| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 14.58% | 27.31% |
| Max Drawdown | -11.88% | -26.85% |
| Sharpe | 0.74 | 0.84 |
| Sortino | 1.33 | 1.29 |
| Payoff Ratio | 1.37 | 1.71 |
| Profit Factor | 1.2 | 1.13 |
| Common Sense Ratio | 1.27 | 1.22 |
| CPC Index | 0.72 | 0.96 |
| Tail Ratio | 1.06 | 1.08 |
| Outlier Win Ratio | 13.65 | 3.0 |
| Outlier Loss Ratio | 3.99 | 2.4 |
| Volatility (ann.) | 27.45% | 49.9% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.54 | 1.29 |
| Skew | 2.23 | 0.37 |
| Kurtosis | 17.89 | 1.68 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.37% | 2.44% |
| Expected Yearly % | 7.04% | 12.83% |
| Kelly Criterion | 2.67% | 20.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -4.18% |
| Expected Shortfall (cVaR) | -2.31% | -4.18% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | 15.71 | 0.43 | - |
| 2025 | -6.77 | -0.97 | 0.14 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 0.73% | 2.22% |
| 3M | -1.79% | -11.77% |
| 6M | 8.01% | 36.2% |
| YTD | -0.97% | -6.77% |
| 1Y | 14.58% | 27.31% |
| 3Y (ann.) | 18.28% | 34.68% |
| 5Y (ann.) | 18.28% | 34.68% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -11.88% | -26.85% |
| Longest DD Days | 69.0 | 145.0 |
| Avg. Drawdown | -4.75% | -7.34% |
| Avg. Drawdown Days | 23.0 | 27.0 |
| Recovery Factor | 1.23 | 1.02 |
| Ulcer Index | 1.03 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-04 | 2024-11-12 | -11.88 | 69 |
| 2025-01-27 | 2025-03-24 | -10.05 | 56 |
| 2024-06-18 | 2024-07-16 | -7.81 | 28 |
| 2024-11-24 | 2024-12-25 | -6.34 | 31 |
| 2024-12-26 | 2025-01-15 | -5.18 | 20 |
| 2024-08-10 | 2024-08-24 | -4.99 | 14 |
| 2024-07-30 | 2024-08-09 | -2.09 | 10 |
| 2024-09-02 | 2024-09-03 | -1.27 | 1 |
| 2024-07-17 | 2024-07-29 | -1.06 | 12 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -6.81% | -7.85% |
| Best Week | 10.75% | 15.55% |
| Worst Week | -6.01% | -14.34% |
| Best Month | 11.44% | 34.46% |
| Worst Month | -8.45% | -19.77% |
| Best Year | 15.71% | 36.55% |
| Worst Year | -0.97% | -6.77% |
| Avg. Up Day | 1.8% | 2.51% |
| Avg. Down Day | -1.31% | -1.46% |
| Avg. Up Week | 2.31% | 5.82% |
| Avg. Down Week | -2.58% | -6.0% |
| Avg. Up Month | 5.57% | 13.89% |
| Avg. Down Month | -4.94% | -11.5% |
| Win Days % | 43.7% | 49.66% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 59.52% | 54.55% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |