| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 61.76% | 216.41% |
| Max Drawdown | -23.5% | -32.34% |
| Sharpe | 0.29 | 0.36 |
| Sortino | 0.43 | 0.51 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 23.39 | 3.52 |
| Outlier Loss Ratio | 3.8 | 3.51 |
| Volatility (ann.) | 5.23% | 10.63% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.66 | 3.7 |
| Skew | 0.99 | -0.05 |
| Kurtosis | 43.83 | 8.78 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.71% | 6.61% |
| Expected Yearly % | 17.39% | 46.81% |
| Kelly Criterion | 3.41% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -0.9% |
| Expected Shortfall (cVaR) | -0.45% | -0.9% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.83 | 5.29 | 0.10 | - |
| 2024 | 121.00 | 49.43 | 0.41 | - |
| 2025 | -6.32 | 2.81 | -0.45 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 5.13% | 3.75% |
| 3M | 2.18% | -11.97% |
| 6M | 44.26% | 36.07% |
| YTD | 2.81% | -6.32% |
| 1Y | 39.91% | 24.94% |
| 3Y (ann.) | 38.92% | 119.75% |
| 5Y (ann.) | 38.92% | 119.75% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -23.5% | -32.34% |
| Longest DD Days | 245.0 | 236.0 |
| Avg. Drawdown | -1.92% | -2.26% |
| Avg. Drawdown Days | 8.0 | 4.0 |
| Recovery Factor | 2.63 | 6.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-11-06 | -23.50 | 245 |
| 2025-01-02 | 2025-03-02 | -9.84 | 58 |
| 2025-03-02 | 2025-03-27 | -7.95 | 24 |
| 2024-11-29 | 2024-12-24 | -7.95 | 25 |
| 2024-01-08 | 2024-02-07 | -7.69 | 30 |
| 2023-10-25 | 2023-11-09 | -6.06 | 14 |
| 2023-12-14 | 2024-01-01 | -5.57 | 18 |
| 2023-11-09 | 2023-11-24 | -4.01 | 15 |
| 2024-11-12 | 2024-11-21 | -3.65 | 8 |
| 2024-02-08 | 2024-02-26 | -3.38 | 17 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 9.75% | 23.06% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 27.63% | 43.77% |
| Worst Month | -7.45% | -17.69% |
| Best Year | 49.43% | 121.0% |
| Worst Year | 2.81% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 3.71% | 7.83% |
| Avg. Down Week | -2.2% | -4.54% |
| Avg. Up Month | 8.7% | 17.04% |
| Avg. Down Month | -4.63% | -13.26% |
| Win Days % | 50.47% | 51.26% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 52.05% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 66.67% |