| Metric | 12548645:btcusd:triple_gx:lsma180_87_64 | 12548645:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 405.77% | 103.34% |
| Max Drawdown | -20.5% | -67.18% |
| Sharpe | 0.99 | 0.35 |
| Sortino | 1.6 | 0.5 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.78 | 1.03 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 19.74 | 4.11 |
| Outlier Loss Ratio | 4.44 | 3.6 |
| Volatility (ann.) | 14.23% | 26.6% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.34 | 0.38 |
| Skew | 1.25 | 0.16 |
| Kurtosis | 23.87 | 6.29 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.36% | 1.89% |
| Expected Yearly % | 49.96% | 19.41% |
| Kelly Criterion | 11.39% | 11.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.26% |
| Expected Shortfall (cVaR) | -1.19% | -2.26% |
| Year | 12548645:BTCUSD | 12548645:btcusd:triple_gx:lsma180_87_64 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 31.91 | -0.52 | + |
| 2023 | 155.54 | 60.96 | 0.39 | - |
| 2024 | 121.00 | 147.86 | 1.22 | + |
| 2025 | -7.32 | -3.90 | 0.53 | + |
| Metric | 12548645:btcusd:triple_gx:lsma180_87_64 | 12548645:BTCUSD |
|---|---|---|
| MTD | 1.7% | 2.63% |
| 3M | -3.9% | -12.25% |
| 6M | 40.32% | 34.61% |
| YTD | -3.9% | -7.32% |
| 1Y | 80.92% | 23.79% |
| 3Y (ann.) | 66.97% | 24.94% |
| 5Y (ann.) | 68.42% | 25.64% |
| Metric | 12548645:btcusd:triple_gx:lsma180_87_64 | 12548645:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.99% | -7.1% |
| Avg. Drawdown Days | 12.0 | 37.0 |
| Recovery Factor | 19.79 | 1.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -20.50 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-06-21 | -15.17 | 90 |
| 2025-01-07 | 2025-01-20 | -12.66 | 13 |
| 2023-06-23 | 2023-10-24 | -12.66 | 122 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2025-01-20 | 2025-03-26 | -9.95 | 65 |
| 2024-08-27 | 2024-09-26 | -9.53 | 30 |
| 2023-12-09 | 2024-01-11 | -8.19 | 33 |
| 2023-01-21 | 2023-03-17 | -7.15 | 54 |
| Metric | 12548645:btcusd:triple_gx:lsma180_87_64 | 12548645:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 45.34% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 147.86% | 155.54% |
| Worst Year | -3.9% | -61.15% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.65% | 7.76% |
| Avg. Down Week | -2.89% | -5.35% |
| Avg. Up Month | 12.31% | 15.52% |
| Avg. Down Month | -5.16% | -10.71% |
| Win Days % | 50.63% | 51.08% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 58.89% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |