| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 47.96% | 29.4% |
| Max Drawdown | -17.61% | -30.51% |
| Sharpe | 0.35 | 0.17 |
| Sortino | 0.51 | 0.25 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.1 | 1.03 |
| Common Sense Ratio | 1.25 | 1.01 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 16.58 | 3.68 |
| Outlier Loss Ratio | 4.1 | 3.66 |
| Volatility (ann.) | 6.26% | 10.87% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.48 | 1.21 |
| Skew | 0.19 | -0.05 |
| Kurtosis | 37.18 | 8.82 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 4.0% | 2.61% |
| Expected Yearly % | 21.64% | 13.75% |
| Kelly Criterion | 3.8% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.93% |
| Expected Shortfall (cVaR) | -0.53% | -0.93% |
| Year | 11112697:BTCUSD | 11112697:btcusd:triple_gx:lsma220_140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 55.71 | 1.46 | + |
| 2025 | -6.32 | -4.98 | 0.79 | + |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| MTD | -4.45% | 3.75% |
| 3M | -8.17% | -11.97% |
| 6M | 31.04% | 36.07% |
| YTD | -4.98% | -6.32% |
| 1Y | 47.96% | 29.4% |
| 3Y (ann.) | 61.33% | 36.97% |
| 5Y (ann.) | 61.33% | 36.97% |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Max Drawdown | -17.61% | -30.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.13% | -2.47% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 2.72 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -17.61 | 63 |
| 2025-03-02 | 2025-03-27 | -17.44 | 24 |
| 2024-11-29 | 2025-01-29 | -10.17 | 61 |
| 2025-01-30 | 2025-03-02 | -9.07 | 31 |
| 2024-08-23 | 2024-09-19 | -8.84 | 26 |
| 2024-08-08 | 2024-08-23 | -5.44 | 14 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-14 | 2024-10-29 | -3.51 | 14 |
| 2024-10-07 | 2024-10-14 | -2.94 | 6 |
| Metric | 11112697:btcusd:triple_gx:lsma220_140_70 | 11112697:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 30.56% | 37.42% |
| Worst Month | -7.35% | -17.69% |
| Best Year | 55.71% | 38.13% |
| Worst Year | -4.98% | -6.32% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.23% | 7.81% |
| Avg. Down Week | -2.79% | -4.36% |
| Avg. Up Month | 10.85% | 13.69% |
| Avg. Down Month | -5.18% | -9.4% |
| Win Days % | 50.25% | 50.93% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.38% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |