| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 58.78% | 52.89% |
| Max Drawdown | -17.31% | -29.51% |
| Sharpe | 0.69 | 0.42 |
| Sortino | 1.09 | 0.6 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.48 | 0.99 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.22 | 0.93 |
| Outlier Win Ratio | 18.29 | 3.6 |
| Outlier Loss Ratio | 3.93 | 3.28 |
| Volatility (ann.) | 12.23% | 23.2% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.07 | 1.1 |
| Skew | 1.61 | 0.18 |
| Kurtosis | 26.72 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 2.26% |
| Expected Yearly % | 26.01% | 23.65% |
| Kelly Criterion | 7.73% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -1.97% |
| Expected Shortfall (cVaR) | -1.03% | -1.97% |
| Year | 4056864:BTCUSD | 4056864:btcusd:triple_gx:lsma180_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 69.37 | 1.40 | + |
| 2025 | 2.28 | -6.25 | -2.75 | - |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -14.45% | -18.73% |
| 6M | -11.3% | -7.45% |
| YTD | -6.25% | 2.28% |
| 1Y | 2.12% | 5.34% |
| 3Y (ann.) | 35.83% | 32.47% |
| 5Y (ann.) | 35.83% | 32.47% |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Max Drawdown | -17.31% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.77% | -5.99% |
| Avg. Drawdown Days | 13.0 | 18.0 |
| Recovery Factor | 3.4 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -17.31 | 126 |
| 2025-01-07 | 2025-03-23 | -11.69 | 75 |
| 2024-08-27 | 2024-09-19 | -8.70 | 23 |
| 2025-03-24 | 2025-04-22 | -8.30 | 28 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2024-07-22 | 2024-08-21 | -6.01 | 30 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-07-14 | -5.07 | 72 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 43.38% | 37.42% |
| Worst Month | -9.53% | -17.69% |
| Best Year | 69.37% | 49.48% |
| Worst Year | -6.25% | 2.28% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.72% | 6.55% |
| Avg. Down Week | -3.38% | -3.69% |
| Avg. Up Month | 9.79% | 11.81% |
| Avg. Down Month | -5.98% | -7.76% |
| Win Days % | 51.04% | 52.18% |
| Win Month % | 62.5% | 57.89% |
| Win Week % | 56.82% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |