| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 19.88% | 30.03% |
| Max Drawdown | -14.66% | -30.51% |
| Sharpe | 0.22 | 0.18 |
| Sortino | 0.34 | 0.25 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.11 | 1.01 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 24.97 | 3.41 |
| Outlier Loss Ratio | 4.18 | 3.43 |
| Volatility (ann.) | 4.81% | 10.89% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.71 | 1.25 |
| Skew | 2.01 | -0.05 |
| Kurtosis | 42.04 | 8.78 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.83% | 2.66% |
| Expected Yearly % | 9.49% | 14.03% |
| Kelly Criterion | 2.26% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.93% |
| Expected Shortfall (cVaR) | -0.41% | -0.93% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 15.40 | 0.40 | - |
| 2025 | -5.86 | 3.88 | -0.66 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 8.52% | 4.25% |
| 3M | 3.28% | -7.58% |
| 6M | 7.68% | 38.22% |
| YTD | 3.88% | -5.86% |
| 1Y | 19.88% | 30.03% |
| 3Y (ann.) | 25.05% | 38.23% |
| 5Y (ann.) | 25.05% | 38.23% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -30.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -1.92% | -2.47% |
| Avg. Drawdown Days | 11.0 | 5.0 |
| Recovery Factor | 1.36 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-14 | -14.66 | 191 |
| 2024-06-17 | 2024-07-15 | -9.52 | 27 |
| 2024-08-08 | 2024-08-23 | -6.02 | 14 |
| 2025-03-14 | 2025-03-24 | -4.01 | 10 |
| 2024-07-16 | 2024-08-08 | -3.54 | 22 |
| 2024-08-23 | 2024-09-03 | -2.44 | 10 |
| 2024-06-03 | 2024-06-04 | -2.10 | 1 |
| 2024-06-05 | 2024-06-17 | -1.66 | 12 |
| 2024-08-08 | 2024-08-08 | -1.13 | 0 |
| 2024-08-08 | 2024-08-08 | -1.04 | 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 | 9.45% | 18.93% |
| Worst Week | -4.39% | -12.33% |
| Best Month | 15.48% | 37.42% |
| Worst Month | -12.94% | -17.69% |
| Best Year | 15.4% | 38.13% |
| Worst Year | 3.88% | -5.86% |
| Avg. Up Day | 0.34% | 0.35% |
| Avg. Down Day | -0.31% | -0.32% |
| Avg. Up Week | 3.04% | 6.79% |
| Avg. Down Week | -2.26% | -4.61% |
| Avg. Up Month | 6.42% | 13.07% |
| Avg. Down Month | -4.35% | -9.4% |
| Win Days % | 48.92% | 50.93% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.63% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |