| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 111.57% | 215.15% |
| Max Drawdown | -17.41% | -32.34% |
| Sharpe | 0.38 | 0.36 |
| Sortino | 0.57 | 0.51 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 16.83 | 3.77 |
| Outlier Loss Ratio | 4.03 | 3.64 |
| Volatility (ann.) | 6.21% | 10.64% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.86 | 3.7 |
| Skew | 0.75 | -0.05 |
| Kurtosis | 33.01 | 8.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.25% | 6.58% |
| Expected Yearly % | 28.38% | 46.61% |
| Kelly Criterion | 3.59% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.91% |
| Expected Shortfall (cVaR) | -0.53% | -0.91% |
| Year | 11114888:BTCUSD | 11114888:btcusd:triple_gx:lsma205_130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.96 | 22.81 | 0.42 | - |
| 2024 | 121.00 | 76.69 | 0.63 | - |
| 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 | 27.57% | 28.66% |
| 3Y (ann.) | 67.22% | 119.8% |
| 5Y (ann.) | 67.22% | 119.8% |
| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| Max Drawdown | -17.41% | -32.34% |
| Longest DD Days | 76.0 | 236.0 |
| Avg. Drawdown | -2.01% | -2.21% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 6.41 | 6.65 |
| Ulcer Index | inf | 1.0 |
| 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 |
| 2024-02-29 | 2024-05-15 | -8.88 | 76 |
| 2024-01-11 | 2024-02-08 | -8.68 | 27 |
| 2023-11-01 | 2023-12-04 | -7.87 | 32 |
| 2024-01-02 | 2024-01-11 | -7.86 | 9 |
| 2024-08-08 | 2024-08-23 | -7.43 | 14 |
| 2024-11-22 | 2024-12-24 | -7.00 | 31 |
| Metric | 11114888:btcusd:triple_gx:lsma205_130_125 | 11114888:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.64% | 23.06% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 31.8% | 43.77% |
| Worst Month | -7.99% | -17.69% |
| Best Year | 76.69% | 121.0% |
| Worst Year | -2.5% | -7.38% |
| Avg. Up Day | 0.37% | 0.38% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.83% | 8.06% |
| Avg. Down Week | -2.08% | -4.27% |
| Avg. Up Month | 11.2% | 17.24% |
| Avg. Down Month | -5.51% | -9.34% |
| Win Days % | 49.34% | 51.25% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 50.65% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |