| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 165.99% | 275.71% |
| Max Drawdown | -17.37% | -32.34% |
| Sharpe | 0.45 | 0.38 |
| Sortino | 0.68 | 0.54 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.29 | 1.09 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 16.52 | 3.73 |
| Outlier Loss Ratio | 4.03 | 3.63 |
| Volatility (ann.) | 6.13% | 10.54% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.85 | 3.98 |
| Skew | 0.78 | -0.02 |
| Kurtosis | 33.91 | 9.1 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.01% | 6.84% |
| Expected Yearly % | 38.56% | 55.46% |
| Kelly Criterion | 4.78% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.9% |
| Expected Shortfall (cVaR) | -0.52% | -0.9% |
| Year | 11114909:BTCUSD | 11114909:btcusd:triple_gx:lsma210_135_125 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 24.38 | 0.46 | - |
| 2024 | 121.00 | 93.73 | 0.77 | - |
| 2025 | 11.01 | 10.38 | 0.94 | - |
| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| MTD | -0.72% | 10.03% |
| 3M | 8.87% | 7.25% |
| 6M | 6.81% | 18.65% |
| YTD | 10.38% | 11.01% |
| 1Y | 33.11% | 56.44% |
| 3Y (ann.) | 84.31% | 128.71% |
| 5Y (ann.) | 84.31% | 128.71% |
| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| Max Drawdown | -17.37% | -32.34% |
| Longest DD Days | 118.0 | 236.0 |
| Avg. Drawdown | -1.71% | -2.25% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 9.55 | 8.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-16 | -17.37 | 118 |
| 2024-06-16 | 2024-07-15 | -11.48 | 29 |
| 2023-12-05 | 2024-02-08 | -11.24 | 64 |
| 2024-11-13 | 2025-01-17 | -8.46 | 64 |
| 2024-08-23 | 2024-10-28 | -8.26 | 65 |
| 2024-07-17 | 2024-08-08 | -8.24 | 22 |
| 2024-03-13 | 2024-04-08 | -7.44 | 25 |
| 2023-11-01 | 2023-12-04 | -6.35 | 32 |
| 2024-08-08 | 2024-08-23 | -6.02 | 14 |
| 2024-10-29 | 2024-11-06 | -4.58 | 7 |
| Metric | 11114909:btcusd:triple_gx:lsma210_135_125 | 11114909:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.64% | 23.06% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 30.85% | 43.77% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 93.73% | 121.0% |
| Worst Year | 10.38% | 11.01% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.51% | 7.99% |
| Avg. Down Week | -2.04% | -4.67% |
| Avg. Up Month | 9.64% | 16.83% |
| Avg. Down Month | -5.1% | -9.34% |
| Win Days % | 49.81% | 51.09% |
| Win Month % | 70.0% | 70.0% |
| Win Week % | 53.01% | 55.81% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |