| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 27.91% | 216.41% |
| Max Drawdown | -21.63% | -32.34% |
| Sharpe | 0.17 | 0.36 |
| Sortino | 0.25 | 0.51 |
| Payoff Ratio | 1.06 | 1.08 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 28.63 | 3.42 |
| Outlier Loss Ratio | 3.69 | 3.42 |
| Volatility (ann.) | 4.8% | 10.63% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.85 | 3.7 |
| Skew | 0.86 | -0.05 |
| Kurtosis | 56.54 | 8.78 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.38% | 6.61% |
| Expected Yearly % | 8.55% | 46.81% |
| Kelly Criterion | 1.82% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.9% |
| Expected Shortfall (cVaR) | -0.41% | -0.9% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.83 | -0.74 | -0.01 | - |
| 2024 | 121.00 | 19.20 | 0.16 | - |
| 2025 | -6.32 | 8.10 | -1.28 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 4.79% | 3.75% |
| 3M | 8.1% | -11.97% |
| 6M | 36.53% | 36.07% |
| YTD | 8.1% | -6.32% |
| 1Y | 28.69% | 24.94% |
| 3Y (ann.) | 18.32% | 119.75% |
| 5Y (ann.) | 18.32% | 119.75% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -21.63% | -32.34% |
| Longest DD Days | 251.0 | 236.0 |
| Avg. Drawdown | -2.65% | -2.26% |
| Avg. Drawdown Days | 15.0 | 4.0 |
| Recovery Factor | 1.29 | 6.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-11-11 | -21.63 | 251 |
| 2023-11-24 | 2024-02-15 | -8.72 | 82 |
| 2024-11-29 | 2025-01-01 | -8.10 | 32 |
| 2023-10-24 | 2023-11-24 | -7.23 | 31 |
| 2025-03-12 | 2025-03-27 | -7.19 | 14 |
| 2025-01-02 | 2025-02-20 | -6.89 | 49 |
| 2025-03-06 | 2025-03-12 | -6.38 | 6 |
| 2024-11-12 | 2024-11-21 | -3.65 | 8 |
| 2024-02-15 | 2024-02-26 | -3.28 | 11 |
| 2025-02-21 | 2025-03-02 | -2.03 | 8 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 9.54% | 23.06% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 21.44% | 43.77% |
| Worst Month | -6.88% | -17.69% |
| Best Year | 19.2% | 121.0% |
| Worst Year | -0.74% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.35% |
| Avg. Up Week | 3.17% | 8.31% |
| Avg. Down Week | -2.5% | -4.46% |
| Avg. Up Month | 5.74% | 17.87% |
| Avg. Down Month | -5.87% | -11.05% |
| Win Days % | 49.51% | 51.26% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 54.93% | 54.43% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |