| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 30.45% | 29.4% |
| Max Drawdown | -13.99% | -30.51% |
| Sharpe | 0.31 | 0.17 |
| Sortino | 0.47 | 0.25 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.11 | 1.03 |
| Common Sense Ratio | 1.29 | 1.01 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 27.82 | 3.38 |
| Outlier Loss Ratio | 3.87 | 3.36 |
| Volatility (ann.) | 4.8% | 10.87% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.74 | 1.21 |
| Skew | 1.38 | -0.05 |
| Kurtosis | 67.16 | 8.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.69% | 2.61% |
| Expected Yearly % | 14.21% | 13.75% |
| Kelly Criterion | 4.16% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.93% |
| Expected Shortfall (cVaR) | -0.41% | -0.93% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 20.67 | 0.54 | - |
| 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 | 30.45% | 29.4% |
| 3Y (ann.) | 38.33% | 36.97% |
| 5Y (ann.) | 38.33% | 36.97% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -13.99% | -30.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.19% | -2.47% |
| Avg. Drawdown Days | 10.0 | 5.0 |
| Recovery Factor | 2.18 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2024-11-06 | -13.99 | 155 |
| 2024-11-29 | 2025-01-01 | -8.10 | 32 |
| 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 |
| 2024-11-06 | 2024-11-11 | -2.58 | 4 |
| 2025-02-21 | 2025-03-02 | -2.03 | 8 |
| 2024-11-06 | 2024-11-06 | -1.83 | 0 |
| 2025-03-02 | 2025-03-02 | -1.44 | 0 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 21.44% | 37.42% |
| Worst Month | -6.61% | -17.69% |
| Best Year | 20.67% | 38.13% |
| Worst Year | 8.1% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.73% | 7.51% |
| Avg. Down Week | -3.07% | -5.23% |
| Avg. Up Month | 7.77% | 15.44% |
| Avg. Down Month | -6.61% | -7.28% |
| Win Days % | 49.97% | 50.93% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 58.97% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |