| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 44.73% | 29.18% |
| Max Drawdown | -14.67% | -26.85% |
| Sharpe | 1.63 | 0.87 |
| Sortino | 2.98 | 1.33 |
| Payoff Ratio | 1.24 | 1.31 |
| Profit Factor | 1.52 | 1.13 |
| Common Sense Ratio | 1.86 | 1.23 |
| CPC Index | 0.99 | 0.74 |
| Tail Ratio | 1.22 | 1.08 |
| Outlier Win Ratio | 12.86 | 3.14 |
| Outlier Loss Ratio | 4.01 | 2.92 |
| Volatility (ann.) | 30.3% | 49.69% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.89 | 1.37 |
| Skew | 2.08 | 0.37 |
| Kurtosis | 15.59 | 1.71 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.77% | 2.59% |
| Expected Yearly % | 20.3% | 13.66% |
| Kelly Criterion | 14.02% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -4.16% |
| Expected Shortfall (cVaR) | -2.47% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 40.02 | 1.09 | + |
| 2025 | -5.40 | 3.36 | -0.62 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 6.04% | 3.73% |
| 3M | 7.69% | -7.53% |
| 6M | 41.35% | 38.8% |
| YTD | 3.36% | -5.4% |
| 1Y | 44.73% | 29.18% |
| 3Y (ann.) | 57.03% | 36.69% |
| 5Y (ann.) | 57.03% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -14.67% | -26.85% |
| Longest DD Days | 71.0 | 145.0 |
| Avg. Drawdown | -5.95% | -7.34% |
| Avg. Drawdown Days | 32.0 | 27.0 |
| Recovery Factor | 3.05 | 1.09 |
| Ulcer Index | 1.03 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-08-09 | -14.67 | 56 |
| 2024-08-19 | 2024-10-29 | -8.86 | 71 |
| 2025-01-04 | 2025-03-03 | -8.64 | 58 |
| 2025-03-04 | 2025-03-27 | -6.78 | 23 |
| 2024-12-01 | 2024-12-25 | -6.02 | 24 |
| 2024-11-13 | 2024-11-22 | -1.42 | 9 |
| 2024-12-27 | 2025-01-02 | -0.93 | 6 |
| 2024-10-31 | 2024-11-06 | -0.25 | 6 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -6.13% | -7.85% |
| Best Week | 10.19% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 27.96% | 34.46% |
| Worst Month | -7.9% | -19.77% |
| Best Year | 40.02% | 36.55% |
| Worst Year | 3.36% | -5.4% |
| Avg. Up Day | 2.02% | 2.45% |
| Avg. Down Day | -1.63% | -1.87% |
| Avg. Up Week | 3.67% | 5.85% |
| Avg. Down Week | -2.94% | -5.46% |
| Avg. Up Month | 11.67% | 14.32% |
| Avg. Down Month | -3.31% | -11.5% |
| Win Days % | 52.38% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 62.5% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |