| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 41.0% | 29.18% |
| Max Drawdown | -17.14% | -26.85% |
| Sharpe | 1.44 | 0.87 |
| Sortino | 2.58 | 1.33 |
| Payoff Ratio | 1.19 | 1.3 |
| Profit Factor | 1.41 | 1.13 |
| Common Sense Ratio | 1.83 | 1.23 |
| CPC Index | 0.86 | 0.74 |
| Tail Ratio | 1.3 | 1.08 |
| Outlier Win Ratio | 11.01 | 3.14 |
| Outlier Loss Ratio | 3.64 | 2.92 |
| Volatility (ann.) | 32.73% | 49.69% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.04 | 1.37 |
| Skew | 1.81 | 0.37 |
| Kurtosis | 11.6 | 1.71 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.5% | 2.59% |
| Expected Yearly % | 18.74% | 13.66% |
| Kelly Criterion | 10.08% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -4.16% |
| Expected Shortfall (cVaR) | -2.69% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 39.49 | 1.08 | + |
| 2025 | -5.40 | 1.08 | -0.20 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 5.19% | 3.73% |
| 3M | 2.9% | -7.53% |
| 6M | 38.86% | 38.8% |
| YTD | 1.08% | -5.4% |
| 1Y | 41.0% | 29.18% |
| 3Y (ann.) | 52.11% | 36.69% |
| 5Y (ann.) | 52.11% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -17.14% | -26.85% |
| Longest DD Days | 92.0 | 145.0 |
| Avg. Drawdown | -6.76% | -7.34% |
| Avg. Drawdown Days | 36.0 | 27.0 |
| Recovery Factor | 2.39 | 1.09 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-24 | -17.14 | 79 |
| 2025-03-04 | 2025-03-27 | -9.65 | 23 |
| 2024-12-01 | 2025-03-03 | -9.59 | 92 |
| 2024-08-25 | 2024-10-15 | -7.73 | 51 |
| 2024-10-26 | 2024-10-29 | -1.94 | 3 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-11-09 | 2024-11-12 | -0.21 | 3 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -6.13% | -7.85% |
| Best Week | 9.54% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 29.32% | 34.46% |
| Worst Month | -8.89% | -19.77% |
| Best Year | 39.49% | 36.55% |
| Worst Year | 1.08% | -5.4% |
| Avg. Up Day | 2.08% | 2.37% |
| Avg. Down Day | -1.75% | -1.82% |
| Avg. Up Week | 3.55% | 6.45% |
| Avg. Down Week | -2.86% | -5.72% |
| Avg. Up Month | 10.14% | 14.19% |
| Avg. Down Month | -6.2% | -11.5% |
| Win Days % | 51.09% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 57.5% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |