| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 29.36% | 53.33% |
| Max Drawdown | -20.22% | -30.99% |
| Sharpe | 0.21 | 0.23 |
| Sortino | 0.31 | 0.32 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.18 | 1.05 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 15.74 | 3.67 |
| Outlier Loss Ratio | 4.18 | 3.7 |
| Volatility (ann.) | 6.2% | 10.68% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.53 | 1.82 |
| Skew | 0.33 | 0.01 |
| Kurtosis | 30.61 | 9.34 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.17% | 3.63% |
| Expected Yearly % | 13.74% | 23.83% |
| Kelly Criterion | 2.09% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.91% |
| Expected Shortfall (cVaR) | -0.53% | -0.91% |
| Year | 11114849:BTCUSD | 11114849:btcusd:triple_gx:lsma210_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 15.53 | 0.41 | - |
| 2025 | 11.01 | 11.98 | 1.09 | + |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| MTD | 3.27% | 10.03% |
| 3M | 8.92% | 7.25% |
| 6M | 12.85% | 18.65% |
| YTD | 11.98% | 11.01% |
| 1Y | 29.36% | 53.33% |
| 3Y (ann.) | 30.9% | 56.37% |
| 5Y (ann.) | 30.9% | 56.37% |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Max Drawdown | -20.22% | -30.99% |
| Longest DD Days | 118.0 | 149.0 |
| Avg. Drawdown | -2.66% | -2.52% |
| Avg. Drawdown Days | 7.0 | 6.0 |
| Recovery Factor | 1.45 | 1.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-16 | -20.22 | 118 |
| 2024-08-25 | 2024-10-29 | -11.47 | 64 |
| 2024-07-17 | 2024-08-08 | -11.07 | 22 |
| 2024-06-17 | 2024-07-16 | -11.07 | 28 |
| 2024-11-22 | 2024-12-24 | -7.37 | 31 |
| 2024-12-24 | 2025-01-06 | -5.73 | 12 |
| 2024-10-29 | 2024-11-06 | -5.46 | 7 |
| 2024-11-13 | 2024-11-22 | -5.38 | 8 |
| 2024-08-08 | 2024-08-23 | -5.33 | 14 |
| 2025-01-13 | 2025-01-14 | -4.87 | 1 |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 10.56% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -9.76% | -17.69% |
| Best Year | 15.53% | 38.13% |
| Worst Year | 11.98% | 11.01% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 3.73% | 7.01% |
| Avg. Down Week | -2.62% | -5.3% |
| Avg. Up Month | 7.92% | 16.43% |
| Avg. Down Month | -2.68% | -7.57% |
| Win Days % | 49.26% | 50.69% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 53.06% | 54.9% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |