| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 33.42% | 29.4% |
| Max Drawdown | -12.13% | -30.51% |
| Sharpe | 0.32 | 0.17 |
| Sortino | 0.49 | 0.25 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 1.29 | 1.01 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 26.45 | 3.41 |
| Outlier Loss Ratio | 3.91 | 3.42 |
| Volatility (ann.) | 4.92% | 10.87% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.48 | 1.21 |
| Skew | 1.32 | -0.05 |
| Kurtosis | 62.6 | 8.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.93% | 2.61% |
| Expected Yearly % | 15.51% | 13.75% |
| Kelly Criterion | 4.13% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -0.93% |
| Expected Shortfall (cVaR) | -0.42% | -0.93% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 27.24 | 0.71 | - |
| 2025 | -6.32 | 4.86 | -0.77 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 3.8% | 3.75% |
| 3M | 4.86% | -11.97% |
| 6M | 37.15% | 36.07% |
| YTD | 4.86% | -6.32% |
| 1Y | 33.42% | 29.4% |
| 3Y (ann.) | 42.18% | 36.97% |
| 5Y (ann.) | 42.18% | 36.97% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -12.13% | -30.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -1.88% | -2.47% |
| Avg. Drawdown Days | 10.0 | 5.0 |
| Recovery Factor | 2.76 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2024-11-05 | -12.13 | 155 |
| 2024-11-29 | 2024-12-24 | -7.78 | 25 |
| 2025-03-02 | 2025-03-27 | -7.54 | 24 |
| 2025-01-02 | 2025-03-02 | -7.28 | 58 |
| 2024-11-12 | 2024-11-21 | -3.65 | 8 |
| 2024-11-06 | 2024-11-11 | -2.38 | 4 |
| 2024-11-06 | 2024-11-06 | -1.83 | 0 |
| 2024-12-24 | 2025-01-01 | -1.56 | 7 |
| 2024-11-12 | 2024-11-12 | -1.43 | 0 |
| 2024-11-21 | 2024-11-21 | -1.34 | 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 | 8.84% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 22.57% | 37.42% |
| Worst Month | -5.74% | -17.69% |
| Best Year | 27.24% | 38.13% |
| Worst Year | 4.86% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.83% | 7.03% |
| Avg. Down Week | -2.48% | -4.92% |
| Avg. Up Month | 6.68% | 12.97% |
| Avg. Down Month | -3.05% | -12.48% |
| Win Days % | 50.09% | 50.93% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 53.85% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |