| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 42.62% | 29.18% |
| Max Drawdown | -17.23% | -26.85% |
| Sharpe | 1.42 | 0.87 |
| Sortino | 2.43 | 1.33 |
| Payoff Ratio | 1.21 | 1.34 |
| Profit Factor | 1.37 | 1.13 |
| Common Sense Ratio | 1.9 | 1.23 |
| CPC Index | 0.85 | 0.75 |
| Tail Ratio | 1.39 | 1.08 |
| Outlier Win Ratio | 9.42 | 3.14 |
| Outlier Loss Ratio | 4.05 | 3.18 |
| Volatility (ann.) | 34.52% | 49.69% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.15 | 1.37 |
| Skew | 1.33 | 0.37 |
| Kurtosis | 10.22 | 1.71 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.61% | 2.59% |
| Expected Yearly % | 19.42% | 13.66% |
| Kelly Criterion | 11.52% | 12.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.84% | -4.16% |
| Expected Shortfall (cVaR) | -2.84% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 52.11 | 1.43 | + |
| 2025 | -5.40 | -6.24 | 1.16 | - |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -4.28% | 3.73% |
| 3M | -4.34% | -7.53% |
| 6M | 32.38% | 38.8% |
| YTD | -6.24% | -5.4% |
| 1Y | 42.62% | 29.18% |
| 3Y (ann.) | 54.24% | 36.69% |
| 5Y (ann.) | 54.24% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -17.23% | -26.85% |
| Longest DD Days | 78.0 | 145.0 |
| Avg. Drawdown | -5.09% | -7.34% |
| Avg. Drawdown Days | 19.0 | 27.0 |
| Recovery Factor | 2.47 | 1.09 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-08-24 | -17.23 | 78 |
| 2025-03-04 | 2025-03-27 | -15.94 | 23 |
| 2025-01-07 | 2025-01-31 | -8.46 | 24 |
| 2024-08-26 | 2024-09-21 | -7.80 | 26 |
| 2025-02-01 | 2025-03-03 | -6.68 | 30 |
| 2024-12-01 | 2025-01-04 | -6.31 | 34 |
| 2024-10-18 | 2024-10-29 | -2.73 | 11 |
| 2024-10-08 | 2024-10-15 | -2.72 | 7 |
| 2024-09-29 | 2024-10-07 | -1.23 | 8 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 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 | -7.75% | -14.34% |
| Best Month | 31.89% | 34.46% |
| Worst Month | -8.72% | -19.77% |
| Best Year | 52.11% | 36.55% |
| Worst Year | -6.24% | -5.4% |
| Avg. Up Day | 1.92% | 2.15% |
| Avg. Down Day | -1.59% | -1.61% |
| Avg. Up Week | 4.19% | 6.6% |
| Avg. Down Week | -2.52% | -5.33% |
| Avg. Up Month | 13.45% | 16.81% |
| Avg. Down Month | -6.47% | -11.5% |
| Win Days % | 51.55% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 54.76% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |