| Metric | 12548299:btcusd:triple_gx:lsma183_85_63 | 12548299:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 52.84% | 27.92% |
| Max Drawdown | -13.45% | -28.38% |
| Sharpe | 1.05 | 0.42 |
| Sortino | 1.83 | 0.6 |
| Payoff Ratio | 1.35 | 1.3 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | 2.0 | 0.99 |
| CPC Index | 0.93 | 0.72 |
| Tail Ratio | 1.45 | 0.93 |
| Outlier Win Ratio | 21.99 | 3.77 |
| Outlier Loss Ratio | 3.77 | 3.07 |
| Volatility (ann.) | 13.18% | 26.18% |
| R^2 | 0.25 | 0.25 |
| Calmar | 5.06 | 1.24 |
| Skew | 2.46 | 0.13 |
| Kurtosis | 30.61 | 6.48 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.33% | 2.49% |
| Expected Yearly % | 23.63% | 13.1% |
| Kelly Criterion | 12.98% | 14.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.22% |
| Expected Shortfall (cVaR) | -1.1% | -2.22% |
| Year | 12548299:BTCUSD | 12548299:btcusd:triple_gx:lsma183_85_63 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 57.83 | 1.52 | + |
| 2025 | -7.32 | -3.17 | 0.43 | + |
| Metric | 12548299:btcusd:triple_gx:lsma183_85_63 | 12548299:BTCUSD |
|---|---|---|
| MTD | 3.87% | 2.63% |
| 3M | -3.17% | -12.25% |
| 6M | 37.1% | 34.61% |
| YTD | -3.17% | -7.32% |
| 1Y | 52.84% | 27.92% |
| 3Y (ann.) | 68.13% | 35.2% |
| 5Y (ann.) | 68.13% | 35.2% |
| Metric | 12548299:btcusd:triple_gx:lsma183_85_63 | 12548299:BTCUSD |
|---|---|---|
| Max Drawdown | -13.45% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.56% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 3.93 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -13.45 | 78 |
| 2024-08-27 | 2024-10-18 | -10.05 | 51 |
| 2024-07-22 | 2024-08-23 | -6.01 | 32 |
| 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 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| Metric | 12548299:btcusd:triple_gx:lsma183_85_63 | 12548299:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.69% | -12.33% |
| Best Month | 42.65% | 37.42% |
| Worst Month | -6.77% | -17.69% |
| Best Year | 57.83% | 38.02% |
| Worst Year | -3.17% | -7.32% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.93% | 7.12% |
| Avg. Down Week | -3.89% | -5.77% |
| Avg. Up Month | 15.33% | 12.63% |
| Avg. Down Month | -3.33% | -8.73% |
| Win Days % | 50.0% | 51.34% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 71.43% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |