| Metric | 12548957:btcusd:triple_gx:lsma181_86_65 | 12548957:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 380.45% | 98.43% |
| Max Drawdown | -20.03% | -67.18% |
| Sharpe | 0.97 | 0.34 |
| Sortino | 1.57 | 0.49 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.76 | 1.03 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 20.1 | 4.11 |
| Outlier Loss Ratio | 4.44 | 3.58 |
| Volatility (ann.) | 14.03% | 26.59% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.28 | 0.37 |
| Skew | 1.24 | 0.16 |
| Kurtosis | 24.36 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.22% | 1.82% |
| Expected Yearly % | 48.05% | 18.69% |
| Kelly Criterion | 11.42% | 10.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.26% |
| Expected Shortfall (cVaR) | -1.17% | -2.26% |
| Year | 12548957:BTCUSD | 12548957:btcusd:triple_gx:lsma181_86_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.09 | 23.20 | -0.37 | + |
| 2023 | 155.54 | 70.23 | 0.45 | - |
| 2024 | 121.00 | 138.53 | 1.14 | + |
| 2025 | -7.32 | -3.96 | 0.54 | + |
| Metric | 12548957:btcusd:triple_gx:lsma181_86_65 | 12548957:BTCUSD |
|---|---|---|
| MTD | 7.37% | 2.63% |
| 3M | -3.96% | -12.25% |
| 6M | 38.34% | 34.61% |
| YTD | -3.96% | -7.32% |
| 1Y | 74.0% | 23.79% |
| 3Y (ann.) | 65.17% | 24.94% |
| 5Y (ann.) | 65.66% | 24.65% |
| Metric | 12548957:btcusd:triple_gx:lsma181_86_65 | 12548957:BTCUSD |
|---|---|---|
| Max Drawdown | -20.03% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.1% |
| Avg. Drawdown Days | 13.0 | 37.0 |
| Recovery Factor | 18.99 | 1.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -20.03 | 57 |
| 2022-09-13 | 2023-01-12 | -18.41 | 121 |
| 2023-03-22 | 2023-06-21 | -14.62 | 90 |
| 2025-01-07 | 2025-03-26 | -12.67 | 78 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-06-23 | 2023-10-23 | -10.51 | 122 |
| 2024-08-27 | 2024-09-24 | -9.14 | 28 |
| 2023-12-09 | 2024-01-11 | -8.19 | 33 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 12548957:btcusd:triple_gx:lsma181_86_65 | 12548957:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 45.37% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 138.53% | 155.54% |
| Worst Year | -3.96% | -62.09% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.7% | 7.98% |
| Avg. Down Week | -2.76% | -5.41% |
| Avg. Up Month | 13.07% | 16.34% |
| Avg. Down Month | -4.75% | -11.12% |
| Win Days % | 50.8% | 51.07% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 57.3% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |