| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 14.46% | 27.31% |
| Max Drawdown | -13.62% | -26.85% |
| Sharpe | 0.7 | 0.84 |
| Sortino | 1.16 | 1.29 |
| Payoff Ratio | 1.29 | 1.7 |
| Profit Factor | 1.16 | 1.13 |
| Common Sense Ratio | 1.09 | 1.22 |
| CPC Index | 0.69 | 0.95 |
| Tail Ratio | 0.94 | 1.08 |
| Outlier Win Ratio | 10.33 | 3.02 |
| Outlier Loss Ratio | 3.97 | 2.61 |
| Volatility (ann.) | 30.38% | 49.9% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.33 | 1.29 |
| Skew | 1.53 | 0.37 |
| Kurtosis | 12.81 | 1.68 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.36% | 2.44% |
| Expected Yearly % | 6.99% | 12.83% |
| Kelly Criterion | 4.27% | 20.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -4.18% |
| Expected Shortfall (cVaR) | -2.56% | -4.18% |
| Year | 11114849:BTCUSD | 11114849:btcusd:triple_gx:lsma210_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 15.53 | 0.42 | - |
| 2025 | -6.77 | -0.92 | 0.14 | + |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| MTD | 0.42% | 2.22% |
| 3M | -0.61% | -11.77% |
| 6M | 13.39% | 36.2% |
| YTD | -0.92% | -6.77% |
| 1Y | 14.46% | 27.31% |
| 3Y (ann.) | 18.13% | 34.68% |
| 5Y (ann.) | 18.13% | 34.68% |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Max Drawdown | -13.62% | -26.85% |
| Longest DD Days | 73.0 | 145.0 |
| Avg. Drawdown | -4.69% | -7.34% |
| Avg. Drawdown Days | 20.0 | 27.0 |
| Recovery Factor | 1.06 | 1.02 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-24 | -13.62 | 64 |
| 2024-08-26 | 2024-11-07 | -10.64 | 73 |
| 2024-07-18 | 2024-08-20 | -9.72 | 33 |
| 2024-06-18 | 2024-07-16 | -9.09 | 28 |
| 2024-11-24 | 2024-12-25 | -6.03 | 31 |
| 2024-12-26 | 2025-01-07 | -5.09 | 12 |
| 2024-08-21 | 2024-08-24 | -3.07 | 3 |
| 2024-11-10 | 2024-11-14 | -1.04 | 4 |
| 2024-11-15 | 2024-11-22 | -0.97 | 7 |
| 2025-01-14 | 2025-01-15 | -0.88 | 1 |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 8.82% | 15.55% |
| Worst Week | -6.45% | -14.34% |
| Best Month | 11.31% | 34.46% |
| Worst Month | -9.3% | -19.77% |
| Best Year | 15.53% | 36.55% |
| Worst Year | -0.92% | -6.77% |
| Avg. Up Day | 1.74% | 2.35% |
| Avg. Down Day | -1.35% | -1.38% |
| Avg. Up Week | 2.96% | 6.06% |
| Avg. Down Week | -2.77% | -6.0% |
| Avg. Up Month | 6.68% | 15.14% |
| Avg. Down Month | -4.35% | -11.5% |
| Win Days % | 46.11% | 49.66% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 56.82% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |