| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 14.37% | 27.31% |
| Max Drawdown | -14.17% | -26.85% |
| Sharpe | 0.78 | 0.84 |
| Sortino | 1.5 | 1.29 |
| Payoff Ratio | 1.47 | 1.78 |
| Profit Factor | 1.22 | 1.13 |
| Common Sense Ratio | 1.28 | 1.22 |
| CPC Index | 0.8 | 1.0 |
| Tail Ratio | 1.05 | 1.08 |
| Outlier Win Ratio | 15.34 | 2.93 |
| Outlier Loss Ratio | 4.2 | 2.37 |
| Volatility (ann.) | 25.25% | 49.9% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.27 | 1.29 |
| Skew | 3.13 | 0.37 |
| Kurtosis | 22.66 | 1.68 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.35% | 2.44% |
| Expected Yearly % | 6.94% | 12.83% |
| Kelly Criterion | 6.19% | 21.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -4.18% |
| Expected Shortfall (cVaR) | -2.12% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 12.05 | 0.33 | - |
| 2025 | -6.77 | 2.07 | -0.31 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 7.97% | 2.22% |
| 3M | 1.05% | -11.77% |
| 6M | 3.93% | 36.2% |
| YTD | 2.07% | -6.77% |
| 1Y | 14.37% | 27.31% |
| 3Y (ann.) | 18.01% | 34.68% |
| 5Y (ann.) | 18.01% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.17% | -26.85% |
| Longest DD Days | 201.0 | 145.0 |
| Avg. Drawdown | -4.2% | -7.34% |
| Avg. Drawdown Days | 39.0 | 27.0 |
| Recovery Factor | 1.01 | 1.02 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-04 | 2025-03-24 | -14.17 | 201 |
| 2024-06-18 | 2024-07-16 | -6.98 | 28 |
| 2024-08-10 | 2024-08-20 | -2.96 | 10 |
| 2024-07-17 | 2024-08-09 | -2.80 | 23 |
| 2024-09-02 | 2024-09-03 | -1.27 | 1 |
| 2024-08-23 | 2024-08-24 | -0.84 | 1 |
| 2024-06-07 | 2024-06-17 | -0.40 | 10 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -5.5% | -7.85% |
| Best Week | 10.75% | 15.55% |
| Worst Week | -6.02% | -14.34% |
| Best Month | 16.48% | 34.46% |
| Worst Month | -10.83% | -19.77% |
| Best Year | 12.05% | 36.55% |
| Worst Year | 2.07% | -6.77% |
| Avg. Up Day | 1.77% | 2.59% |
| Avg. Down Day | -1.2% | -1.45% |
| Avg. Up Week | 2.02% | 5.96% |
| Avg. Down Week | -2.06% | -5.58% |
| Avg. Up Month | 5.3% | 13.89% |
| Avg. Down Month | -5.2% | -11.5% |
| Win Days % | 44.09% | 49.66% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 57.14% | 54.55% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |