| Metric | 12547997:btcusd:triple_gx:lsma183_86_62 | 12547997:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 298.45% | 96.86% |
| Max Drawdown | -18.85% | -67.18% |
| Sharpe | 0.86 | 0.34 |
| Sortino | 1.38 | 0.49 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.6 | 1.03 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 20.39 | 4.11 |
| Outlier Loss Ratio | 4.41 | 3.61 |
| Volatility (ann.) | 14.11% | 26.59% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.97 | 0.36 |
| Skew | 1.22 | 0.16 |
| Kurtosis | 24.49 | 6.3 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.7% | 1.8% |
| Expected Yearly % | 41.28% | 18.45% |
| Kelly Criterion | 10.21% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.26% |
| Expected Shortfall (cVaR) | -1.18% | -2.26% |
| Year | 12547997:BTCUSD | 12547997:btcusd:triple_gx:lsma183_86_62 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.39 | 19.10 | -0.31 | + |
| 2023 | 155.54 | 64.69 | 0.42 | - |
| 2024 | 121.00 | 126.32 | 1.04 | + |
| 2025 | -7.32 | -10.24 | 1.40 | - |
| Metric | 12547997:btcusd:triple_gx:lsma183_86_62 | 12547997:BTCUSD |
|---|---|---|
| MTD | 2.27% | 2.63% |
| 3M | -10.24% | -12.25% |
| 6M | 29.59% | 34.61% |
| YTD | -10.24% | -7.32% |
| 1Y | 53.43% | 23.79% |
| 3Y (ann.) | 59.0% | 24.94% |
| 5Y (ann.) | 55.98% | 24.34% |
| Metric | 12547997:btcusd:triple_gx:lsma183_86_62 | 12547997:BTCUSD |
|---|---|---|
| Max Drawdown | -18.85% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.32% |
| Avg. Drawdown Days | 15.0 | 38.0 |
| Recovery Factor | 15.83 | 1.44 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.85 | 121 |
| 2022-05-31 | 2022-07-19 | -15.93 | 48 |
| 2025-01-07 | 2025-03-26 | -15.38 | 78 |
| 2023-03-22 | 2023-06-21 | -13.00 | 90 |
| 2023-06-23 | 2023-10-24 | -12.43 | 122 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2024-07-22 | 2024-09-26 | -9.99 | 66 |
| 2022-02-16 | 2022-03-27 | -9.81 | 39 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| Metric | 12547997:btcusd:triple_gx:lsma183_86_62 | 12547997:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.84% | -29.64% |
| Best Month | 42.7% | 43.77% |
| Worst Month | -12.59% | -37.12% |
| Best Year | 126.32% | 155.54% |
| Worst Year | -10.24% | -62.39% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.55% | 7.91% |
| Avg. Down Week | -2.84% | -4.63% |
| Avg. Up Month | 13.33% | 17.12% |
| Avg. Down Month | -5.65% | -10.38% |
| Win Days % | 50.4% | 51.07% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 53.85% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |