| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 11.31% | 30.03% |
| Max Drawdown | -16.51% | -30.51% |
| Sharpe | 0.15 | 0.18 |
| Sortino | 0.23 | 0.25 |
| Payoff Ratio | 1.07 | 1.1 |
| Profit Factor | 1.06 | 1.03 |
| Common Sense Ratio | 1.08 | 1.01 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 32.9 | 3.33 |
| Outlier Loss Ratio | 3.87 | 3.26 |
| Volatility (ann.) | 4.29% | 10.89% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.86 | 1.25 |
| Skew | 2.59 | -0.05 |
| Kurtosis | 60.8 | 8.78 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.08% | 2.66% |
| Expected Yearly % | 5.5% | 14.03% |
| Kelly Criterion | 1.65% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -0.93% |
| Expected Shortfall (cVaR) | -0.37% | -0.93% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 10.35 | 0.27 | - |
| 2025 | -5.86 | 0.88 | -0.15 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 8.61% | 4.25% |
| 3M | 2.49% | -7.58% |
| 6M | 0.12% | 38.22% |
| YTD | 0.88% | -5.86% |
| 1Y | 11.31% | 30.03% |
| 3Y (ann.) | 14.13% | 38.23% |
| 5Y (ann.) | 14.13% | 38.23% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -16.51% | -30.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -1.72% | -2.47% |
| Avg. Drawdown Days | 11.0 | 5.0 |
| Recovery Factor | 0.69 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-24 | -16.51 | 201 |
| 2024-06-17 | 2024-07-15 | -8.09 | 27 |
| 2024-08-18 | 2024-08-20 | -3.15 | 1 |
| 2024-09-01 | 2024-09-03 | -2.41 | 2 |
| 2024-07-27 | 2024-08-08 | -2.20 | 11 |
| 2024-06-03 | 2024-06-04 | -2.10 | 1 |
| 2024-08-22 | 2024-09-01 | -1.95 | 10 |
| 2024-08-08 | 2024-08-08 | -1.13 | 0 |
| 2024-08-08 | 2024-08-08 | -1.04 | 0 |
| 2024-06-05 | 2024-06-05 | -0.64 | 0 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -2.15% | -4.9% |
| Best Week | 12.59% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 12.87% | 37.42% |
| Worst Month | -11.09% | -17.69% |
| Best Year | 10.35% | 38.13% |
| Worst Year | 0.88% | -5.86% |
| Avg. Up Day | 0.34% | 0.36% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 1.87% | 6.79% |
| Avg. Down Week | -2.23% | -5.42% |
| Avg. Up Month | 5.45% | 13.91% |
| Avg. Down Month | -2.51% | -9.4% |
| Win Days % | 49.08% | 50.93% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 56.76% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |