| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 39.1% | 221.32% |
| Max Drawdown | -16.51% | -32.34% |
| Sharpe | 0.25 | 0.37 |
| Sortino | 0.39 | 0.52 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.04 | 1.02 |
| Outlier Win Ratio | 35.18 | 3.33 |
| Outlier Loss Ratio | 3.79 | 3.24 |
| Volatility (ann.) | 4.1% | 10.65% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.54 | 3.81 |
| Skew | 1.9 | -0.05 |
| Kurtosis | 57.13 | 8.75 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.85% | 6.7% |
| Expected Yearly % | 11.63% | 47.56% |
| Kelly Criterion | 3.35% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -0.91% |
| Expected Shortfall (cVaR) | -0.35% | -0.91% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 6.42 | 0.12 | - |
| 2024 | 121.00 | 29.57 | 0.24 | - |
| 2025 | -5.86 | 0.88 | -0.15 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 8.61% | 4.25% |
| 3M | 2.49% | -7.58% |
| 6M | 0.12% | 38.22% |
| YTD | 0.88% | -5.86% |
| 1Y | 18.85% | 37.31% |
| 3Y (ann.) | 25.46% | 123.08% |
| 5Y (ann.) | 25.46% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -16.51% | -32.34% |
| Longest DD Days | 201.0 | 236.0 |
| Avg. Drawdown | -1.8% | -2.25% |
| Avg. Drawdown Days | 9.0 | 4.0 |
| Recovery Factor | 2.37 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-24 | -16.51 | 201 |
| 2024-06-17 | 2024-07-15 | -8.09 | 27 |
| 2024-01-02 | 2024-02-09 | -7.85 | 37 |
| 2023-11-09 | 2023-12-04 | -6.84 | 24 |
| 2023-12-04 | 2023-12-20 | -5.04 | 15 |
| 2024-03-10 | 2024-03-23 | -4.51 | 12 |
| 2024-04-18 | 2024-05-04 | -4.48 | 15 |
| 2024-05-04 | 2024-05-15 | -4.41 | 11 |
| 2024-03-23 | 2024-04-18 | -3.70 | 25 |
| 2024-08-18 | 2024-08-20 | -3.15 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -2.72% | -4.9% |
| Best Week | 12.59% | 23.06% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 12.87% | 43.77% |
| Worst Month | -11.09% | -17.69% |
| Best Year | 29.57% | 121.0% |
| Worst Year | 0.88% | -5.86% |
| Avg. Up Day | 0.35% | 0.37% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 2.14% | 7.59% |
| Avg. Down Week | -1.82% | -4.78% |
| Avg. Up Month | 5.45% | 16.68% |
| Avg. Down Month | -2.51% | -9.34% |
| Win Days % | 49.07% | 51.27% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 58.73% | 54.43% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 66.67% |