| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 102.43% | 215.12% |
| Max Drawdown | -12.42% | -23.24% |
| Sharpe | 2.82 | 3.18 |
| Sortino | 7.75 | 5.41 |
| Payoff Ratio | 3.99 | 1.69 |
| Profit Factor | 1.83 | 1.63 |
| Common Sense Ratio | 4.57 | 2.51 |
| CPC Index | 1.77 | 1.43 |
| Tail Ratio | 2.5 | 1.54 |
| Outlier Win Ratio | 2.96 | 3.14 |
| Outlier Loss Ratio | 10.49 | 2.98 |
| Volatility (ann.) | 56.61% | 85.71% |
| R^2 | 0.43 | 0.43 |
| Calmar | 5.1 | 5.26 |
| Skew | 3.08 | 0.38 |
| Kurtosis | 14.91 | 3.52 |
| Expected Daily % | 0.4% | 0.65% |
| Expected Monthly % | 4.0% | 6.58% |
| Expected Yearly % | 26.5% | 46.61% |
| Kelly Criterion | 5.31% | 23.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -6.63% |
| Expected Shortfall (cVaR) | -4.44% | -6.63% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.58 | 28.55 | 0.49 | - |
| 2024 | 121.50 | 60.14 | 0.49 | - |
| 2025 | -10.29 | -1.67 | 0.16 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 1.75% | -12.02% |
| 3M | -2.42% | -18.97% |
| 6M | 2.65% | 33.99% |
| YTD | -1.67% | -10.29% |
| 1Y | 29.14% | 34.49% |
| 3Y (ann.) | 63.28% | 122.11% |
| 5Y (ann.) | 63.28% | 122.11% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -12.42% | -23.24% |
| Longest DD Days | 72.0 | 236.0 |
| Avg. Drawdown | -3.41% | -5.74% |
| Avg. Drawdown Days | 18.0 | 29.0 |
| Recovery Factor | 8.25 | 9.26 |
| Ulcer Index | 0.99 | 0.98 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-27 | 2025-03-23 | -12.42 | 55 |
| 2024-09-03 | 2024-11-14 | -11.19 | 72 |
| 2023-12-15 | 2024-02-12 | -10.53 | 59 |
| 2024-06-17 | 2024-08-10 | -9.62 | 54 |
| 2024-12-26 | 2025-01-18 | -5.10 | 23 |
| 2024-11-29 | 2024-12-25 | -4.81 | 25 |
| 2023-11-21 | 2023-12-07 | -4.66 | 16 |
| 2024-03-10 | 2024-03-24 | -3.87 | 14 |
| 2023-11-02 | 2023-11-19 | -2.36 | 17 |
| 2024-04-09 | 2024-04-19 | -2.24 | 9 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 20.78% | 21.0% |
| Worst Day | -5.16% | -16.74% |
| Best Week | 20.78% | 21.0% |
| Worst Week | -6.87% | -16.74% |
| Best Month | 20.45% | 37.03% |
| Worst Month | -11.12% | -12.02% |
| Best Year | 60.14% | 121.5% |
| Worst Year | -1.67% | -10.29% |
| Avg. Up Day | 4.0% | 4.19% |
| Avg. Down Day | -1.0% | -2.48% |
| Avg. Up Week | 5.98% | 8.05% |
| Avg. Down Week | -2.49% | -5.57% |
| Avg. Up Month | 9.96% | 18.95% |
| Avg. Down Month | -6.79% | -4.56% |
| Win Days % | 24.29% | 51.98% |
| Win Month % | 66.67% | 61.11% |
| Win Week % | 44.44% | 59.72% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |