| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 89.6% | 146.7% |
| Max Drawdown | -14.48% | -22.86% |
| Sharpe | 0.71 | 0.62 |
| Sortino | 1.1 | 0.89 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.47 | 1.16 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 17.08 | 3.85 |
| Outlier Loss Ratio | 3.85 | 3.63 |
| Volatility (ann.) | 6.16% | 10.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 11.82 | 13.52 |
| Skew | 1.24 | -0.05 |
| Kurtosis | 36.67 | 8.63 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 8.33% | 11.95% |
| Expected Yearly % | 37.7% | 57.07% |
| Kelly Criterion | 8.36% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.87% |
| Expected Shortfall (cVaR) | -0.52% | -0.87% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 28.32 | 0.52 | - |
| 2024 | 59.73 | 47.75 | 0.80 | - |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 6.71% | 11.33% |
| 3M | 18.17% | 10.3% |
| 6M | 64.97% | 78.82% |
| YTD | 47.75% | 59.73% |
| 1Y | 89.6% | 146.7% |
| 3Y (ann.) | 171.26% | 308.98% |
| 5Y (ann.) | 171.26% | 308.98% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -22.86% |
| Longest DD Days | 39.0 | 78.0 |
| Avg. Drawdown | -1.6% | -2.01% |
| Avg. Drawdown Days | 3.0 | 2.0 |
| Recovery Factor | 6.19 | 6.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2024-02-10 | -14.48 | 39 |
| 2023-12-05 | 2024-01-02 | -7.54 | 27 |
| 2023-10-25 | 2023-12-04 | -7.12 | 39 |
| 2024-02-29 | 2024-03-26 | -6.79 | 26 |
| 2024-04-08 | 2024-04-20 | -5.80 | 11 |
| 2024-05-06 | 2024-05-15 | -5.06 | 9 |
| 2024-03-26 | 2024-04-07 | -3.82 | 12 |
| 2024-02-28 | 2024-02-29 | -3.43 | 0 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.97% | -4.43% |
| Best Week | 21.32% | 23.06% |
| Worst Week | -4.36% | -8.21% |
| Best Month | 29.09% | 43.77% |
| Worst Month | -4.41% | -14.98% |
| Best Year | 47.75% | 59.73% |
| Worst Year | 28.32% | 54.45% |
| Avg. Up Day | 0.39% | 0.39% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.95% | 9.08% |
| Avg. Down Week | -1.56% | -3.82% |
| Avg. Up Month | 13.73% | 22.06% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.98% | 51.68% |
| Win Month % | 75.0% | 87.5% |
| Win Week % | 54.84% | 57.14% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |