| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 89.6% | 149.21% |
| Max Drawdown | -12.88% | -20.58% |
| Sharpe | 3.37 | 2.98 |
| Sortino | 7.59 | 4.99 |
| Payoff Ratio | 1.43 | 1.27 |
| Profit Factor | 2.22 | 1.55 |
| Common Sense Ratio | 4.14 | 2.29 |
| CPC Index | 1.83 | 1.13 |
| Tail Ratio | 1.86 | 1.48 |
| Outlier Win Ratio | 11.15 | 3.45 |
| Outlier Loss Ratio | 4.39 | 2.82 |
| Volatility (ann.) | 31.03% | 52.44% |
| R^2 | 0.33 | 0.33 |
| Calmar | 13.39 | 15.45 |
| Skew | 2.4 | 0.33 |
| Kurtosis | 12.98 | 1.59 |
| Expected Daily % | 0.27% | 0.39% |
| Expected Monthly % | 8.33% | 12.09% |
| Expected Yearly % | 37.7% | 57.86% |
| Kelly Criterion | 28.03% | 23.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -4.09% |
| Expected Shortfall (cVaR) | -2.39% | -4.09% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.19 | 27.68 | 0.51 | - |
| 2024 | 61.63 | 48.49 | 0.79 | - |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 6.25% | 6.03% |
| 3M | 26.71% | 19.98% |
| 6M | 64.97% | 80.42% |
| YTD | 48.49% | 61.63% |
| 1Y | 89.6% | 149.21% |
| 3Y (ann.) | 172.43% | 318.06% |
| 5Y (ann.) | 172.43% | 318.06% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -12.88% | -20.58% |
| Longest DD Days | 39.0 | 77.0 |
| Avg. Drawdown | -3.57% | -4.61% |
| Avg. Drawdown Days | 16.0 | 11.0 |
| Recovery Factor | 6.96 | 7.25 |
| Ulcer Index | 0.97 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2024-02-11 | -12.88 | 38 |
| 2023-12-07 | 2024-01-02 | -5.99 | 26 |
| 2023-10-27 | 2023-12-05 | -5.96 | 39 |
| 2024-03-03 | 2024-03-25 | -4.86 | 22 |
| 2024-04-10 | 2024-04-20 | -3.81 | 10 |
| 2024-05-07 | 2024-05-16 | -3.66 | 9 |
| 2024-03-28 | 2024-04-08 | -1.66 | 11 |
| 2024-04-24 | 2024-05-06 | -1.45 | 12 |
| 2024-02-13 | 2024-02-27 | -1.12 | 14 |
| 2024-05-17 | 2024-05-18 | -0.91 | 1 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 11.25% | 11.25% |
| Worst Day | -5.0% | -7.55% |
| Best Week | 19.51% | 19.61% |
| Worst Week | -4.36% | -10.89% |
| Best Month | 29.57% | 43.01% |
| Worst Month | -4.41% | -7.63% |
| Best Year | 48.49% | 61.63% |
| Worst Year | 27.68% | 54.19% |
| Avg. Up Day | 1.97% | 2.24% |
| Avg. Down Day | -1.38% | -1.76% |
| Avg. Up Week | 6.19% | 8.87% |
| Avg. Down Week | -1.99% | -6.82% |
| Avg. Up Month | 13.55% | 20.13% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.66% | 57.08% |
| Win Month % | 75.0% | 87.5% |
| Win Week % | 56.67% | 65.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |