| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 44.65% | 29.4% |
| Max Drawdown | -17.63% | -30.51% |
| Sharpe | 0.35 | 0.17 |
| Sortino | 0.53 | 0.25 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.11 | 1.03 |
| Common Sense Ratio | 1.2 | 1.01 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 18.85 | 3.59 |
| Outlier Loss Ratio | 4.11 | 3.62 |
| Volatility (ann.) | 5.84% | 10.87% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.23 | 1.21 |
| Skew | 0.63 | -0.05 |
| Kurtosis | 43.81 | 8.82 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 3.76% | 2.61% |
| Expected Yearly % | 20.27% | 13.75% |
| Kelly Criterion | 4.18% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.93% |
| Expected Shortfall (cVaR) | -0.5% | -0.93% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 43.79 | 1.15 | + |
| 2025 | -6.32 | 0.60 | -0.09 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | 3.69% | 3.75% |
| 3M | -2.52% | -11.97% |
| 6M | 41.79% | 36.07% |
| YTD | 0.6% | -6.32% |
| 1Y | 44.65% | 29.4% |
| 3Y (ann.) | 56.92% | 36.97% |
| 5Y (ann.) | 56.92% | 36.97% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -17.63% | -30.51% |
| Longest DD Days | 93.0 | 144.0 |
| Avg. Drawdown | -1.89% | -2.47% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 2.53 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-23 | -17.63 | 79 |
| 2025-03-02 | 2025-03-27 | -10.54 | 24 |
| 2024-11-29 | 2025-03-02 | -10.34 | 93 |
| 2024-08-23 | 2024-10-14 | -9.36 | 51 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-14 | 2024-10-28 | -2.63 | 14 |
| 2024-10-29 | 2024-11-06 | -2.15 | 7 |
| 2024-11-06 | 2024-11-07 | -1.97 | 0 |
| 2024-11-22 | 2024-11-22 | -1.96 | 0 |
| 2024-11-06 | 2024-11-06 | -1.83 | 0 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 12.56% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 31.88% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 43.79% | 38.13% |
| Worst Year | 0.6% | -6.32% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 5.18% | 8.12% |
| Avg. Down Week | -2.71% | -4.71% |
| Avg. Up Month | 9.85% | 12.97% |
| Avg. Down Month | -4.9% | -9.4% |
| Win Days % | 50.28% | 50.93% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 48.78% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |