| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 8.04% | 27.31% |
| Max Drawdown | -13.41% | -26.85% |
| Sharpe | 0.48 | 0.84 |
| Sortino | 0.81 | 1.29 |
| Payoff Ratio | 1.29 | 1.67 |
| Profit Factor | 1.12 | 1.13 |
| Common Sense Ratio | 1.11 | 1.22 |
| CPC Index | 0.64 | 0.94 |
| Tail Ratio | 0.99 | 1.08 |
| Outlier Win Ratio | 13.29 | 3.0 |
| Outlier Loss Ratio | 4.03 | 2.53 |
| Volatility (ann.) | 28.19% | 49.9% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.75 | 1.29 |
| Skew | 1.86 | 0.37 |
| Kurtosis | 17.22 | 1.68 |
| Expected Daily % | 0.03% | 0.08% |
| Expected Monthly % | 0.78% | 2.44% |
| Expected Yearly % | 3.94% | 12.83% |
| Kelly Criterion | 1.29% | 19.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -4.18% |
| Expected Shortfall (cVaR) | -2.39% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 10.98 | 0.30 | - |
| 2025 | -6.77 | -2.65 | 0.39 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | -3.21% | 2.22% |
| 3M | -3.18% | -11.77% |
| 6M | 3.95% | 36.2% |
| YTD | -2.65% | -6.77% |
| 1Y | 8.04% | 27.31% |
| 3Y (ann.) | 10.0% | 34.68% |
| 5Y (ann.) | 10.0% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -13.41% | -26.85% |
| Longest DD Days | 69.0 | 145.0 |
| Avg. Drawdown | -5.02% | -7.34% |
| Avg. Drawdown Days | 20.0 | 27.0 |
| Recovery Factor | 0.6 | 1.02 |
| Ulcer Index | 1.04 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-27 | 2025-03-24 | -13.41 | 56 |
| 2024-09-04 | 2024-11-12 | -11.92 | 69 |
| 2024-06-18 | 2024-07-17 | -9.47 | 29 |
| 2024-11-24 | 2024-12-25 | -6.39 | 31 |
| 2024-12-26 | 2025-01-15 | -4.91 | 20 |
| 2024-07-30 | 2024-08-09 | -3.87 | 10 |
| 2024-08-21 | 2024-08-24 | -3.46 | 3 |
| 2024-08-10 | 2024-08-20 | -3.44 | 10 |
| 2024-09-02 | 2024-09-03 | -1.27 | 1 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 10.75% | 15.55% |
| Worst Week | -6.05% | -14.34% |
| Best Month | 12.94% | 34.46% |
| Worst Month | -8.49% | -19.77% |
| Best Year | 10.98% | 36.55% |
| Worst Year | -2.65% | -6.77% |
| Avg. Up Day | 1.7% | 2.42% |
| Avg. Down Day | -1.31% | -1.45% |
| Avg. Up Week | 2.52% | 6.09% |
| Avg. Down Week | -2.54% | -5.53% |
| Avg. Up Month | 5.67% | 16.81% |
| Avg. Down Month | -4.6% | -11.5% |
| Win Days % | 44.37% | 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% |