| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 8.13% | 27.31% |
| Max Drawdown | -17.65% | -26.85% |
| Sharpe | 0.51 | 0.84 |
| Sortino | 0.96 | 1.29 |
| Payoff Ratio | 1.37 | 1.78 |
| Profit Factor | 1.14 | 1.13 |
| Common Sense Ratio | 0.99 | 1.22 |
| CPC Index | 0.68 | 1.0 |
| Tail Ratio | 0.86 | 1.08 |
| Outlier Win Ratio | 15.99 | 2.79 |
| Outlier Loss Ratio | 4.07 | 2.37 |
| Volatility (ann.) | 24.57% | 49.9% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.57 | 1.29 |
| Skew | 3.19 | 0.37 |
| Kurtosis | 24.85 | 1.68 |
| Expected Daily % | 0.03% | 0.08% |
| Expected Monthly % | 0.79% | 2.44% |
| Expected Yearly % | 3.99% | 12.83% |
| Kelly Criterion | 1.89% | 21.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -4.18% |
| Expected Shortfall (cVaR) | -2.08% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 11.57 | 0.32 | - |
| 2025 | -6.77 | -3.08 | 0.46 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 6.1% | 2.22% |
| 3M | -1.16% | -11.77% |
| 6M | -3.07% | 36.2% |
| YTD | -3.08% | -6.77% |
| 1Y | 8.13% | 27.31% |
| 3Y (ann.) | 10.12% | 34.68% |
| 5Y (ann.) | 10.12% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -17.65% | -26.85% |
| Longest DD Days | 201.0 | 145.0 |
| Avg. Drawdown | -4.45% | -7.34% |
| Avg. Drawdown Days | 37.0 | 27.0 |
| Recovery Factor | 0.46 | 1.02 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-04 | 2025-03-24 | -17.65 | 201 |
| 2024-06-18 | 2024-07-16 | -6.02 | 28 |
| 2024-08-19 | 2024-08-20 | -2.58 | 1 |
| 2024-07-17 | 2024-08-09 | -2.51 | 23 |
| 2024-09-02 | 2024-09-03 | -1.27 | 1 |
| 2024-08-23 | 2024-08-24 | -0.84 | 1 |
| 2024-06-16 | 2024-06-17 | -0.27 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -5.5% | -7.85% |
| Best Week | 10.75% | 15.55% |
| Worst Week | -6.79% | -14.34% |
| Best Month | 17.12% | 34.46% |
| Worst Month | -11.11% | -19.77% |
| Best Year | 11.57% | 36.55% |
| Worst Year | -3.08% | -6.77% |
| Avg. Up Day | 1.83% | 2.78% |
| Avg. Down Day | -1.34% | -1.56% |
| Avg. Up Week | 2.14% | 6.42% |
| Avg. Down Week | -2.03% | -5.45% |
| Avg. Up Month | 3.74% | 13.89% |
| Avg. Down Month | -4.64% | -11.5% |
| Win Days % | 43.33% | 49.66% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.66% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |