| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 47.96% | 29.18% |
| Max Drawdown | -16.73% | -26.85% |
| Sharpe | 1.55 | 0.87 |
| Sortino | 2.66 | 1.33 |
| Payoff Ratio | 1.18 | 1.26 |
| Profit Factor | 1.42 | 1.13 |
| Common Sense Ratio | 1.97 | 1.23 |
| CPC Index | 0.89 | 0.71 |
| Tail Ratio | 1.39 | 1.08 |
| Outlier Win Ratio | 9.77 | 3.14 |
| Outlier Loss Ratio | 3.92 | 3.18 |
| Volatility (ann.) | 34.49% | 49.69% |
| R^2 | 0.41 | 0.41 |
| Calmar | 3.67 | 1.37 |
| Skew | 1.31 | 0.37 |
| Kurtosis | 10.27 | 1.71 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 4.0% | 2.59% |
| Expected Yearly % | 21.64% | 13.66% |
| Kelly Criterion | 12.57% | 9.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.82% | -4.16% |
| Expected Shortfall (cVaR) | -2.82% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 55.71 | 1.52 | + |
| 2025 | -5.40 | -4.98 | 0.92 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -4.45% | 3.73% |
| 3M | -3.04% | -7.53% |
| 6M | 31.04% | 38.8% |
| YTD | -4.98% | -5.4% |
| 1Y | 47.96% | 29.18% |
| 3Y (ann.) | 61.33% | 36.69% |
| 5Y (ann.) | 61.33% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -16.73% | -26.85% |
| Longest DD Days | 56.0 | 145.0 |
| Avg. Drawdown | -4.91% | -7.34% |
| Avg. Drawdown Days | 17.0 | 27.0 |
| Recovery Factor | 2.87 | 1.09 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-08-09 | -16.73 | 56 |
| 2025-03-04 | 2025-03-27 | -16.51 | 23 |
| 2025-01-07 | 2025-01-30 | -8.46 | 23 |
| 2024-09-01 | 2024-09-21 | -7.53 | 20 |
| 2025-02-01 | 2025-03-03 | -6.97 | 30 |
| 2024-12-01 | 2025-01-04 | -6.31 | 34 |
| 2024-08-10 | 2024-08-24 | -3.14 | 14 |
| 2024-10-16 | 2024-10-29 | -2.56 | 13 |
| 2024-10-08 | 2024-10-15 | -2.04 | 7 |
| 2024-09-29 | 2024-10-07 | -1.23 | 8 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 11.96% | 15.55% |
| Worst Week | -8.37% | -14.34% |
| Best Month | 31.14% | 34.46% |
| Worst Month | -8.11% | -19.77% |
| Best Year | 55.71% | 36.55% |
| Worst Year | -4.98% | -5.4% |
| Avg. Up Day | 2.01% | 2.2% |
| Avg. Down Day | -1.7% | -1.75% |
| Avg. Up Week | 4.33% | 6.6% |
| Avg. Down Week | -3.0% | -6.22% |
| Avg. Up Month | 14.59% | 16.81% |
| Avg. Down Month | -6.37% | -11.5% |
| Win Days % | 52.63% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 59.52% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |