| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 17.84% | 27.31% |
| Max Drawdown | -11.87% | -26.85% |
| Sharpe | 0.86 | 0.84 |
| Sortino | 1.52 | 1.29 |
| Payoff Ratio | 1.32 | 1.61 |
| Profit Factor | 1.24 | 1.13 |
| Common Sense Ratio | 1.45 | 1.22 |
| CPC Index | 0.76 | 0.9 |
| Tail Ratio | 1.17 | 1.08 |
| Outlier Win Ratio | 13.65 | 3.0 |
| Outlier Loss Ratio | 3.91 | 2.4 |
| Volatility (ann.) | 27.8% | 49.9% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.89 | 1.29 |
| Skew | 1.98 | 0.37 |
| Kurtosis | 18.49 | 1.68 |
| Expected Daily % | 0.06% | 0.08% |
| Expected Monthly % | 1.66% | 2.44% |
| Expected Yearly % | 8.56% | 12.83% |
| Kelly Criterion | 5.65% | 18.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -4.18% |
| Expected Shortfall (cVaR) | -2.33% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 19.51 | 0.53 | - |
| 2025 | -6.77 | -1.40 | 0.21 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | -0.11% | 2.22% |
| 3M | -1.95% | -11.77% |
| 6M | 7.93% | 36.2% |
| YTD | -1.4% | -6.77% |
| 1Y | 17.84% | 27.31% |
| 3Y (ann.) | 22.44% | 34.68% |
| 5Y (ann.) | 22.44% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -11.87% | -26.85% |
| Longest DD Days | 69.0 | 145.0 |
| Avg. Drawdown | -4.58% | -7.34% |
| Avg. Drawdown Days | 23.0 | 27.0 |
| Recovery Factor | 1.5 | 1.02 |
| Ulcer Index | 1.03 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-04 | 2024-11-12 | -11.87 | 69 |
| 2025-01-27 | 2025-03-24 | -10.19 | 56 |
| 2024-06-18 | 2024-07-16 | -7.55 | 28 |
| 2024-11-24 | 2025-01-15 | -6.30 | 52 |
| 2024-08-10 | 2024-08-24 | -4.38 | 14 |
| 2024-07-30 | 2024-08-09 | -2.15 | 10 |
| 2024-09-02 | 2024-09-03 | -1.27 | 1 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-07-28 | 2024-07-29 | -0.79 | 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 | -8.0% | -7.85% |
| Best Week | 10.75% | 15.55% |
| Worst Week | -6.05% | -14.34% |
| Best Month | 13.34% | 34.46% |
| Worst Month | -8.44% | -19.77% |
| Best Year | 19.51% | 36.55% |
| Worst Year | -1.4% | -6.77% |
| Avg. Up Day | 1.75% | 2.44% |
| Avg. Down Day | -1.33% | -1.52% |
| Avg. Up Week | 2.52% | 6.09% |
| Avg. Down Week | -2.3% | -5.75% |
| Avg. Up Month | 7.3% | 16.81% |
| Avg. Down Month | -4.94% | -11.5% |
| Win Days % | 46.32% | 49.66% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 54.76% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |