| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 63.65% | 221.32% |
| Max Drawdown | -15.13% | -32.34% |
| Sharpe | 0.32 | 0.37 |
| Sortino | 0.5 | 0.52 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 26.77 | 3.44 |
| Outlier Loss Ratio | 3.94 | 3.39 |
| Volatility (ann.) | 4.72% | 10.65% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.66 | 3.81 |
| Skew | 1.64 | -0.05 |
| Kurtosis | 45.25 | 8.75 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.77% | 6.7% |
| Expected Yearly % | 17.84% | 47.56% |
| Kelly Criterion | 4.07% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -0.91% |
| Expected Shortfall (cVaR) | -0.4% | -0.91% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 12.88 | 0.24 | - |
| 2024 | 121.00 | 39.56 | 0.33 | - |
| 2025 | -5.86 | 3.88 | -0.66 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 8.52% | 4.25% |
| 3M | 3.28% | -7.58% |
| 6M | 7.68% | 38.22% |
| YTD | 3.88% | -5.86% |
| 1Y | 34.12% | 37.31% |
| 3Y (ann.) | 40.29% | 123.08% |
| 5Y (ann.) | 40.29% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -15.13% | -32.34% |
| Longest DD Days | 191.0 | 236.0 |
| Avg. Drawdown | -1.76% | -2.25% |
| Avg. Drawdown Days | 7.0 | 4.0 |
| Recovery Factor | 4.21 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2024-02-26 | -15.13 | 55 |
| 2024-09-03 | 2025-03-14 | -14.66 | 191 |
| 2024-06-17 | 2024-07-15 | -9.52 | 27 |
| 2024-08-08 | 2024-08-23 | -6.02 | 14 |
| 2023-11-09 | 2023-12-04 | -5.44 | 24 |
| 2024-03-13 | 2024-03-23 | -4.93 | 10 |
| 2023-12-04 | 2023-12-20 | -4.76 | 15 |
| 2024-03-26 | 2024-04-19 | -4.60 | 23 |
| 2025-03-14 | 2025-03-24 | -4.01 | 10 |
| 2024-05-04 | 2024-05-15 | -3.73 | 11 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -3.16% | -4.9% |
| Best Week | 9.68% | 23.06% |
| Worst Week | -4.39% | -12.33% |
| Best Month | 16.34% | 43.77% |
| Worst Month | -12.94% | -17.69% |
| Best Year | 39.56% | 121.0% |
| Worst Year | 3.88% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 3.16% | 7.5% |
| Avg. Down Week | -1.93% | -4.31% |
| Avg. Up Month | 7.83% | 17.68% |
| Avg. Down Month | -4.35% | -9.34% |
| Win Days % | 49.48% | 51.27% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 55.38% | 54.43% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 66.67% |