| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 107.27% | 217.89% |
| Max Drawdown | -18.29% | -26.85% |
| Sharpe | 1.72 | 1.81 |
| Sortino | 2.97 | 2.87 |
| Payoff Ratio | 1.17 | 1.26 |
| Profit Factor | 1.48 | 1.3 |
| Common Sense Ratio | 2.0 | 1.5 |
| CPC Index | 0.89 | 0.86 |
| Tail Ratio | 1.36 | 1.15 |
| Outlier Win Ratio | 11.25 | 3.32 |
| Outlier Loss Ratio | 4.2 | 3.17 |
| Volatility (ann.) | 31.96% | 50.97% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.54 | 4.5 |
| Skew | 1.27 | 0.36 |
| Kurtosis | 9.9 | 1.62 |
| Expected Daily % | 0.14% | 0.22% |
| Expected Monthly % | 4.13% | 6.64% |
| Expected Yearly % | 27.5% | 47.04% |
| Kelly Criterion | 10.39% | 15.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -4.14% |
| Expected Shortfall (cVaR) | -2.6% | -4.14% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.19 | 10.20 | 0.19 | - |
| 2024 | 117.93 | 99.45 | 0.84 | - |
| 2025 | -5.40 | -5.69 | 1.05 | - |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -3.36% | 3.73% |
| 3M | -3.77% | -7.53% |
| 6M | 31.63% | 38.8% |
| YTD | -5.69% | -5.4% |
| 1Y | 55.7% | 24.9% |
| 3Y (ann.) | 64.73% | 120.78% |
| 5Y (ann.) | 64.73% | 120.78% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -18.29% | -26.85% |
| Longest DD Days | 84.0 | 237.0 |
| Avg. Drawdown | -4.53% | -5.3% |
| Avg. Drawdown Days | 19.0 | 20.0 |
| Recovery Factor | 5.87 | 8.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-17 | 2024-08-09 | -18.29 | 84 |
| 2025-03-04 | 2025-03-27 | -15.41 | 23 |
| 2024-03-06 | 2024-05-14 | -10.31 | 69 |
| 2025-01-05 | 2025-01-31 | -8.47 | 26 |
| 2024-09-01 | 2024-10-07 | -7.53 | 36 |
| 2025-02-01 | 2025-03-03 | -7.14 | 30 |
| 2023-10-27 | 2023-12-05 | -6.82 | 39 |
| 2024-12-01 | 2025-01-04 | -6.31 | 34 |
| 2024-01-04 | 2024-01-28 | -4.94 | 24 |
| 2023-12-15 | 2023-12-23 | -3.30 | 8 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 11.96% | 19.61% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 31.29% | 43.01% |
| Worst Month | -9.66% | -19.77% |
| Best Year | 99.45% | 117.93% |
| Worst Year | -5.69% | -5.4% |
| Avg. Up Day | 1.97% | 2.36% |
| Avg. Down Day | -1.69% | -1.87% |
| Avg. Up Week | 4.29% | 7.34% |
| Avg. Down Week | -2.4% | -5.78% |
| Avg. Up Month | 11.61% | 17.27% |
| Avg. Down Month | -6.94% | -11.87% |
| Win Days % | 51.74% | 52.91% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 55.26% | 59.49% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |