| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 45.15% | 29.18% |
| Max Drawdown | -16.73% | -26.85% |
| Sharpe | 1.5 | 0.87 |
| Sortino | 2.57 | 1.33 |
| Payoff Ratio | 1.18 | 1.29 |
| Profit Factor | 1.41 | 1.13 |
| Common Sense Ratio | 1.96 | 1.23 |
| CPC Index | 0.86 | 0.73 |
| Tail Ratio | 1.38 | 1.08 |
| Outlier Win Ratio | 10.06 | 3.14 |
| Outlier Loss Ratio | 4.01 | 3.18 |
| Volatility (ann.) | 34.02% | 49.69% |
| R^2 | 0.41 | 0.41 |
| Calmar | 3.44 | 1.37 |
| Skew | 1.36 | 0.37 |
| Kurtosis | 10.87 | 1.71 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.8% | 2.59% |
| Expected Yearly % | 20.48% | 13.66% |
| Kelly Criterion | 10.57% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.79% | -4.16% |
| Expected Shortfall (cVaR) | -2.79% | -4.16% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 53.91 | 1.48 | + |
| 2025 | -5.40 | -5.69 | 1.05 | - |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -3.36% | 3.73% |
| 3M | -3.77% | -7.53% |
| 6M | 31.63% | 38.8% |
| YTD | -5.69% | -5.4% |
| 1Y | 45.15% | 29.18% |
| 3Y (ann.) | 57.6% | 36.69% |
| 5Y (ann.) | 57.6% | 36.69% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -16.73% | -26.85% |
| Longest DD Days | 56.0 | 145.0 |
| Avg. Drawdown | -5.41% | -7.34% |
| Avg. Drawdown Days | 19.0 | 27.0 |
| Recovery Factor | 2.7 | 1.09 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-08-09 | -16.73 | 56 |
| 2025-03-04 | 2025-03-27 | -15.41 | 23 |
| 2025-01-05 | 2025-01-31 | -8.47 | 26 |
| 2024-09-01 | 2024-10-07 | -7.53 | 36 |
| 2025-02-01 | 2025-03-03 | -7.14 | 30 |
| 2024-12-01 | 2025-01-04 | -6.31 | 34 |
| 2024-10-16 | 2024-10-29 | -2.98 | 13 |
| 2024-08-10 | 2024-08-24 | -2.86 | 14 |
| 2024-10-14 | 2024-10-15 | -1.07 | 1 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 11.96% | 15.55% |
| Worst Week | -7.53% | -14.34% |
| Best Month | 31.29% | 34.46% |
| Worst Month | -8.33% | -19.77% |
| Best Year | 53.91% | 36.55% |
| Worst Year | -5.69% | -5.4% |
| Avg. Up Day | 2.01% | 2.25% |
| Avg. Down Day | -1.71% | -1.75% |
| Avg. Up Week | 4.08% | 6.6% |
| Avg. Down Week | -2.99% | -6.22% |
| Avg. Up Month | 13.94% | 16.81% |
| Avg. Down Month | -6.5% | -11.5% |
| Win Days % | 51.68% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 59.52% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |