| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 4.82% | 30.03% |
| Max Drawdown | -16.9% | -30.51% |
| Sharpe | 0.07 | 0.18 |
| Sortino | 0.1 | 0.25 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.02 | 1.03 |
| Common Sense Ratio | 1.06 | 1.01 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 17.17 | 3.59 |
| Outlier Loss Ratio | 4.17 | 3.63 |
| Volatility (ann.) | 6.0% | 10.89% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.35 | 1.25 |
| Skew | 0.12 | -0.05 |
| Kurtosis | 34.2 | 8.78 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.47% | 2.66% |
| Expected Yearly % | 2.38% | 14.03% |
| Kelly Criterion | 0.43% | 3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.93% |
| Expected Shortfall (cVaR) | -0.52% | -0.93% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 6.27 | 0.16 | - |
| 2025 | -5.86 | -1.37 | 0.23 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 1.81% | 4.25% |
| 3M | -1.9% | -7.58% |
| 6M | 3.1% | 38.22% |
| YTD | -1.37% | -5.86% |
| 1Y | 4.82% | 30.03% |
| 3Y (ann.) | 5.98% | 38.23% |
| 5Y (ann.) | 5.98% | 38.23% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -16.9% | -30.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -3.07% | -2.47% |
| Avg. Drawdown Days | 12.0 | 5.0 |
| Recovery Factor | 0.29 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-24 | -16.90 | 66 |
| 2024-06-17 | 2024-08-08 | -13.55 | 51 |
| 2024-08-25 | 2024-11-12 | -12.35 | 78 |
| 2024-11-13 | 2025-01-17 | -9.87 | 64 |
| 2024-08-08 | 2024-08-23 | -5.70 | 14 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-06-03 | 2024-06-04 | -2.10 | 1 |
| 2024-06-05 | 2024-06-16 | -1.63 | 10 |
| 2024-11-12 | 2024-11-12 | -1.43 | 0 |
| 2024-08-23 | 2024-08-25 | -1.24 | 2 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 10.09% | 18.93% |
| Worst Week | -4.75% | -12.33% |
| Best Month | 12.68% | 37.42% |
| Worst Month | -10.46% | -17.69% |
| Best Year | 6.27% | 38.13% |
| Worst Year | -1.37% | -5.86% |
| Avg. Up Day | 0.34% | 0.34% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 2.73% | 7.55% |
| Avg. Down Week | -2.42% | -5.51% |
| Avg. Up Month | 4.95% | 15.57% |
| Avg. Down Month | -4.7% | -9.4% |
| Win Days % | 49.49% | 50.93% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 48.78% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |