| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 43.83% | 29.4% |
| Max Drawdown | -15.6% | -30.51% |
| Sharpe | 0.38 | 0.17 |
| Sortino | 0.58 | 0.25 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 1.2 | 1.01 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 22.38 | 3.46 |
| Outlier Loss Ratio | 4.01 | 3.5 |
| Volatility (ann.) | 5.29% | 10.87% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.58 | 1.21 |
| Skew | 1.41 | -0.05 |
| Kurtosis | 50.59 | 8.82 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 3.7% | 2.61% |
| Expected Yearly % | 19.93% | 13.75% |
| Kelly Criterion | 4.69% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -0.93% |
| Expected Shortfall (cVaR) | -0.45% | -0.93% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 39.89 | 1.05 | + |
| 2025 | -6.32 | 2.81 | -0.45 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 5.13% | 3.75% |
| 3M | 2.18% | -11.97% |
| 6M | 44.26% | 36.07% |
| YTD | 2.81% | -6.32% |
| 1Y | 43.83% | 29.4% |
| 3Y (ann.) | 55.84% | 36.97% |
| 5Y (ann.) | 55.84% | 36.97% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -15.6% | -30.51% |
| Longest DD Days | 80.0 | 144.0 |
| Avg. Drawdown | -1.82% | -2.47% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 2.81 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2024-08-08 | -15.60 | 65 |
| 2024-08-08 | 2024-10-28 | -10.80 | 80 |
| 2025-01-02 | 2025-03-02 | -9.84 | 58 |
| 2025-03-02 | 2025-03-27 | -7.95 | 24 |
| 2024-11-29 | 2024-12-24 | -7.95 | 25 |
| 2024-11-12 | 2024-11-21 | -3.65 | 8 |
| 2024-11-06 | 2024-11-07 | -1.97 | 0 |
| 2024-11-06 | 2024-11-06 | -1.83 | 0 |
| 2024-10-29 | 2024-11-06 | -1.77 | 7 |
| 2024-12-24 | 2024-12-25 | -1.56 | 1 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 9.75% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 27.63% | 37.42% |
| Worst Month | -7.03% | -17.69% |
| Best Year | 39.89% | 38.13% |
| Worst Year | 2.81% | -6.32% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.73% | 6.8% |
| Avg. Down Week | -2.32% | -5.13% |
| Avg. Up Month | 10.5% | 13.79% |
| Avg. Down Month | -4.26% | -12.48% |
| Win Days % | 50.51% | 50.93% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.0% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |