| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 173.59% | 275.71% |
| Max Drawdown | -20.22% | -32.34% |
| Sharpe | 0.45 | 0.38 |
| Sortino | 0.68 | 0.54 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.29 | 1.09 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 15.72 | 3.74 |
| Outlier Loss Ratio | 4.04 | 3.68 |
| Volatility (ann.) | 6.26% | 10.54% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.33 | 3.98 |
| Skew | 0.72 | -0.02 |
| Kurtosis | 31.98 | 9.1 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.16% | 6.84% |
| Expected Yearly % | 39.86% | 55.46% |
| Kelly Criterion | 4.99% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.9% |
| Expected Shortfall (cVaR) | -0.53% | -0.9% |
| Year | 11114849:BTCUSD | 11114849:btcusd:triple_gx:lsma210_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 28.12 | 0.53 | - |
| 2024 | 121.00 | 90.71 | 0.75 | - |
| 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 | 29.73% | 56.44% |
| 3Y (ann.) | 87.58% | 128.71% |
| 5Y (ann.) | 87.58% | 128.71% |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Max Drawdown | -20.22% | -32.34% |
| Longest DD Days | 118.0 | 236.0 |
| Avg. Drawdown | -1.93% | -2.25% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 8.59 | 8.53 |
| 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 |
| 2023-12-05 | 2024-02-08 | -11.45 | 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 |
| 2024-04-08 | 2024-04-19 | -6.80 | 10 |
| 2024-03-14 | 2024-03-26 | -6.57 | 12 |
| 2023-11-09 | 2023-12-04 | -6.17 | 24 |
| 2024-12-24 | 2025-01-06 | -5.73 | 12 |
| Metric | 11114849:btcusd:triple_gx:lsma210_140_120 | 11114849:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.63% | 23.06% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 31.71% | 43.77% |
| Worst Month | -9.76% | -17.69% |
| Best Year | 90.71% | 121.0% |
| Worst Year | 11.98% | 11.01% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.74% | 7.89% |
| Avg. Down Week | -2.28% | -4.63% |
| Avg. Up Month | 10.4% | 17.47% |
| Avg. Down Month | -2.68% | -7.53% |
| Win Days % | 50.12% | 51.09% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 55.42% | 55.81% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |