| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 97.29% | 216.41% |
| Max Drawdown | -18.91% | -32.34% |
| Sharpe | 0.37 | 0.36 |
| Sortino | 0.55 | 0.51 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 19.58 | 3.64 |
| Outlier Loss Ratio | 3.92 | 3.59 |
| Volatility (ann.) | 5.72% | 10.63% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.13 | 3.7 |
| Skew | 0.67 | -0.05 |
| Kurtosis | 37.77 | 8.78 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.85% | 6.61% |
| Expected Yearly % | 25.42% | 46.81% |
| Kelly Criterion | 4.32% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.9% |
| Expected Shortfall (cVaR) | -0.49% | -0.9% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.83 | 10.00 | 0.19 | - |
| 2024 | 121.00 | 78.29 | 0.65 | - |
| 2025 | -6.32 | 0.60 | -0.09 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 3.69% | 3.75% |
| 3M | -2.52% | -11.97% |
| 6M | 41.79% | 36.07% |
| YTD | 0.6% | -6.32% |
| 1Y | 49.75% | 24.94% |
| 3Y (ann.) | 59.11% | 119.75% |
| 5Y (ann.) | 59.11% | 119.75% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -18.91% | -32.34% |
| Longest DD Days | 94.0 | 236.0 |
| Avg. Drawdown | -1.86% | -2.26% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 5.14 | 6.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-08-23 | -18.91 | 94 |
| 2024-03-05 | 2024-05-15 | -13.76 | 70 |
| 2025-03-02 | 2025-03-27 | -10.54 | 24 |
| 2024-11-29 | 2025-03-02 | -10.34 | 93 |
| 2024-08-23 | 2024-10-14 | -9.36 | 51 |
| 2024-01-02 | 2024-02-07 | -6.82 | 36 |
| 2023-10-25 | 2023-11-09 | -6.68 | 14 |
| 2023-12-14 | 2023-12-20 | -5.22 | 6 |
| 2023-11-09 | 2023-11-24 | -4.01 | 15 |
| 2023-12-20 | 2024-01-01 | -3.97 | 12 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 12.56% | 23.06% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 31.88% | 43.77% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 78.29% | 121.0% |
| Worst Year | 0.6% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.87% | 8.41% |
| Avg. Down Week | -2.33% | -4.36% |
| Avg. Up Month | 9.26% | 15.8% |
| Avg. Down Month | -4.35% | -10.75% |
| Win Days % | 50.45% | 51.26% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 50.0% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 66.67% |