| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 66.9% | 221.32% |
| Max Drawdown | -14.67% | -32.34% |
| Sharpe | 0.32 | 0.37 |
| Sortino | 0.47 | 0.52 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 24.55 | 3.49 |
| Outlier Loss Ratio | 3.91 | 3.44 |
| Volatility (ann.) | 5.03% | 10.65% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.88 | 3.81 |
| Skew | 0.77 | -0.05 |
| Kurtosis | 47.75 | 8.75 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.89% | 6.7% |
| Expected Yearly % | 18.62% | 47.56% |
| Kelly Criterion | 3.98% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -0.91% |
| Expected Shortfall (cVaR) | -0.43% | -0.91% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 17.37 | 0.32 | - |
| 2024 | 121.00 | 43.60 | 0.36 | - |
| 2025 | -5.86 | -0.97 | 0.17 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 0.73% | 4.25% |
| 3M | -1.79% | -7.58% |
| 6M | 8.19% | 38.22% |
| YTD | -0.97% | -5.86% |
| 1Y | 27.35% | 37.31% |
| 3Y (ann.) | 42.21% | 123.08% |
| 5Y (ann.) | 42.21% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.67% | -32.34% |
| Longest DD Days | 95.0 | 236.0 |
| Avg. Drawdown | -1.92% | -2.25% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 4.56 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2024-02-26 | -14.67 | 55 |
| 2024-08-08 | 2024-11-11 | -12.80 | 95 |
| 2025-01-17 | 2025-03-24 | -11.45 | 66 |
| 2024-06-17 | 2024-07-15 | -10.12 | 28 |
| 2024-11-22 | 2025-01-14 | -7.68 | 52 |
| 2023-11-09 | 2023-12-04 | -6.00 | 24 |
| 2023-12-15 | 2023-12-20 | -5.33 | 5 |
| 2024-07-29 | 2024-08-08 | -4.51 | 9 |
| 2024-04-18 | 2024-04-19 | -4.48 | 0 |
| 2024-04-07 | 2024-04-18 | -4.32 | 10 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 11.89% | 23.06% |
| Worst Week | -4.39% | -12.33% |
| Best Month | 18.28% | 43.77% |
| Worst Month | -10.93% | -17.69% |
| Best Year | 43.6% | 121.0% |
| Worst Year | -0.97% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.23% | 7.92% |
| Avg. Down Week | -2.0% | -4.23% |
| Avg. Up Month | 7.27% | 17.57% |
| Avg. Down Month | -4.07% | -9.34% |
| Win Days % | 49.88% | 51.27% |
| Win Month % | 66.67% | 72.22% |
| Win Week % | 55.38% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |