| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 19.88% | 27.31% |
| Max Drawdown | -13.87% | -26.85% |
| Sharpe | 1.0 | 0.84 |
| Sortino | 1.98 | 1.29 |
| Payoff Ratio | 1.51 | 1.99 |
| Profit Factor | 1.29 | 1.13 |
| Common Sense Ratio | 1.49 | 1.22 |
| CPC Index | 0.87 | 1.11 |
| Tail Ratio | 1.15 | 1.08 |
| Outlier Win Ratio | 14.82 | 2.98 |
| Outlier Loss Ratio | 4.3 | 2.37 |
| Volatility (ann.) | 25.57% | 49.9% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.81 | 1.29 |
| Skew | 3.09 | 0.37 |
| Kurtosis | 21.59 | 1.68 |
| Expected Daily % | 0.06% | 0.08% |
| Expected Monthly % | 1.83% | 2.44% |
| Expected Yearly % | 9.49% | 12.83% |
| Kelly Criterion | 8.03% | 24.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.18% |
| Expected Shortfall (cVaR) | -2.13% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 15.40 | 0.42 | - |
| 2025 | -6.77 | 3.88 | -0.57 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 8.52% | 2.22% |
| 3M | 3.28% | -11.77% |
| 6M | 7.17% | 36.2% |
| YTD | 3.88% | -6.77% |
| 1Y | 19.88% | 27.31% |
| 3Y (ann.) | 25.05% | 34.68% |
| 5Y (ann.) | 25.05% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -13.87% | -26.85% |
| Longest DD Days | 136.0 | 145.0 |
| Avg. Drawdown | -4.77% | -7.34% |
| Avg. Drawdown Days | 30.0 | 27.0 |
| Recovery Factor | 1.43 | 1.02 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-04 | 2025-01-18 | -13.87 | 136 |
| 2025-01-27 | 2025-03-15 | -10.48 | 47 |
| 2024-06-18 | 2024-07-16 | -7.19 | 28 |
| 2024-08-10 | 2024-08-24 | -3.73 | 14 |
| 2025-03-19 | 2025-03-24 | -2.97 | 5 |
| 2024-07-17 | 2024-08-09 | -2.32 | 23 |
| 2024-08-25 | 2024-09-03 | -1.49 | 9 |
| 2024-06-07 | 2024-06-17 | -0.62 | 10 |
| 2025-03-16 | 2025-03-18 | -0.31 | 2 |
| 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 | -6.05% | -14.34% |
| Best Month | 15.48% | 34.46% |
| Worst Month | -10.52% | -19.77% |
| Best Year | 15.4% | 36.55% |
| Worst Year | 3.88% | -6.77% |
| Avg. Up Day | 1.83% | 2.56% |
| Avg. Down Day | -1.21% | -1.29% |
| Avg. Up Week | 2.15% | 5.96% |
| Avg. Down Week | -2.29% | -6.06% |
| Avg. Up Month | 6.41% | 13.89% |
| Avg. Down Month | -5.21% | -11.5% |
| Win Days % | 44.62% | 49.66% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 59.52% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |