| Metric | 12548266:btcusd:triple_gx:lsma178_84_63 | 12548266:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 52.91% | 27.92% |
| Max Drawdown | -10.17% | -28.38% |
| Sharpe | 1.04 | 0.42 |
| Sortino | 1.77 | 0.6 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 2.07 | 0.99 |
| CPC Index | 0.91 | 0.7 |
| Tail Ratio | 1.51 | 0.93 |
| Outlier Win Ratio | 20.59 | 3.66 |
| Outlier Loss Ratio | 3.79 | 3.08 |
| Volatility (ann.) | 13.29% | 26.18% |
| R^2 | 0.26 | 0.26 |
| Calmar | 6.71 | 1.24 |
| Skew | 2.2 | 0.13 |
| Kurtosis | 29.54 | 6.48 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.34% | 2.49% |
| Expected Yearly % | 23.66% | 13.1% |
| Kelly Criterion | 12.15% | 13.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.22% |
| Expected Shortfall (cVaR) | -1.11% | -2.22% |
| Year | 12548266:BTCUSD | 12548266:btcusd:triple_gx:lsma178_84_63 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 51.65 | 1.36 | + |
| 2025 | -7.32 | 0.83 | -0.11 | + |
| Metric | 12548266:btcusd:triple_gx:lsma178_84_63 | 12548266:BTCUSD |
|---|---|---|
| MTD | 3.99% | 2.63% |
| 3M | 0.83% | -12.25% |
| 6M | 40.55% | 34.61% |
| YTD | 0.83% | -7.32% |
| 1Y | 52.91% | 27.92% |
| 3Y (ann.) | 68.23% | 35.2% |
| 5Y (ann.) | 68.23% | 35.2% |
| Metric | 12548266:btcusd:triple_gx:lsma178_84_63 | 12548266:BTCUSD |
|---|---|---|
| Max Drawdown | -10.17% | -28.38% |
| Longest DD Days | 88.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.56% |
| Avg. Drawdown Days | 12.0 | 12.0 |
| Recovery Factor | 5.2 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-01-20 | -10.17 | 59 |
| 2024-07-22 | 2024-10-18 | -9.64 | 88 |
| 2025-01-20 | 2025-03-24 | -8.87 | 62 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2025-03-24 | 2025-03-26 | -2.22 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 12548266:btcusd:triple_gx:lsma178_84_63 | 12548266:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 42.26% | 37.42% |
| Worst Month | -8.12% | -17.69% |
| Best Year | 51.65% | 38.02% |
| Worst Year | 0.83% | -7.32% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 4.99% | 6.99% |
| Avg. Down Week | -3.12% | -5.77% |
| Avg. Up Month | 15.63% | 12.63% |
| Avg. Down Month | -8.12% | -8.73% |
| Win Days % | 49.7% | 51.34% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 66.67% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |