| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 58.43% | 27.92% |
| Max Drawdown | -10.15% | -28.38% |
| Sharpe | 1.11 | 0.42 |
| Sortino | 1.9 | 0.6 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 2.14 | 0.99 |
| CPC Index | 0.94 | 0.7 |
| Tail Ratio | 1.53 | 0.93 |
| Outlier Win Ratio | 20.5 | 3.77 |
| Outlier Loss Ratio | 3.75 | 3.08 |
| Volatility (ann.) | 13.5% | 26.18% |
| R^2 | 0.27 | 0.27 |
| Calmar | 7.46 | 1.24 |
| Skew | 2.19 | 0.13 |
| Kurtosis | 28.18 | 6.48 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.71% | 2.49% |
| Expected Yearly % | 25.87% | 13.1% |
| Kelly Criterion | 12.95% | 13.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.22% |
| Expected Shortfall (cVaR) | -1.12% | -2.22% |
| Year | 12548304:BTCUSD | 12548304:btcusd:triple_gx:lsma178_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 58.11 | 1.53 | + |
| 2025 | -7.32 | 0.21 | -0.03 | + |
| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| MTD | 3.89% | 2.63% |
| 3M | 0.21% | -12.25% |
| 6M | 41.92% | 34.61% |
| YTD | 0.21% | -7.32% |
| 1Y | 58.43% | 27.92% |
| 3Y (ann.) | 75.7% | 35.2% |
| 5Y (ann.) | 75.7% | 35.2% |
| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| Max Drawdown | -10.15% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.56% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 5.76 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-20 | -10.15 | 13 |
| 2024-08-27 | 2024-09-24 | -9.37 | 28 |
| 2025-01-20 | 2025-03-24 | -9.03 | 63 |
| 2024-07-22 | 2024-08-21 | -6.01 | 30 |
| 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 |
| 2024-08-21 | 2024-08-23 | -1.96 | 2 |
| Metric | 12548304:btcusd:triple_gx:lsma178_86_63 | 12548304:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 42.7% | 37.42% |
| Worst Month | -3.82% | -17.69% |
| Best Year | 58.11% | 38.02% |
| Worst Year | 0.21% | -7.32% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.87% | 7.12% |
| Avg. Down Week | -3.94% | -5.01% |
| Avg. Up Month | 15.52% | 12.63% |
| Avg. Down Month | -3.82% | -8.73% |
| Win Days % | 50.15% | 51.34% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 76.19% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |