| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 6.16% | 27.93% |
| Max Drawdown | -17.38% | -30.51% |
| Sharpe | 0.08 | 0.17 |
| Sortino | 0.12 | 0.24 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.02 | 1.03 |
| Common Sense Ratio | 1.06 | 1.01 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 16.58 | 3.66 |
| Outlier Loss Ratio | 4.19 | 3.66 |
| Volatility (ann.) | 6.15% | 10.89% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.44 | 1.16 |
| Skew | 0.19 | -0.05 |
| Kurtosis | 31.63 | 8.79 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.6% | 2.49% |
| Expected Yearly % | 3.03% | 13.11% |
| Kelly Criterion | 0.41% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.93% |
| Expected Shortfall (cVaR) | -0.53% | -0.93% |
| Year | 11114772:BTCUSD | 11114772:btcusd:triple_gx:lsma230_145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 10.04 | 0.26 | - |
| 2025 | -7.38 | -3.53 | 0.48 | + |
| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| MTD | -1.5% | 2.57% |
| 3M | -3.91% | -8.76% |
| 6M | 4.16% | 36.0% |
| YTD | -3.53% | -7.38% |
| 1Y | 6.16% | 27.93% |
| 3Y (ann.) | 7.62% | 35.35% |
| 5Y (ann.) | 7.62% | 35.35% |
| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| Max Drawdown | -17.38% | -30.51% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.63% | -2.47% |
| Avg. Drawdown Days | 9.0 | 5.0 |
| Recovery Factor | 0.35 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-25 | -17.38 | 66 |
| 2024-06-17 | 2024-08-08 | -13.52 | 52 |
| 2024-08-25 | 2024-11-13 | -12.47 | 79 |
| 2024-11-22 | 2024-12-25 | -8.30 | 32 |
| 2024-12-26 | 2025-01-14 | -5.85 | 19 |
| 2024-08-08 | 2024-08-23 | -5.74 | 14 |
| 2024-11-13 | 2024-11-22 | -5.38 | 8 |
| 2025-01-16 | 2025-01-17 | -2.90 | 1 |
| 2024-11-22 | 2024-11-22 | -1.96 | 0 |
| 2024-06-05 | 2024-06-17 | -1.63 | 11 |
| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 8.82% | 18.93% |
| Worst Week | -5.7% | -12.33% |
| Best Month | 10.8% | 37.42% |
| Worst Month | -10.33% | -17.69% |
| Best Year | 10.04% | 38.13% |
| Worst Year | -3.53% | -7.38% |
| Avg. Up Day | 0.34% | 0.35% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.49% | 7.92% |
| Avg. Down Week | -2.35% | -5.36% |
| Avg. Up Month | 6.52% | 19.34% |
| Avg. Down Month | -5.0% | -10.46% |
| Win Days % | 49.13% | 50.92% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 43.9% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |