| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 101.47% | 221.32% |
| Max Drawdown | -16.9% | -32.34% |
| Sharpe | 0.36 | 0.37 |
| Sortino | 0.54 | 0.52 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 17.07 | 3.69 |
| Outlier Loss Ratio | 4.04 | 3.62 |
| Volatility (ann.) | 6.07% | 10.65% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.66 | 3.81 |
| Skew | 0.64 | -0.05 |
| Kurtosis | 35.54 | 8.75 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.97% | 6.7% |
| Expected Yearly % | 26.3% | 47.56% |
| Kelly Criterion | 4.13% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.91% |
| Expected Shortfall (cVaR) | -0.52% | -0.91% |
| Year | 11114855:BTCUSD | 11114855:btcusd:triple_gx:lsma235_140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.45 | 28.87 | 0.53 | - |
| 2024 | 121.00 | 58.50 | 0.48 | - |
| 2025 | -5.86 | -1.37 | 0.23 | + |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| MTD | 1.81% | 4.25% |
| 3M | -1.9% | -7.58% |
| 6M | 3.1% | 38.22% |
| YTD | -1.37% | -5.86% |
| 1Y | 25.15% | 37.31% |
| 3Y (ann.) | 61.85% | 123.08% |
| 5Y (ann.) | 61.85% | 123.08% |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Max Drawdown | -16.9% | -32.34% |
| Longest DD Days | 78.0 | 236.0 |
| Avg. Drawdown | -2.0% | -2.25% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 6.0 | 6.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-24 | -16.90 | 66 |
| 2024-01-02 | 2024-02-09 | -13.55 | 38 |
| 2024-06-17 | 2024-08-08 | -13.55 | 51 |
| 2024-08-25 | 2024-11-12 | -12.35 | 78 |
| 2024-11-13 | 2025-01-17 | -9.87 | 64 |
| 2023-12-05 | 2024-01-02 | -7.31 | 27 |
| 2024-02-29 | 2024-03-26 | -6.99 | 26 |
| 2023-10-25 | 2023-12-04 | -6.77 | 39 |
| 2024-04-08 | 2024-04-20 | -5.86 | 11 |
| 2024-08-08 | 2024-08-23 | -5.70 | 14 |
| Metric | 11114855:btcusd:triple_gx:lsma235_140_120 | 11114855:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 21.11% | 23.06% |
| Worst Week | -4.75% | -12.33% |
| Best Month | 28.78% | 43.77% |
| Worst Month | -10.46% | -17.69% |
| Best Year | 58.5% | 121.0% |
| Worst Year | -1.37% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.19% | 8.27% |
| Avg. Down Week | -2.07% | -4.95% |
| Avg. Up Month | 9.74% | 19.17% |
| Avg. Down Month | -4.7% | -9.34% |
| Win Days % | 50.14% | 51.27% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 51.39% | 54.43% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |