| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 128.21% | 216.41% |
| Max Drawdown | -19.09% | -32.34% |
| Sharpe | 0.4 | 0.36 |
| Sortino | 0.58 | 0.51 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 15.44 | 3.85 |
| Outlier Loss Ratio | 4.01 | 3.71 |
| Volatility (ann.) | 6.46% | 10.63% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.97 | 3.7 |
| Skew | 0.26 | -0.05 |
| Kurtosis | 28.01 | 8.78 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.69% | 6.61% |
| Expected Yearly % | 31.66% | 46.81% |
| Kelly Criterion | 4.18% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -0.9% |
| Expected Shortfall (cVaR) | -0.55% | -0.9% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.83 | 15.13 | 0.29 | - |
| 2024 | 121.00 | 111.41 | 0.92 | - |
| 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 | 55.13% | 24.94% |
| 3Y (ann.) | 75.76% | 119.75% |
| 5Y (ann.) | 75.76% | 119.75% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -19.09% | -32.34% |
| Longest DD Days | 98.0 | 236.0 |
| Avg. Drawdown | -2.13% | -2.26% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 6.72 | 6.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-17 | 2024-08-23 | -19.09 | 98 |
| 2025-03-02 | 2025-03-27 | -16.88 | 24 |
| 2024-03-05 | 2024-05-15 | -15.05 | 70 |
| 2024-01-02 | 2024-02-09 | -11.50 | 37 |
| 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 |
| 2023-10-25 | 2023-12-04 | -7.84 | 39 |
| 2023-12-05 | 2024-01-01 | -6.28 | 27 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.33% | 23.06% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 30.57% | 43.77% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 111.41% | 121.0% |
| Worst Year | -6.24% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.38% | 8.54% |
| Avg. Down Week | -2.34% | -4.36% |
| Avg. Up Month | 11.57% | 16.16% |
| Avg. Down Month | -4.57% | -10.75% |
| Win Days % | 50.5% | 51.26% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 51.32% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |