| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 111.49% | 148.37% |
| Max Drawdown | -10.92% | -20.58% |
| Sharpe | 3.76 | 2.96 |
| Sortino | 8.39 | 4.96 |
| Payoff Ratio | 1.51 | 1.54 |
| Profit Factor | 2.34 | 1.55 |
| Common Sense Ratio | 4.78 | 2.29 |
| CPC Index | 2.05 | 1.35 |
| Tail Ratio | 2.05 | 1.48 |
| Outlier Win Ratio | 9.76 | 3.44 |
| Outlier Loss Ratio | 4.7 | 2.99 |
| Volatility (ann.) | 32.32% | 52.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 20.3 | 15.22 |
| Skew | 2.07 | 0.33 |
| Kurtosis | 10.69 | 1.61 |
| Expected Daily % | 0.32% | 0.39% |
| Expected Monthly % | 9.82% | 12.04% |
| Expected Yearly % | 45.43% | 57.6% |
| Kelly Criterion | 30.0% | 28.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -4.08% |
| Expected Shortfall (cVaR) | -2.45% | -4.08% |
| Year | 11114849:BTCUSD | 11114849:btcusd:triple_gx:lsma210_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.67 | 27.48 | 0.51 | - |
| 2024 | 61.63 | 65.90 | 1.07 | + |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| MTD | 3.78% | 6.03% |
| 3M | 30.17% | 19.98% |
| 6M | 78.15% | 80.42% |
| YTD | 65.9% | 61.63% |
| 1Y | 111.49% | 148.37% |
| 3Y (ann.) | 221.67% | 313.31% |
| 5Y (ann.) | 221.67% | 313.31% |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Max Drawdown | -10.92% | -20.58% |
| Longest DD Days | 64.0 | 77.0 |
| Avg. Drawdown | -2.69% | -4.63% |
| Avg. Drawdown Days | 12.0 | 11.0 |
| Recovery Factor | 10.21 | 7.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-07 | 2024-02-09 | -10.92 | 64 |
| 2024-03-15 | 2024-03-25 | -4.66 | 10 |
| 2023-11-22 | 2023-12-03 | -4.50 | 11 |
| 2024-05-01 | 2024-05-16 | -4.33 | 15 |
| 2024-04-10 | 2024-04-20 | -3.64 | 10 |
| 2023-11-03 | 2023-11-20 | -2.47 | 17 |
| 2023-10-27 | 2023-11-02 | -1.84 | 6 |
| 2024-03-28 | 2024-04-07 | -1.48 | 10 |
| 2024-02-13 | 2024-02-27 | -1.29 | 14 |
| 2024-03-11 | 2024-03-14 | -1.28 | 3 |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Best Day | 11.25% | 11.25% |
| Worst Day | -5.0% | -7.55% |
| Best Week | 18.83% | 19.61% |
| Worst Week | -5.21% | -10.89% |
| Best Month | 32.2% | 43.01% |
| Worst Month | -1.56% | -7.63% |
| Best Year | 65.9% | 61.63% |
| Worst Year | 27.48% | 53.67% |
| Avg. Up Day | 2.1% | 2.32% |
| Avg. Down Day | -1.39% | -1.51% |
| Avg. Up Week | 6.2% | 8.14% |
| Avg. Down Week | -1.72% | -4.75% |
| Avg. Up Month | 11.69% | 16.93% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.85% | 56.84% |
| Win Month % | 87.5% | 87.5% |
| Win Week % | 56.25% | 65.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |