| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 43.83% | 29.18% |
| Max Drawdown | -14.92% | -26.85% |
| Sharpe | 1.63 | 0.87 |
| Sortino | 2.96 | 1.33 |
| Payoff Ratio | 1.19 | 1.3 |
| Profit Factor | 1.54 | 1.13 |
| Common Sense Ratio | 2.06 | 1.23 |
| CPC Index | 0.96 | 0.74 |
| Tail Ratio | 1.34 | 1.08 |
| Outlier Win Ratio | 13.4 | 3.14 |
| Outlier Loss Ratio | 4.04 | 2.92 |
| Volatility (ann.) | 29.79% | 49.69% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.74 | 1.37 |
| Skew | 2.07 | 0.37 |
| Kurtosis | 16.09 | 1.71 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.7% | 2.59% |
| Expected Yearly % | 19.93% | 13.66% |
| Kelly Criterion | 13.12% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -4.16% |
| Expected Shortfall (cVaR) | -2.43% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 39.89 | 1.09 | + |
| 2025 | -5.40 | 2.81 | -0.52 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 5.13% | 3.73% |
| 3M | 7.88% | -7.53% |
| 6M | 44.26% | 38.8% |
| YTD | 2.81% | -5.4% |
| 1Y | 43.83% | 29.18% |
| 3Y (ann.) | 55.84% | 36.69% |
| 5Y (ann.) | 55.84% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -14.92% | -26.85% |
| Longest DD Days | 137.0 | 145.0 |
| Avg. Drawdown | -5.41% | -7.34% |
| Avg. Drawdown Days | 37.0 | 27.0 |
| Recovery Factor | 2.94 | 1.09 |
| Ulcer Index | 1.03 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-10-29 | -14.92 | 137 |
| 2025-01-07 | 2025-03-03 | -8.46 | 55 |
| 2025-03-04 | 2025-03-27 | -6.92 | 23 |
| 2024-12-01 | 2024-12-25 | -6.19 | 24 |
| 2024-11-13 | 2024-11-21 | -1.03 | 8 |
| 2024-12-27 | 2025-01-02 | -0.23 | 6 |
| 2024-10-31 | 2024-11-06 | -0.12 | 6 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.5% | 10.7% |
| Worst Day | -6.13% | -7.85% |
| Best Week | 9.75% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 28.51% | 34.46% |
| Worst Month | -7.79% | -19.77% |
| Best Year | 39.89% | 36.55% |
| Worst Year | 2.81% | -5.4% |
| Avg. Up Day | 1.89% | 2.48% |
| Avg. Down Day | -1.6% | -1.9% |
| Avg. Up Week | 3.36% | 5.97% |
| Avg. Down Week | -3.03% | -5.46% |
| Avg. Up Month | 10.93% | 14.32% |
| Avg. Down Month | -4.85% | -14.82% |
| Win Days % | 52.85% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 64.1% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |