| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 82.95% | 221.32% |
| Max Drawdown | -15.22% | -32.34% |
| Sharpe | 0.35 | 0.37 |
| Sortino | 0.52 | 0.52 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 22.11 | 3.54 |
| Outlier Loss Ratio | 3.88 | 3.48 |
| Volatility (ann.) | 5.41% | 10.65% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.38 | 3.81 |
| Skew | 0.79 | -0.05 |
| Kurtosis | 50.81 | 8.75 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 3.41% | 6.7% |
| Expected Yearly % | 22.31% | 47.56% |
| Kelly Criterion | 4.41% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -0.91% |
| Expected Shortfall (cVaR) | -0.46% | -0.91% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 29.62 | 0.54 | - |
| 2024 | 121.00 | 44.98 | 0.37 | - |
| 2025 | -5.86 | -2.65 | 0.45 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | -3.21% | 4.25% |
| 3M | -3.18% | -7.58% |
| 6M | 4.05% | 38.22% |
| YTD | -2.65% | -5.86% |
| 1Y | 24.76% | 37.31% |
| 3Y (ann.) | 51.47% | 123.08% |
| 5Y (ann.) | 51.47% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -15.22% | -32.34% |
| Longest DD Days | 69.0 | 236.0 |
| Avg. Drawdown | -1.88% | -2.25% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 5.45 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-24 | -15.22 | 66 |
| 2024-01-02 | 2024-02-26 | -14.02 | 55 |
| 2024-09-03 | 2024-11-12 | -12.73 | 69 |
| 2024-06-17 | 2024-07-29 | -11.74 | 41 |
| 2024-11-13 | 2025-01-14 | -8.60 | 61 |
| 2024-07-29 | 2024-08-08 | -6.25 | 10 |
| 2024-08-08 | 2024-08-23 | -5.98 | 14 |
| 2023-11-09 | 2023-12-04 | -5.92 | 24 |
| 2023-12-05 | 2024-01-01 | -5.88 | 27 |
| 2024-04-18 | 2024-04-19 | -4.48 | 0 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 13.44% | 23.06% |
| Worst Week | -4.39% | -12.33% |
| Best Month | 18.62% | 43.77% |
| Worst Month | -10.97% | -17.69% |
| Best Year | 44.98% | 121.0% |
| Worst Year | -2.65% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.34% |
| Avg. Up Week | 3.5% | 7.97% |
| Avg. Down Week | -2.17% | -4.59% |
| Avg. Up Month | 8.85% | 19.05% |
| Avg. Down Month | -3.73% | -9.34% |
| Win Days % | 50.34% | 51.27% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 56.72% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |