| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 65.54% | 71.33% |
| Max Drawdown | -29.52% | -28.17% |
| Sharpe | 1.57 | 1.26 |
| Sortino | 2.72 | 2.02 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.41 | 1.2 |
| Common Sense Ratio | 1.8 | 1.39 |
| CPC Index | 0.93 | 0.78 |
| Tail Ratio | 1.28 | 1.15 |
| Outlier Win Ratio | 11.15 | 3.69 |
| Outlier Loss Ratio | 3.55 | 3.07 |
| Volatility (ann.) | 33.9% | 49.95% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.07 | 2.36 |
| Skew | 1.52 | 0.59 |
| Kurtosis | 11.03 | 2.41 |
| Expected Daily % | 0.13% | 0.14% |
| Expected Monthly % | 3.95% | 4.23% |
| Expected Yearly % | 28.66% | 30.89% |
| Kelly Criterion | 14.23% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -4.13% |
| Expected Shortfall (cVaR) | -2.77% | -4.13% |
| Year | 11193696:BTCUSD | 11193696:btcusd:triple_gx:lsma110_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 28.28 | 0.58 | - |
| 2025 | 15.47 | 29.05 | 1.88 | + |
| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| MTD | 14.45% | 14.45% |
| 3M | 29.05% | 9.61% |
| 6M | 24.01% | 9.5% |
| YTD | 29.05% | 15.47% |
| 1Y | 65.54% | 58.65% |
| 3Y (ann.) | 61.06% | 66.39% |
| 5Y (ann.) | 61.06% | 66.39% |
| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| Max Drawdown | -29.52% | -28.17% |
| Longest DD Days | 153.0 | 161.0 |
| Avg. Drawdown | -4.16% | -6.45% |
| Avg. Drawdown Days | 19.0 | 22.0 |
| Recovery Factor | 2.22 | 2.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -29.52 | 153 |
| 2024-12-18 | 2025-04-23 | -11.04 | 126 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2025-05-23 | 2025-05-24 | -3.93 | 1 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-05-03 | 2025-05-07 | -2.74 | 4 |
| 2025-05-11 | 2025-05-18 | -1.90 | 7 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 37.42% | 37.42% |
| Worst Month | -12.97% | -17.69% |
| Best Year | 29.05% | 48.38% |
| Worst Year | 28.28% | 15.47% |
| Avg. Up Day | 1.96% | 1.96% |
| Avg. Down Day | -1.52% | -1.53% |
| Avg. Up Week | 5.14% | 5.93% |
| Avg. Down Week | -3.35% | -3.76% |
| Avg. Up Month | 17.14% | 16.85% |
| Avg. Down Month | -7.69% | -6.36% |
| Win Days % | 51.81% | 50.78% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 59.38% | 56.14% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |