| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 42.62% | 29.4% |
| Max Drawdown | -18.15% | -30.51% |
| Sharpe | 0.31 | 0.17 |
| Sortino | 0.45 | 0.25 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.08 | 1.03 |
| Common Sense Ratio | 1.22 | 1.01 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 14.98 | 3.69 |
| Outlier Loss Ratio | 4.16 | 3.72 |
| Volatility (ann.) | 6.51% | 10.87% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.99 | 1.21 |
| Skew | 0.09 | -0.05 |
| Kurtosis | 33.73 | 8.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.61% | 2.61% |
| Expected Yearly % | 19.42% | 13.75% |
| Kelly Criterion | 3.19% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -0.93% |
| Expected Shortfall (cVaR) | -0.56% | -0.93% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 52.11 | 1.37 | + |
| 2025 | -6.32 | -6.24 | 0.99 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -4.28% | 3.75% |
| 3M | -9.39% | -11.97% |
| 6M | 32.38% | 36.07% |
| YTD | -6.24% | -6.32% |
| 1Y | 42.62% | 29.4% |
| 3Y (ann.) | 54.24% | 36.97% |
| 5Y (ann.) | 54.24% | 36.97% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -18.15% | -30.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.16% | -2.47% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 2.35 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -18.15 | 64 |
| 2025-03-02 | 2025-03-27 | -16.88 | 24 |
| 2024-11-29 | 2025-01-30 | -10.20 | 61 |
| 2024-08-25 | 2024-09-19 | -9.10 | 24 |
| 2025-01-30 | 2025-03-02 | -8.78 | 31 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-08-08 | 2024-08-23 | -4.47 | 14 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-07 | 2024-10-14 | -3.62 | 6 |
| 2024-10-15 | 2024-10-16 | -3.38 | 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 | 10.77% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 30.56% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 52.11% | 38.13% |
| Worst Year | -6.24% | -6.32% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.43% | 8.2% |
| Avg. Down Week | -2.73% | -4.71% |
| Avg. Up Month | 9.94% | 13.69% |
| Avg. Down Month | -5.28% | -9.4% |
| Win Days % | 50.34% | 50.93% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 48.84% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |