| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 149.24% | 213.47% |
| Max Drawdown | -17.46% | -32.34% |
| Sharpe | 0.45 | 0.36 |
| Sortino | 0.68 | 0.51 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 16.2 | 3.72 |
| Outlier Loss Ratio | 4.05 | 3.62 |
| Volatility (ann.) | 6.21% | 10.64% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.99 | 3.68 |
| Skew | 0.79 | -0.05 |
| Kurtosis | 34.36 | 8.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.2% | 6.55% |
| Expected Yearly % | 35.58% | 46.35% |
| Kelly Criterion | 4.99% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.91% |
| Expected Shortfall (cVaR) | -0.53% | -0.91% |
| Year | 11114928:BTCUSD | 11114928:btcusd:triple_gx:lsma210_140_125 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 27.34 | 0.51 | - |
| 2024 | 121.00 | 95.35 | 0.79 | - |
| 2025 | -7.38 | 0.20 | -0.03 | + |
| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| MTD | 4.66% | 2.57% |
| 3M | -0.2% | -8.76% |
| 6M | 8.29% | 36.0% |
| YTD | 0.2% | -7.38% |
| 1Y | 46.53% | 28.66% |
| 3Y (ann.) | 87.12% | 119.0% |
| 5Y (ann.) | 87.12% | 119.0% |
| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| Max Drawdown | -17.46% | -32.34% |
| Longest DD Days | 66.0 | 236.0 |
| Avg. Drawdown | -1.72% | -2.23% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 8.55 | 6.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-25 | -17.46 | 66 |
| 2024-06-07 | 2024-07-16 | -11.99 | 38 |
| 2024-11-13 | 2025-01-17 | -10.55 | 64 |
| 2023-12-05 | 2024-02-07 | -9.89 | 63 |
| 2024-07-17 | 2024-08-08 | -8.31 | 22 |
| 2024-08-25 | 2024-10-15 | -7.31 | 50 |
| 2024-03-07 | 2024-04-08 | -7.16 | 31 |
| 2024-04-30 | 2024-05-15 | -5.56 | 15 |
| 2024-10-29 | 2024-11-06 | -5.36 | 7 |
| 2023-11-20 | 2023-12-04 | -4.97 | 14 |
| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.64% | 23.06% |
| Worst Week | -5.03% | -12.33% |
| Best Month | 29.9% | 43.77% |
| Worst Month | -9.7% | -17.69% |
| Best Year | 95.35% | 121.0% |
| Worst Year | 0.2% | -7.38% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.59% | 7.77% |
| Avg. Down Week | -2.05% | -4.86% |
| Avg. Up Month | 10.57% | 17.11% |
| Avg. Down Month | -5.19% | -9.34% |
| Win Days % | 50.2% | 51.26% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 52.63% | 54.43% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 66.67% |