| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 34.63% | 44.44% |
| Max Drawdown | -15.62% | -28.21% |
| Sharpe | 0.97 | 0.77 |
| Sortino | 1.6 | 1.12 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.29 | 1.12 |
| Common Sense Ratio | 1.55 | 1.23 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.2 | 1.09 |
| Outlier Win Ratio | 16.93 | 3.24 |
| Outlier Loss Ratio | 3.6 | 2.96 |
| Volatility (ann.) | 22.99% | 45.11% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.4 | 0.98 |
| Skew | 1.44 | -0.14 |
| Kurtosis | 18.48 | 3.59 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.58% | 1.95% |
| Expected Yearly % | 16.03% | 20.18% |
| Kelly Criterion | 11.46% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.79% |
| Expected Shortfall (cVaR) | -1.92% | -3.79% |
| Year | 4056868:BTCUSD | 4056868:btcusd:triple_gx:lsma195_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 45.44 | 1.12 | + |
| 2025 | 2.81 | -7.43 | -2.65 | - |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| MTD | -5.03% | -13.5% |
| 3M | -12.46% | -19.24% |
| 6M | -7.95% | -8.05% |
| YTD | -7.43% | 2.81% |
| 1Y | 0.0% | 4.01% |
| 3Y (ann.) | 21.81% | 27.63% |
| 5Y (ann.) | 21.81% | 27.63% |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Max Drawdown | -15.62% | -28.21% |
| Longest DD Days | 105.0 | 154.0 |
| Avg. Drawdown | -4.51% | -9.07% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 2.22 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-17 | -15.62 | 42 |
| 2024-08-27 | 2024-10-21 | -10.80 | 55 |
| 2025-01-08 | 2025-04-23 | -10.27 | 105 |
| 2024-05-20 | 2024-07-21 | -7.34 | 62 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-07-15 | 2025-10-05 | -4.93 | 82 |
| 2025-05-03 | 2025-05-21 | -4.36 | 18 |
| 2024-10-22 | 2024-11-06 | -3.22 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.1% | -18.81% |
| Best Month | 43.38% | 34.43% |
| Worst Month | -8.99% | -23.44% |
| Best Year | 45.44% | 40.49% |
| Worst Year | -7.43% | 2.81% |
| Avg. Up Day | 1.53% | 1.57% |
| Avg. Down Day | -1.4% | -1.49% |
| Avg. Up Week | 4.65% | 6.43% |
| Avg. Down Week | -2.7% | -3.96% |
| Avg. Up Month | 9.29% | 11.96% |
| Avg. Down Month | -4.41% | -9.39% |
| Win Days % | 53.72% | 51.82% |
| Win Month % | 47.06% | 63.16% |
| Win Week % | 46.34% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |