| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 111.49% | 144.62% |
| Max Drawdown | -11.45% | -22.86% |
| Sharpe | 0.79 | 0.61 |
| Sortino | 1.25 | 0.88 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.51 | 1.16 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 1.22 | 1.05 |
| Outlier Win Ratio | 16.28 | 3.97 |
| Outlier Loss Ratio | 3.84 | 3.65 |
| Volatility (ann.) | 6.35% | 10.32% |
| R^2 | 0.38 | 0.38 |
| Calmar | 19.21 | 13.18 |
| Skew | 1.25 | -0.05 |
| Kurtosis | 33.76 | 8.67 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 9.82% | 11.83% |
| Expected Yearly % | 45.43% | 56.4% |
| Kelly Criterion | 9.25% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.87% |
| Expected Shortfall (cVaR) | -0.53% | -0.87% |
| Year | 11114849:BTCUSD | 11114849:btcusd:triple_gx:lsma210_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 28.12 | 0.53 | - |
| 2024 | 59.73 | 65.08 | 1.09 | + |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| MTD | 8.47% | 11.33% |
| 3M | 21.4% | 10.3% |
| 6M | 78.25% | 78.82% |
| YTD | 65.08% | 59.73% |
| 1Y | 111.49% | 144.62% |
| 3Y (ann.) | 220.07% | 301.23% |
| 5Y (ann.) | 220.07% | 301.23% |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Max Drawdown | -11.45% | -22.86% |
| Longest DD Days | 64.0 | 78.0 |
| Avg. Drawdown | -1.42% | -1.98% |
| Avg. Drawdown Days | 3.0 | 2.0 |
| Recovery Factor | 9.73 | 6.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-05 | 2024-02-08 | -11.45 | 64 |
| 2024-04-08 | 2024-04-19 | -6.80 | 10 |
| 2024-03-14 | 2024-03-26 | -6.57 | 12 |
| 2023-11-09 | 2023-12-04 | -6.17 | 24 |
| 2024-04-30 | 2024-05-15 | -4.82 | 15 |
| 2024-03-26 | 2024-04-07 | -3.82 | 11 |
| 2024-02-29 | 2024-03-07 | -3.48 | 7 |
| 2024-02-28 | 2024-02-29 | -3.43 | 0 |
| 2023-10-25 | 2023-11-01 | -3.13 | 7 |
| 2024-03-07 | 2024-03-13 | -2.87 | 5 |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.97% | -4.43% |
| Best Week | 20.63% | 23.06% |
| Worst Week | -5.21% | -8.21% |
| Best Month | 31.71% | 43.77% |
| Worst Month | -1.62% | -14.98% |
| Best Year | 65.08% | 59.73% |
| Worst Year | 28.12% | 53.14% |
| Avg. Up Day | 0.39% | 0.39% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.11% | 9.08% |
| Avg. Down Week | -1.67% | -3.48% |
| Avg. Up Month | 12.46% | 18.33% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.51% | 51.67% |
| Win Month % | 87.5% | 87.5% |
| Win Week % | 58.82% | 57.14% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |