| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 94.11% | 215.59% |
| Max Drawdown | -17.38% | -32.34% |
| Sharpe | 0.34 | 0.36 |
| Sortino | 0.5 | 0.52 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 16.32 | 3.71 |
| Outlier Loss Ratio | 4.03 | 3.66 |
| Volatility (ann.) | 6.19% | 10.65% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.32 | 3.72 |
| Skew | 0.61 | -0.05 |
| Kurtosis | 32.98 | 8.76 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.75% | 6.59% |
| Expected Yearly % | 24.74% | 46.68% |
| Kelly Criterion | 3.72% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.91% |
| Expected Shortfall (cVaR) | -0.53% | -0.91% |
| Year | 11114772:BTCUSD | 11114772:btcusd:triple_gx:lsma230_145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.18 | 27.47 | 0.51 | - |
| 2024 | 121.00 | 57.86 | 0.48 | - |
| 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 | 22.09% | 28.66% |
| 3Y (ann.) | 57.76% | 120.34% |
| 5Y (ann.) | 57.76% | 120.34% |
| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| Max Drawdown | -17.38% | -32.34% |
| Longest DD Days | 79.0 | 236.0 |
| Avg. Drawdown | -2.11% | -2.22% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 5.42 | 6.67 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-25 | -17.38 | 66 |
| 2024-06-17 | 2024-08-08 | -13.52 | 52 |
| 2024-01-02 | 2024-02-09 | -12.81 | 38 |
| 2024-08-25 | 2024-11-13 | -12.47 | 79 |
| 2024-02-29 | 2024-04-08 | -9.55 | 39 |
| 2023-10-25 | 2023-12-04 | -9.10 | 39 |
| 2024-11-22 | 2024-12-25 | -8.30 | 32 |
| 2024-04-23 | 2024-05-15 | -6.84 | 22 |
| 2024-04-08 | 2024-04-19 | -6.31 | 11 |
| 2023-12-05 | 2024-01-02 | -6.15 | 27 |
| Metric | 11114772:btcusd:triple_gx:lsma230_145_115 | 11114772:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.97% | 23.06% |
| Worst Week | -5.7% | -12.33% |
| Best Month | 28.65% | 43.77% |
| Worst Month | -10.33% | -17.69% |
| Best Year | 57.86% | 121.0% |
| Worst Year | -3.53% | -7.38% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.83% | 8.27% |
| Avg. Down Week | -2.23% | -4.73% |
| Avg. Up Month | 13.16% | 21.65% |
| Avg. Down Month | -5.0% | -10.46% |
| Win Days % | 50.08% | 51.26% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 50.0% | 54.43% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |