| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 44.65% | 29.18% |
| Max Drawdown | -17.01% | -26.85% |
| Sharpe | 1.53 | 0.87 |
| Sortino | 2.77 | 1.33 |
| Payoff Ratio | 1.21 | 1.35 |
| Profit Factor | 1.43 | 1.13 |
| Common Sense Ratio | 2.06 | 1.23 |
| CPC Index | 0.88 | 0.76 |
| Tail Ratio | 1.44 | 1.08 |
| Outlier Win Ratio | 10.69 | 3.14 |
| Outlier Loss Ratio | 3.67 | 2.92 |
| Volatility (ann.) | 32.79% | 49.69% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.35 | 1.37 |
| Skew | 1.8 | 0.37 |
| Kurtosis | 11.4 | 1.71 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.76% | 2.59% |
| Expected Yearly % | 20.27% | 13.66% |
| Kelly Criterion | 9.97% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -4.16% |
| Expected Shortfall (cVaR) | -2.69% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 43.79 | 1.20 | + |
| 2025 | -5.40 | 0.60 | -0.11 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 3.69% | 3.73% |
| 3M | 2.92% | -7.53% |
| 6M | 41.79% | 38.8% |
| YTD | 0.6% | -5.4% |
| 1Y | 44.65% | 29.18% |
| 3Y (ann.) | 56.92% | 36.69% |
| 5Y (ann.) | 56.92% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -17.01% | -26.85% |
| Longest DD Days | 71.0 | 145.0 |
| Avg. Drawdown | -5.89% | -7.34% |
| Avg. Drawdown Days | 27.0 | 27.0 |
| Recovery Factor | 2.62 | 1.09 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-08-24 | -17.01 | 71 |
| 2025-03-04 | 2025-03-27 | -9.53 | 23 |
| 2025-01-07 | 2025-03-03 | -8.46 | 55 |
| 2024-08-25 | 2024-10-15 | -7.88 | 51 |
| 2024-12-01 | 2025-01-04 | -6.33 | 34 |
| 2024-10-26 | 2024-10-29 | -1.94 | 3 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-10-31 | 2024-11-06 | -0.50 | 6 |
| 2024-11-09 | 2024-11-12 | -0.36 | 3 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -6.13% | -7.85% |
| Best Week | 12.16% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 32.61% | 34.46% |
| Worst Month | -8.72% | -19.77% |
| Best Year | 43.79% | 36.55% |
| Worst Year | 0.6% | -5.4% |
| Avg. Up Day | 2.07% | 2.37% |
| Avg. Down Day | -1.71% | -1.76% |
| Avg. Up Week | 3.54% | 6.3% |
| Avg. Down Week | -2.9% | -5.72% |
| Avg. Up Month | 10.65% | 14.19% |
| Avg. Down Month | -6.09% | -11.5% |
| Win Days % | 50.72% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 58.54% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |