |
| Metric | 12547988:btcusd:triple_gx:lsma180_86_62 | 12547988:BTCUSD |
|---|---|---|
| Max Drawdown | -18.85% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.73% | -7.16% |
| Avg. Drawdown Days | 12.0 | 38.0 |
| Recovery Factor | 21.38 | 2.14 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.85 | 121 |
| 2022-05-31 | 2022-07-19 | -16.34 | 48 |
| 2023-03-22 | 2023-06-22 | -14.42 | 91 |
| 2023-06-23 | 2023-10-24 | -12.43 | 122 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2025-01-07 | 2025-04-25 | -11.70 | 108 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| 2024-08-27 | 2024-09-19 | -8.52 | 23 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 12547988:btcusd:triple_gx:lsma180_86_62 | 12547988: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 | 42.7% | 43.77% |
| Worst Month | -13.69% | -37.12% |
| Best Year | 137.46% | 155.54% |
| Worst Year | 0.49% | -61.15% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 5.62% | 7.75% |
| Avg. Down Week | -2.72% | -4.45% |
| Avg. Up Month | 13.11% | 16.5% |
| Avg. Down Month | -5.24% | -10.88% |
| Win Days % | 50.84% | 51.21% |
| Win Month % | 62.86% | 60.0% |
| Win Week % | 54.55% | 49.71% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |