| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 92.88% | 221.32% |
| Max Drawdown | -16.75% | -32.34% |
| Sharpe | 0.37 | 0.37 |
| Sortino | 0.56 | 0.52 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 21.69 | 3.57 |
| Outlier Loss Ratio | 3.89 | 3.49 |
| Volatility (ann.) | 5.46% | 10.65% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.41 | 3.81 |
| Skew | 0.79 | -0.05 |
| Kurtosis | 48.91 | 8.75 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.72% | 6.7% |
| Expected Yearly % | 24.48% | 47.56% |
| Kelly Criterion | 4.73% | 6.36% |
| 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 | 29.88 | 0.55 | - |
| 2024 | 121.00 | 54.36 | 0.45 | - |
| 2025 | -5.86 | -3.79 | 0.65 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | -2.29% | 4.25% |
| 3M | -4.31% | -7.58% |
| 6M | 2.64% | 38.22% |
| YTD | -3.79% | -5.86% |
| 1Y | 28.83% | 37.31% |
| 3Y (ann.) | 57.07% | 123.08% |
| 5Y (ann.) | 57.07% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -32.34% |
| Longest DD Days | 69.0 | 236.0 |
| Avg. Drawdown | -1.88% | -2.25% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 5.54 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-24 | -16.75 | 66 |
| 2024-01-02 | 2024-02-26 | -12.79 | 55 |
| 2024-09-03 | 2024-11-12 | -12.23 | 69 |
| 2024-06-05 | 2024-07-29 | -11.84 | 53 |
| 2024-11-13 | 2024-12-24 | -8.65 | 40 |
| 2024-08-08 | 2024-08-23 | -6.33 | 14 |
| 2023-12-05 | 2024-01-02 | -6.16 | 27 |
| 2023-10-24 | 2023-12-04 | -6.01 | 40 |
| 2024-12-24 | 2025-01-14 | -5.91 | 20 |
| 2024-07-29 | 2024-08-08 | -5.66 | 10 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 12.91% | 23.06% |
| Worst Week | -4.39% | -12.33% |
| Best Month | 19.12% | 43.77% |
| Worst Month | -10.45% | -17.69% |
| Best Year | 54.36% | 121.0% |
| Worst Year | -3.79% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.34% |
| Avg. Up Week | 3.47% | 8.1% |
| Avg. Down Week | -1.96% | -4.75% |
| Avg. Up Month | 9.15% | 19.05% |
| Avg. Down Month | -4.39% | -9.34% |
| Win Days % | 50.53% | 51.27% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 55.88% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |