| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 104.56% | 216.41% |
| Max Drawdown | -18.46% | -32.34% |
| Sharpe | 0.36 | 0.36 |
| Sortino | 0.54 | 0.51 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 17.35 | 3.71 |
| Outlier Loss Ratio | 3.93 | 3.65 |
| Volatility (ann.) | 6.09% | 10.63% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.42 | 3.7 |
| Skew | 0.24 | -0.05 |
| Kurtosis | 32.98 | 8.78 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.06% | 6.61% |
| Expected Yearly % | 26.94% | 46.81% |
| Kelly Criterion | 4.01% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.9% |
| Expected Shortfall (cVaR) | -0.52% | -0.9% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.83 | 9.66 | 0.18 | - |
| 2024 | 121.00 | 96.31 | 0.80 | - |
| 2025 | -6.32 | -4.98 | 0.79 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -4.45% | 3.75% |
| 3M | -8.17% | -11.97% |
| 6M | 31.04% | 36.07% |
| YTD | -4.98% | -6.32% |
| 1Y | 59.05% | 24.94% |
| 3Y (ann.) | 63.1% | 119.75% |
| 5Y (ann.) | 63.1% | 119.75% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -18.46% | -32.34% |
| Longest DD Days | 84.0 | 236.0 |
| Avg. Drawdown | -2.21% | -2.26% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 5.66 | 6.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2024-08-08 | -18.46 | 84 |
| 2025-03-02 | 2025-03-27 | -17.44 | 24 |
| 2024-03-05 | 2024-05-13 | -14.28 | 69 |
| 2024-01-02 | 2024-02-08 | -11.63 | 37 |
| 2024-11-29 | 2025-01-29 | -10.17 | 61 |
| 2025-01-30 | 2025-03-02 | -9.07 | 31 |
| 2024-08-23 | 2024-09-19 | -8.84 | 26 |
| 2023-10-25 | 2023-12-04 | -7.84 | 39 |
| 2023-12-04 | 2024-01-01 | -5.62 | 28 |
| 2024-08-08 | 2024-08-23 | -5.44 | 14 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 10.77% | 23.06% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 30.56% | 43.77% |
| Worst Month | -7.35% | -17.69% |
| Best Year | 96.31% | 121.0% |
| Worst Year | -4.98% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.89% | 8.24% |
| Avg. Down Week | -2.38% | -4.16% |
| Avg. Up Month | 10.38% | 16.16% |
| Avg. Down Month | -4.44% | -10.75% |
| Win Days % | 50.56% | 51.26% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 52.0% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |