| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 11.31% | 27.31% |
| Max Drawdown | -15.02% | -26.85% |
| Sharpe | 0.65 | 0.84 |
| Sortino | 1.27 | 1.29 |
| Payoff Ratio | 1.37 | 1.66 |
| Profit Factor | 1.21 | 1.13 |
| Common Sense Ratio | 1.13 | 1.22 |
| CPC Index | 0.72 | 0.93 |
| Tail Ratio | 0.94 | 1.08 |
| Outlier Win Ratio | 17.37 | 2.78 |
| Outlier Loss Ratio | 4.12 | 2.4 |
| Volatility (ann.) | 24.89% | 49.9% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.94 | 1.29 |
| Skew | 4.04 | 0.37 |
| Kurtosis | 36.44 | 1.68 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.08% | 2.44% |
| Expected Yearly % | 5.5% | 12.83% |
| Kelly Criterion | 2.32% | 19.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.18% |
| Expected Shortfall (cVaR) | -2.1% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 10.35 | 0.28 | - |
| 2025 | -6.77 | 0.88 | -0.13 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 8.61% | 2.22% |
| 3M | 2.49% | -11.77% |
| 6M | 0.12% | 36.2% |
| YTD | 0.88% | -6.77% |
| 1Y | 11.31% | 27.31% |
| 3Y (ann.) | 14.13% | 34.68% |
| 5Y (ann.) | 14.13% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -15.02% | -26.85% |
| Longest DD Days | 213.0 | 145.0 |
| Avg. Drawdown | -4.14% | -7.34% |
| Avg. Drawdown Days | 42.0 | 27.0 |
| Recovery Factor | 0.75 | 1.02 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-23 | 2025-03-24 | -15.02 | 213 |
| 2024-06-18 | 2024-07-16 | -5.73 | 28 |
| 2024-08-19 | 2024-08-20 | -2.58 | 1 |
| 2024-07-28 | 2024-07-29 | -0.79 | 1 |
| 2024-07-30 | 2024-08-09 | -0.43 | 10 |
| 2024-06-16 | 2024-06-17 | -0.27 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 12.53% | 10.7% |
| Worst Day | -5.5% | -7.85% |
| Best Week | 12.59% | 15.55% |
| Worst Week | -7.0% | -14.34% |
| Best Month | 12.87% | 34.46% |
| Worst Month | -8.62% | -19.77% |
| Best Year | 10.35% | 36.55% |
| Worst Year | 0.88% | -6.77% |
| Avg. Up Day | 1.83% | 2.75% |
| Avg. Down Day | -1.33% | -1.66% |
| Avg. Up Week | 2.54% | 6.19% |
| Avg. Down Week | -2.04% | -5.42% |
| Avg. Up Month | 4.94% | 14.82% |
| Avg. Down Month | -3.7% | -11.5% |
| Win Days % | 43.52% | 49.66% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 53.85% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |