| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 17.29% | 27.93% |
| Max Drawdown | -17.41% | -30.51% |
| Sharpe | 0.16 | 0.17 |
| Sortino | 0.24 | 0.24 |
| Payoff Ratio | 1.08 | 1.1 |
| Profit Factor | 1.04 | 1.03 |
| Common Sense Ratio | 1.11 | 1.01 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 16.73 | 3.67 |
| Outlier Loss Ratio | 4.18 | 3.63 |
| Volatility (ann.) | 6.22% | 10.89% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.24 | 1.16 |
| Skew | 0.52 | -0.05 |
| Kurtosis | 33.21 | 8.79 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.61% | 2.49% |
| Expected Yearly % | 8.3% | 13.11% |
| Kelly Criterion | 0.9% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.93% |
| Expected Shortfall (cVaR) | -0.53% | -0.93% |
| Year | 11114888:BTCUSD | 11114888:btcusd:triple_gx:lsma205_130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 20.30 | 0.53 | - |
| 2025 | -7.38 | -2.50 | 0.34 | + |
| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| MTD | -0.17% | 2.57% |
| 3M | -4.41% | -8.76% |
| 6M | 10.93% | 36.0% |
| YTD | -2.5% | -7.38% |
| 1Y | 17.29% | 27.93% |
| 3Y (ann.) | 21.65% | 35.35% |
| 5Y (ann.) | 21.65% | 35.35% |
| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| Max Drawdown | -17.41% | -30.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.57% | -2.47% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 0.99 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-25 | -17.41 | 66 |
| 2024-06-05 | 2024-07-15 | -13.12 | 40 |
| 2024-08-23 | 2024-10-29 | -10.29 | 66 |
| 2024-07-17 | 2024-08-08 | -10.03 | 22 |
| 2024-08-08 | 2024-08-23 | -7.43 | 14 |
| 2024-11-22 | 2024-12-24 | -7.00 | 31 |
| 2024-12-24 | 2025-01-15 | -6.81 | 21 |
| 2024-11-13 | 2024-11-22 | -5.38 | 8 |
| 2024-10-29 | 2024-11-06 | -4.44 | 7 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 10.86% | 18.93% |
| Worst Week | -5.34% | -12.33% |
| Best Month | 15.05% | 37.42% |
| Worst Month | -7.99% | -17.69% |
| Best Year | 20.3% | 38.13% |
| Worst Year | -2.5% | -7.38% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.22% | 7.54% |
| Avg. Down Week | -2.49% | -5.08% |
| Avg. Up Month | 7.19% | 15.28% |
| Avg. Down Month | -5.51% | -9.4% |
| Win Days % | 48.55% | 50.92% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 42.86% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |