| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 48.9% | 221.32% |
| Max Drawdown | -19.08% | -32.34% |
| Sharpe | 0.28 | 0.37 |
| Sortino | 0.43 | 0.52 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 30.94 | 3.39 |
| Outlier Loss Ratio | 3.85 | 3.31 |
| Volatility (ann.) | 4.43% | 10.65% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.65 | 3.81 |
| Skew | 2.08 | -0.05 |
| Kurtosis | 53.59 | 8.75 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.24% | 6.7% |
| Expected Yearly % | 14.19% | 47.56% |
| Kelly Criterion | 3.57% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -0.91% |
| Expected Shortfall (cVaR) | -0.38% | -0.91% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 9.22 | 0.17 | - |
| 2024 | 121.00 | 40.67 | 0.34 | - |
| 2025 | -5.86 | -3.08 | 0.53 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 6.1% | 4.25% |
| 3M | -1.16% | -7.58% |
| 6M | -2.46% | 38.22% |
| YTD | -3.08% | -5.86% |
| 1Y | 21.04% | 37.31% |
| 3Y (ann.) | 31.48% | 123.08% |
| 5Y (ann.) | 31.48% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -32.34% |
| Longest DD Days | 201.0 | 236.0 |
| Avg. Drawdown | -1.68% | -2.25% |
| Avg. Drawdown Days | 8.0 | 4.0 |
| Recovery Factor | 2.56 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-24 | -19.08 | 201 |
| 2024-01-02 | 2024-02-26 | -9.38 | 55 |
| 2024-06-17 | 2024-07-15 | -8.37 | 27 |
| 2023-11-09 | 2023-12-04 | -5.69 | 24 |
| 2023-12-04 | 2023-12-20 | -4.89 | 15 |
| 2024-08-08 | 2024-08-20 | -4.85 | 11 |
| 2024-04-18 | 2024-04-19 | -4.48 | 0 |
| 2024-05-04 | 2024-05-15 | -3.85 | 11 |
| 2024-07-16 | 2024-08-08 | -3.74 | 22 |
| 2024-03-10 | 2024-03-23 | -3.56 | 12 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -2.72% | -4.9% |
| Best Week | 10.81% | 23.06% |
| Worst Week | -4.74% | -12.33% |
| Best Month | 17.12% | 43.77% |
| Worst Month | -13.52% | -17.69% |
| Best Year | 40.67% | 121.0% |
| Worst Year | -3.08% | -5.86% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.32% | -0.33% |
| Avg. Up Week | 2.86% | 7.97% |
| Avg. Down Week | -2.06% | -4.48% |
| Avg. Up Month | 5.86% | 18.44% |
| Avg. Down Month | -3.78% | -9.34% |
| Win Days % | 49.25% | 51.27% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 52.38% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |