| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 142.52% | 215.56% |
| Max Drawdown | -12.83% | -23.24% |
| Sharpe | 3.21 | 3.03 |
| Sortino | 8.95 | 5.18 |
| Payoff Ratio | 3.99 | 1.67 |
| Profit Factor | 1.98 | 1.59 |
| Common Sense Ratio | 4.45 | 2.35 |
| CPC Index | 2.04 | 1.39 |
| Tail Ratio | 2.25 | 1.48 |
| Outlier Win Ratio | 3.32 | 3.63 |
| Outlier Loss Ratio | 11.27 | 3.19 |
| Volatility (ann.) | 58.12% | 84.62% |
| R^2 | 0.47 | 0.47 |
| Calmar | 6.63 | 5.26 |
| Skew | 2.76 | 0.45 |
| Kurtosis | 11.67 | 3.46 |
| Expected Daily % | 0.47% | 0.61% |
| Expected Monthly % | 5.04% | 6.59% |
| Expected Yearly % | 34.35% | 46.68% |
| Kelly Criterion | 7.35% | 23.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.49% | -6.58% |
| Expected Shortfall (cVaR) | -4.49% | -6.58% |
| Year | 11114849:BTCUSD | 11114849:btcusd:triple_gx:lsma210_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.80 | 28.35 | 0.48 | - |
| 2024 | 121.50 | 90.71 | 0.75 | - |
| 2025 | -10.29 | -0.92 | 0.09 | + |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| MTD | 0.42% | -12.02% |
| 3M | -0.61% | -18.97% |
| 6M | 13.49% | 33.99% |
| YTD | -0.92% | -10.29% |
| 1Y | 40.0% | 34.49% |
| 3Y (ann.) | 85.14% | 122.32% |
| 5Y (ann.) | 85.14% | 122.32% |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Max Drawdown | -12.83% | -23.24% |
| Longest DD Days | 69.0 | 240.0 |
| Avg. Drawdown | -3.12% | -6.26% |
| Avg. Drawdown Days | 16.0 | 33.0 |
| Recovery Factor | 11.1 | 9.28 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-23 | -12.83 | 56 |
| 2024-09-01 | 2024-11-09 | -9.92 | 69 |
| 2024-06-17 | 2024-07-18 | -9.26 | 30 |
| 2023-12-14 | 2024-02-12 | -8.98 | 59 |
| 2024-07-22 | 2024-08-10 | -6.78 | 18 |
| 2024-12-26 | 2025-01-06 | -5.10 | 11 |
| 2023-11-21 | 2023-12-07 | -4.51 | 16 |
| 2024-11-29 | 2024-12-25 | -4.39 | 26 |
| 2024-03-10 | 2024-03-24 | -3.42 | 14 |
| 2023-11-02 | 2023-11-19 | -2.32 | 17 |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Best Day | 20.1% | 20.31% |
| Worst Day | -5.16% | -15.86% |
| Best Week | 21.67% | 30.83% |
| Worst Week | -6.45% | -15.86% |
| Best Month | 21.68% | 36.29% |
| Worst Month | -9.76% | -12.02% |
| Best Year | 90.71% | 121.5% |
| Worst Year | -0.92% | -10.29% |
| Avg. Up Day | 4.01% | 4.2% |
| Avg. Down Day | -1.01% | -2.51% |
| Avg. Up Week | 6.18% | 8.9% |
| Avg. Down Week | -1.85% | -4.48% |
| Avg. Up Month | 11.47% | 18.48% |
| Avg. Down Month | -5.82% | -4.97% |
| Win Days % | 25.93% | 52.38% |
| Win Month % | 66.67% | 61.11% |
| Win Week % | 42.11% | 56.58% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |