| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 33.42% | 29.18% |
| Max Drawdown | -11.56% | -26.85% |
| Sharpe | 1.39 | 0.87 |
| Sortino | 2.43 | 1.33 |
| Payoff Ratio | 1.1 | 1.44 |
| Profit Factor | 1.46 | 1.13 |
| Common Sense Ratio | 1.69 | 1.23 |
| CPC Index | 0.85 | 0.81 |
| Tail Ratio | 1.16 | 1.08 |
| Outlier Win Ratio | 15.67 | 3.14 |
| Outlier Loss Ratio | 3.76 | 2.92 |
| Volatility (ann.) | 28.09% | 49.69% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.65 | 1.37 |
| Skew | 1.81 | 0.37 |
| Kurtosis | 15.09 | 1.71 |
| Expected Daily % | 0.1% | 0.09% |
| Expected Monthly % | 2.93% | 2.59% |
| Expected Yearly % | 15.51% | 13.66% |
| Kelly Criterion | 10.08% | 14.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -4.16% |
| Expected Shortfall (cVaR) | -2.31% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 27.24 | 0.75 | - |
| 2025 | -5.40 | 4.86 | -0.90 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 3.8% | 3.73% |
| 3M | 10.03% | -7.53% |
| 6M | 37.15% | 38.8% |
| YTD | 4.86% | -5.4% |
| 1Y | 33.42% | 29.18% |
| 3Y (ann.) | 42.18% | 36.69% |
| 5Y (ann.) | 42.18% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -11.56% | -26.85% |
| Longest DD Days | 138.0 | 145.0 |
| Avg. Drawdown | -5.64% | -7.34% |
| Avg. Drawdown Days | 42.0 | 27.0 |
| Recovery Factor | 2.89 | 1.09 |
| Ulcer Index | 1.11 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-10-30 | -11.56 | 138 |
| 2025-01-07 | 2025-03-03 | -6.67 | 55 |
| 2025-03-07 | 2025-03-27 | -6.34 | 20 |
| 2024-12-01 | 2024-12-25 | -6.02 | 24 |
| 2024-11-13 | 2024-11-22 | -2.44 | 9 |
| 2024-11-08 | 2024-11-12 | -0.78 | 4 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 9.64% | 10.7% |
| Worst Day | -6.13% | -7.85% |
| Best Week | 7.7% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 23.19% | 34.46% |
| Worst Month | -6.51% | -19.77% |
| Best Year | 27.24% | 36.55% |
| Worst Year | 4.86% | -5.4% |
| Avg. Up Day | 1.96% | 2.48% |
| Avg. Down Day | -1.77% | -1.72% |
| Avg. Up Week | 3.43% | 6.0% |
| Avg. Down Week | -2.74% | -4.86% |
| Avg. Up Month | 7.12% | 14.19% |
| Avg. Down Month | -3.82% | -14.82% |
| Win Days % | 52.83% | 49.83% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 58.97% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |