| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 82.95% | 213.29% |
| Max Drawdown | -13.41% | -26.85% |
| Sharpe | 1.62 | 1.79 |
| Sortino | 3.05 | 2.85 |
| Payoff Ratio | 1.38 | 1.48 |
| Profit Factor | 1.5 | 1.3 |
| Common Sense Ratio | 2.08 | 1.49 |
| CPC Index | 1.0 | 1.01 |
| Tail Ratio | 1.38 | 1.15 |
| Outlier Win Ratio | 13.66 | 3.16 |
| Outlier Loss Ratio | 4.39 | 2.67 |
| Volatility (ann.) | 28.08% | 51.09% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.85 | 4.45 |
| Skew | 2.26 | 0.36 |
| Kurtosis | 17.63 | 1.61 |
| Expected Daily % | 0.11% | 0.22% |
| Expected Monthly % | 3.41% | 6.55% |
| Expected Yearly % | 22.31% | 46.32% |
| Kelly Criterion | 11.11% | 20.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.15% |
| Expected Shortfall (cVaR) | -2.29% | -4.15% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.19 | 28.98 | 0.53 | - |
| 2024 | 117.93 | 45.71 | 0.39 | - |
| 2025 | -6.77 | -2.65 | 0.39 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | -3.21% | 2.22% |
| 3M | -3.18% | -11.77% |
| 6M | 3.95% | 36.2% |
| YTD | -2.65% | -6.77% |
| 1Y | 25.57% | 35.31% |
| 3Y (ann.) | 51.59% | 119.56% |
| 5Y (ann.) | 51.59% | 119.56% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -13.41% | -26.85% |
| Longest DD Days | 69.0 | 237.0 |
| Avg. Drawdown | -4.03% | -5.3% |
| Avg. Drawdown Days | 17.0 | 20.0 |
| Recovery Factor | 6.19 | 7.94 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-27 | 2025-03-24 | -13.41 | 56 |
| 2024-01-04 | 2024-02-27 | -12.46 | 54 |
| 2024-09-04 | 2024-11-12 | -11.92 | 69 |
| 2024-06-18 | 2024-07-17 | -9.47 | 29 |
| 2024-11-24 | 2024-12-25 | -6.39 | 31 |
| 2024-12-26 | 2025-01-15 | -4.91 | 20 |
| 2023-12-07 | 2024-01-02 | -4.30 | 26 |
| 2023-11-22 | 2023-12-05 | -4.23 | 13 |
| 2024-07-30 | 2024-08-09 | -3.87 | 10 |
| 2024-08-21 | 2024-08-24 | -3.46 | 3 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 11.25% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 13.7% | 19.61% |
| Worst Week | -6.05% | -14.34% |
| Best Month | 18.62% | 43.01% |
| Worst Month | -8.49% | -19.77% |
| Best Year | 45.71% | 117.93% |
| Worst Year | -2.65% | -6.77% |
| Avg. Up Day | 1.84% | 2.44% |
| Avg. Down Day | -1.33% | -1.66% |
| Avg. Up Week | 3.82% | 7.4% |
| Avg. Down Week | -2.5% | -6.07% |
| Avg. Up Month | 8.76% | 18.65% |
| Avg. Down Month | -4.6% | -11.87% |
| Win Days % | 48.5% | 52.83% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 55.71% | 59.49% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |