| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 25.04% | 50.36% |
| Max Drawdown | -27.31% | -34.42% |
| Sharpe | 0.35 | 0.39 |
| Sortino | 0.53 | 0.57 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.18 | 0.96 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.07 | 0.9 |
| Outlier Win Ratio | 19.61 | 3.71 |
| Outlier Loss Ratio | 4.01 | 3.39 |
| Volatility (ann.) | 12.42% | 23.49% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.56 | 0.86 |
| Skew | 1.33 | 0.13 |
| Kurtosis | 26.66 | 6.95 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.12% | 2.06% |
| Expected Yearly % | 11.82% | 22.62% |
| Kelly Criterion | 3.12% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.0% |
| Expected Shortfall (cVaR) | -1.06% | -2.0% |
| Year | 4056832:BTCUSD | 4056832:btcusd:triple_gx:lsma165_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 61.95 | 1.25 | + |
| 2025 | 0.59 | -22.79 | -38.81 | - |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| MTD | -0.18% | 3.89% |
| 3M | -13.22% | -16.21% |
| 6M | -15.28% | -14.87% |
| YTD | -22.79% | 0.59% |
| 1Y | -22.79% | -7.19% |
| 3Y (ann.) | 15.3% | 29.67% |
| 5Y (ann.) | 15.3% | 29.67% |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Max Drawdown | -27.31% | -34.42% |
| Longest DD Days | 383.0 | 144.0 |
| Avg. Drawdown | -3.5% | -6.3% |
| Avg. Drawdown Days | 25.0 | 18.0 |
| Recovery Factor | 0.92 | 1.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-12-09 | -27.31 | 383 |
| 2024-08-22 | 2024-10-18 | -9.93 | 57 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-05-18 | 2024-07-17 | -4.50 | 59 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.43% | -12.33% |
| Best Month | 43.15% | 37.42% |
| Worst Month | -9.9% | -17.69% |
| Best Year | 61.95% | 49.48% |
| Worst Year | -22.79% | 0.59% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.31% | 6.62% |
| Avg. Down Week | -3.45% | -4.07% |
| Avg. Up Month | 10.91% | 12.73% |
| Avg. Down Month | -6.07% | -9.41% |
| Win Days % | 49.6% | 52.07% |
| Win Month % | 38.89% | 60.0% |
| Win Week % | 48.94% | 53.57% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |