| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 19.96% | 27.93% |
| Max Drawdown | -17.46% | -30.51% |
| Sharpe | 0.18 | 0.17 |
| Sortino | 0.27 | 0.24 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.05 | 1.03 |
| Common Sense Ratio | 1.13 | 1.01 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 16.27 | 3.64 |
| Outlier Loss Ratio | 4.21 | 3.62 |
| Volatility (ann.) | 6.17% | 10.89% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.44 | 1.16 |
| Skew | 0.38 | -0.05 |
| Kurtosis | 33.27 | 8.79 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.84% | 2.49% |
| Expected Yearly % | 9.53% | 13.11% |
| Kelly Criterion | 1.64% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.93% |
| Expected Shortfall (cVaR) | -0.53% | -0.93% |
| Year | 11114928:BTCUSD | 11114928:btcusd:triple_gx:lsma210_140_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 19.73 | 0.52 | - |
| 2025 | -7.38 | 0.20 | -0.03 | + |
| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| MTD | 4.66% | 2.57% |
| 3M | -0.2% | -8.76% |
| 6M | 8.29% | 36.0% |
| YTD | 0.2% | -7.38% |
| 1Y | 19.96% | 27.93% |
| 3Y (ann.) | 25.07% | 35.35% |
| 5Y (ann.) | 25.07% | 35.35% |
| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| Max Drawdown | -17.46% | -30.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.42% | -2.47% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 1.14 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-25 | -17.46 | 66 |
| 2024-06-07 | 2024-07-16 | -11.99 | 38 |
| 2024-11-13 | 2025-01-17 | -10.55 | 64 |
| 2024-07-17 | 2024-08-08 | -8.31 | 22 |
| 2024-08-25 | 2024-10-15 | -7.31 | 50 |
| 2024-10-29 | 2024-11-06 | -5.36 | 7 |
| 2024-08-20 | 2024-08-23 | -4.50 | 3 |
| 2024-08-08 | 2024-08-20 | -4.06 | 11 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-15 | 2024-10-27 | -3.38 | 11 |
| Metric | 11114928:btcusd:triple_gx:lsma210_140_125 | 11114928:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 10.95% | 18.93% |
| Worst Week | -5.03% | -12.33% |
| Best Month | 17.03% | 37.42% |
| Worst Month | -9.7% | -17.69% |
| Best Year | 19.73% | 38.13% |
| Worst Year | 0.2% | -7.38% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 3.42% | 6.28% |
| Avg. Down Week | -2.18% | -5.38% |
| Avg. Up Month | 5.93% | 15.15% |
| Avg. Down Month | -5.19% | -9.4% |
| Win Days % | 49.3% | 50.92% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 47.62% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |