| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 392.91% | 143.46% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.94 | 0.39 |
| Sortino | 1.53 | 0.57 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.67 | 1.06 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 19.61 | 4.1 |
| Outlier Loss Ratio | 4.47 | 3.59 |
| Volatility (ann.) | 14.05% | 26.43% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.51 | 0.47 |
| Skew | 1.26 | 0.19 |
| Kurtosis | 24.0 | 6.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.07% | 2.25% |
| Expected Yearly % | 49.0% | 24.91% |
| Kelly Criterion | 11.02% | 11.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.25% |
| Expected Shortfall (cVaR) | -1.17% | -2.25% |
| Year | 12548314:BTCUSD | 12548314:btcusd:triple_gx:lsma179_86_63 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.19 | 30.52 | -0.50 | + |
| 2023 | 155.54 | 59.44 | 0.38 | - |
| 2024 | 121.00 | 126.31 | 1.04 | + |
| 2025 | 11.09 | 4.66 | 0.42 | - |
| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| MTD | -0.51% | 10.11% |
| 3M | 9.54% | 7.33% |
| 6M | 13.65% | 14.6% |
| YTD | 4.66% | 11.09% |
| 1Y | 71.51% | 56.56% |
| 3Y (ann.) | 62.99% | 49.04% |
| 5Y (ann.) | 63.38% | 31.5% |
| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -2.71% | -6.94% |
| Avg. Drawdown Days | 12.0 | 37.0 |
| Recovery Factor | 21.74 | 2.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -17.56 | 48 |
| 2023-03-22 | 2023-10-24 | -17.39 | 215 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 2025-01-07 | 2025-01-20 | -11.00 | 13 |
| 2024-08-27 | 2024-09-24 | -9.37 | 28 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| 2025-01-20 | 2025-03-24 | -9.03 | 63 |
| 2025-03-24 | 2025-04-22 | -8.30 | 28 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| Metric | 12548314:btcusd:triple_gx:lsma179_86_63 | 12548314: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 | -12.6% | -37.12% |
| Best Year | 126.31% | 155.54% |
| Worst Year | 4.66% | -61.19% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 5.42% | 7.53% |
| Avg. Down Week | -3.03% | -5.35% |
| Avg. Up Month | 13.28% | 16.87% |
| Avg. Down Month | -5.68% | -10.43% |
| Win Days % | 50.71% | 51.2% |
| Win Month % | 62.86% | 60.0% |
| Win Week % | 58.76% | 49.71% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |