| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 30.45% | 29.18% |
| Max Drawdown | -12.15% | -26.85% |
| Sharpe | 1.31 | 0.87 |
| Sortino | 2.28 | 1.33 |
| Payoff Ratio | 1.27 | 1.49 |
| Profit Factor | 1.44 | 1.13 |
| Common Sense Ratio | 2.08 | 1.23 |
| CPC Index | 0.86 | 0.84 |
| Tail Ratio | 1.44 | 1.08 |
| Outlier Win Ratio | 15.9 | 3.14 |
| Outlier Loss Ratio | 4.31 | 2.92 |
| Volatility (ann.) | 27.63% | 49.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.16 | 1.37 |
| Skew | 1.86 | 0.37 |
| Kurtosis | 16.51 | 1.71 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.69% | 2.59% |
| Expected Yearly % | 14.21% | 13.66% |
| Kelly Criterion | 5.51% | 16.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.28% | -4.16% |
| Expected Shortfall (cVaR) | -2.28% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 20.67 | 0.57 | - |
| 2025 | -5.40 | 8.10 | -1.50 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 4.79% | 3.73% |
| 3M | 12.92% | -7.53% |
| 6M | 36.53% | 38.8% |
| YTD | 8.1% | -5.4% |
| 1Y | 30.45% | 29.18% |
| 3Y (ann.) | 38.33% | 36.69% |
| 5Y (ann.) | 38.33% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -26.85% |
| Longest DD Days | 154.0 | 145.0 |
| Avg. Drawdown | -4.3% | -7.34% |
| Avg. Drawdown Days | 34.0 | 27.0 |
| Recovery Factor | 2.51 | 1.09 |
| Ulcer Index | 1.16 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -12.15 | 154 |
| 2025-03-07 | 2025-03-27 | -6.28 | 20 |
| 2024-12-01 | 2024-12-25 | -5.97 | 24 |
| 2025-01-07 | 2025-02-21 | -5.79 | 45 |
| 2024-11-13 | 2024-11-22 | -2.85 | 9 |
| 2024-11-08 | 2024-11-12 | -0.98 | 4 |
| 2025-02-22 | 2025-03-02 | -0.32 | 8 |
| 2024-12-26 | 2025-01-02 | -0.08 | 7 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 9.64% | 10.7% |
| Worst Day | -6.13% | -7.85% |
| Best Week | 7.48% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 21.99% | 34.46% |
| Worst Month | -7.38% | -19.77% |
| Best Year | 20.67% | 36.55% |
| Worst Year | 8.1% | -5.4% |
| Avg. Up Day | 2.07% | 2.54% |
| Avg. Down Day | -1.63% | -1.71% |
| Avg. Up Week | 2.83% | 5.52% |
| Avg. Down Week | -2.32% | -4.87% |
| Avg. Up Month | 6.49% | 14.19% |
| Avg. Down Month | -7.38% | -9.86% |
| Win Days % | 47.17% | 49.83% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 61.54% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |