| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.13% | 30.03% |
| Max Drawdown | -19.08% | -30.51% |
| Sharpe | 0.11 | 0.18 |
| Sortino | 0.17 | 0.25 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.04 | 1.03 |
| Common Sense Ratio | 1.02 | 1.01 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 28.99 | 3.36 |
| Outlier Loss Ratio | 3.96 | 3.37 |
| Volatility (ann.) | 4.58% | 10.89% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.53 | 1.25 |
| Skew | 2.13 | -0.05 |
| Kurtosis | 50.19 | 8.78 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.79% | 2.66% |
| Expected Yearly % | 3.99% | 14.03% |
| Kelly Criterion | 0.83% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -0.93% |
| Expected Shortfall (cVaR) | -0.39% | -0.93% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 11.57 | 0.30 | - |
| 2025 | -5.86 | -3.08 | 0.53 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 6.1% | 4.25% |
| 3M | -1.16% | -7.58% |
| 6M | -2.46% | 38.22% |
| YTD | -3.08% | -5.86% |
| 1Y | 8.13% | 30.03% |
| 3Y (ann.) | 10.12% | 38.23% |
| 5Y (ann.) | 10.12% | 38.23% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -30.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -1.96% | -2.47% |
| Avg. Drawdown Days | 11.0 | 5.0 |
| Recovery Factor | 0.43 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-24 | -19.08 | 201 |
| 2024-06-17 | 2024-07-15 | -8.37 | 27 |
| 2024-08-08 | 2024-08-20 | -4.85 | 11 |
| 2024-07-16 | 2024-08-08 | -3.74 | 22 |
| 2024-09-01 | 2024-09-03 | -2.41 | 2 |
| 2024-06-03 | 2024-06-04 | -2.10 | 1 |
| 2024-08-22 | 2024-08-23 | -1.95 | 1 |
| 2024-06-05 | 2024-06-17 | -1.32 | 12 |
| 2024-08-08 | 2024-08-08 | -1.13 | 0 |
| 2024-08-08 | 2024-08-08 | -1.04 | 0 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -2.15% | -4.9% |
| Best Week | 10.81% | 18.93% |
| Worst Week | -4.74% | -12.33% |
| Best Month | 17.12% | 37.42% |
| Worst Month | -13.52% | -17.69% |
| Best Year | 11.57% | 38.13% |
| Worst Year | -3.08% | -5.86% |
| Avg. Up Day | 0.34% | 0.35% |
| Avg. Down Day | -0.32% | -0.33% |
| Avg. Up Week | 2.67% | 6.85% |
| Avg. Down Week | -2.53% | -5.01% |
| Avg. Up Month | 5.16% | 13.91% |
| Avg. Down Month | -3.78% | -9.4% |
| Win Days % | 49.04% | 50.93% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 48.65% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |