| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 4.82% | 27.31% |
| Max Drawdown | -12.83% | -26.85% |
| Sharpe | 0.34 | 0.84 |
| Sortino | 0.57 | 1.29 |
| Payoff Ratio | 1.22 | 1.64 |
| Profit Factor | 1.08 | 1.13 |
| Common Sense Ratio | 1.01 | 1.22 |
| CPC Index | 0.6 | 0.92 |
| Tail Ratio | 0.94 | 1.08 |
| Outlier Win Ratio | 11.76 | 3.0 |
| Outlier Loss Ratio | 4.02 | 2.56 |
| Volatility (ann.) | 28.94% | 49.9% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.47 | 1.29 |
| Skew | 1.67 | 0.37 |
| Kurtosis | 15.44 | 1.68 |
| Expected Daily % | 0.02% | 0.08% |
| Expected Monthly % | 0.47% | 2.44% |
| Expected Yearly % | 2.38% | 12.83% |
| Kelly Criterion | 0.62% | 18.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.46% | -4.18% |
| Expected Shortfall (cVaR) | -2.46% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 6.27 | 0.17 | - |
| 2025 | -6.77 | -1.37 | 0.20 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 1.81% | 2.22% |
| 3M | -1.9% | -11.77% |
| 6M | 3.01% | 36.2% |
| YTD | -1.37% | -6.77% |
| 1Y | 4.82% | 27.31% |
| 3Y (ann.) | 5.98% | 34.68% |
| 5Y (ann.) | 5.98% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -12.83% | -26.85% |
| Longest DD Days | 78.0 | 145.0 |
| Avg. Drawdown | -5.16% | -7.34% |
| Avg. Drawdown Days | 27.0 | 27.0 |
| Recovery Factor | 0.38 | 1.02 |
| Ulcer Index | 1.06 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-24 | -12.83 | 64 |
| 2024-08-26 | 2024-11-12 | -11.64 | 78 |
| 2024-06-18 | 2024-08-09 | -11.33 | 52 |
| 2024-11-24 | 2025-01-16 | -6.65 | 53 |
| 2024-08-21 | 2024-08-24 | -3.46 | 3 |
| 2024-08-10 | 2024-08-20 | -3.16 | 10 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-11-15 | 2024-11-23 | -0.97 | 8 |
| 2024-06-16 | 2024-06-17 | -0.27 | 1 |
| 2024-06-07 | 2024-06-08 | -0.23 | 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 | -7.07% | -14.34% |
| Best Month | 12.68% | 34.46% |
| Worst Month | -10.43% | -19.77% |
| Best Year | 6.27% | 36.55% |
| Worst Year | -1.37% | -6.77% |
| Avg. Up Day | 1.64% | 2.31% |
| Avg. Down Day | -1.34% | -1.41% |
| Avg. Up Week | 2.17% | 5.92% |
| Avg. Down Week | -2.62% | -5.53% |
| Avg. Up Month | 5.03% | 15.14% |
| Avg. Down Month | -5.54% | -11.5% |
| Win Days % | 45.34% | 49.66% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 58.14% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |