| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 30.83% | 53.33% |
| Max Drawdown | -17.37% | -30.99% |
| Sharpe | 0.22 | 0.23 |
| Sortino | 0.33 | 0.32 |
| Payoff Ratio | 1.08 | 1.1 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.18 | 1.05 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 16.53 | 3.67 |
| Outlier Loss Ratio | 4.16 | 3.64 |
| Volatility (ann.) | 6.07% | 10.68% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.87 | 1.82 |
| Skew | 0.36 | 0.01 |
| Kurtosis | 32.65 | 9.34 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.26% | 3.63% |
| Expected Yearly % | 14.38% | 23.83% |
| Kelly Criterion | 1.92% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.91% |
| Expected Shortfall (cVaR) | -0.52% | -0.91% |
| Year | 11114909:BTCUSD | 11114909:btcusd:triple_gx:lsma210_135_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 18.52 | 0.49 | - |
| 2025 | 11.01 | 10.38 | 0.94 | - |
| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| MTD | -0.72% | 10.03% |
| 3M | 8.87% | 7.25% |
| 6M | 6.81% | 18.65% |
| YTD | 10.38% | 11.01% |
| 1Y | 30.83% | 53.33% |
| 3Y (ann.) | 32.45% | 56.37% |
| 5Y (ann.) | 32.45% | 56.37% |
| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| Max Drawdown | -17.37% | -30.99% |
| Longest DD Days | 118.0 | 149.0 |
| Avg. Drawdown | -2.29% | -2.52% |
| Avg. Drawdown Days | 8.0 | 6.0 |
| Recovery Factor | 1.77 | 1.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-16 | -17.37 | 118 |
| 2024-06-16 | 2024-07-15 | -11.48 | 29 |
| 2024-11-13 | 2025-01-17 | -8.46 | 64 |
| 2024-08-23 | 2024-10-28 | -8.26 | 65 |
| 2024-07-17 | 2024-08-08 | -8.24 | 22 |
| 2024-08-08 | 2024-08-23 | -6.02 | 14 |
| 2024-10-29 | 2024-11-06 | -4.58 | 7 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-07-16 | 2024-07-16 | -3.13 | 0 |
| 2024-11-06 | 2024-11-07 | -1.97 | 0 |
| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 12.59% | 18.93% |
| Worst Week | -4.43% | -12.33% |
| Best Month | 13.69% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 18.52% | 38.13% |
| Worst Year | 10.38% | 11.01% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 3.75% | 7.25% |
| Avg. Down Week | -2.32% | -5.07% |
| Avg. Up Month | 7.15% | 15.04% |
| Avg. Down Month | -5.1% | -9.4% |
| Win Days % | 48.97% | 50.69% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 46.94% | 54.9% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |