| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 8.04% | 30.03% |
| Max Drawdown | -15.22% | -30.51% |
| Sharpe | 0.1 | 0.18 |
| Sortino | 0.14 | 0.25 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 1.03 | 1.03 |
| Common Sense Ratio | 1.12 | 1.01 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 20.88 | 3.49 |
| Outlier Loss Ratio | 4.06 | 3.51 |
| Volatility (ann.) | 5.5% | 10.89% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.66 | 1.25 |
| Skew | 0.15 | -0.05 |
| Kurtosis | 43.5 | 8.78 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.78% | 2.66% |
| Expected Yearly % | 3.94% | 14.03% |
| Kelly Criterion | 0.8% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.93% |
| Expected Shortfall (cVaR) | -0.47% | -0.93% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 10.98 | 0.29 | - |
| 2025 | -5.86 | -2.65 | 0.45 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | -3.21% | 4.25% |
| 3M | -3.18% | -7.58% |
| 6M | 4.05% | 38.22% |
| YTD | -2.65% | -5.86% |
| 1Y | 8.04% | 30.03% |
| 3Y (ann.) | 10.0% | 38.23% |
| 5Y (ann.) | 10.0% | 38.23% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -15.22% | -30.51% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -2.8% | -2.47% |
| Avg. Drawdown Days | 10.0 | 5.0 |
| Recovery Factor | 0.53 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-24 | -15.22 | 66 |
| 2024-09-03 | 2024-11-12 | -12.73 | 69 |
| 2024-06-17 | 2024-07-29 | -11.74 | 41 |
| 2024-11-13 | 2025-01-14 | -8.60 | 61 |
| 2024-07-29 | 2024-08-08 | -6.25 | 10 |
| 2024-08-08 | 2024-08-23 | -5.98 | 14 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2025-01-16 | 2025-01-17 | -2.90 | 1 |
| 2024-09-01 | 2024-09-03 | -2.41 | 2 |
| 2024-06-03 | 2024-06-04 | -2.10 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -4.39% | -12.33% |
| Best Month | 12.94% | 37.42% |
| Worst Month | -10.97% | -17.69% |
| Best Year | 10.98% | 38.13% |
| Worst Year | -2.65% | -5.86% |
| Avg. Up Day | 0.34% | 0.35% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 2.85% | 7.41% |
| Avg. Down Week | -2.47% | -4.99% |
| Avg. Up Month | 5.64% | 15.28% |
| Avg. Down Month | -3.73% | -9.4% |
| Win Days % | 49.59% | 50.93% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 51.28% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |