| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 46.02% | 44.44% |
| Max Drawdown | -13.24% | -28.21% |
| Sharpe | 1.21 | 0.77 |
| Sortino | 2.03 | 1.12 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.38 | 1.12 |
| Common Sense Ratio | 1.73 | 1.23 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.25 | 1.09 |
| Outlier Win Ratio | 16.84 | 3.24 |
| Outlier Loss Ratio | 3.73 | 2.96 |
| Volatility (ann.) | 22.8% | 45.11% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.16 | 0.98 |
| Skew | 1.49 | -0.14 |
| Kurtosis | 19.07 | 3.59 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.01% | 1.95% |
| Expected Yearly % | 20.84% | 20.18% |
| Kelly Criterion | 14.13% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.79% |
| Expected Shortfall (cVaR) | -1.89% | -3.79% |
| Year | 4056870:BTCUSD | 4056870:btcusd:triple_gx:lsma205_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 40.21 | 0.99 | - |
| 2025 | 2.81 | 4.14 | 1.47 | + |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| MTD | -5.03% | -13.5% |
| 3M | -7.28% | -19.24% |
| 6M | -2.68% | -8.05% |
| YTD | 4.14% | 2.81% |
| 1Y | 12.51% | 4.01% |
| 3Y (ann.) | 28.56% | 27.63% |
| 5Y (ann.) | 28.56% | 27.63% |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Max Drawdown | -13.24% | -28.21% |
| Longest DD Days | 170.0 | 154.0 |
| Avg. Drawdown | -3.54% | -9.07% |
| Avg. Drawdown Days | 27.0 | 37.0 |
| Recovery Factor | 3.48 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-17 | -13.24 | 42 |
| 2024-05-20 | 2024-11-06 | -11.42 | 170 |
| 2025-03-27 | 2025-04-23 | -7.73 | 27 |
| 2025-01-23 | 2025-03-26 | -5.09 | 62 |
| 2025-05-03 | 2025-05-21 | -4.36 | 18 |
| 2025-07-15 | 2025-09-15 | -4.22 | 62 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2025-05-22 | 2025-07-03 | -2.10 | 42 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2025-09-19 | 2025-10-04 | -1.74 | 15 |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870: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 | -6.43% | -23.44% |
| Best Year | 40.21% | 40.49% |
| Worst Year | 4.14% | 2.81% |
| Avg. Up Day | 1.53% | 1.58% |
| Avg. Down Day | -1.36% | -1.44% |
| Avg. Up Week | 4.41% | 6.16% |
| Avg. Down Week | -2.68% | -3.98% |
| Avg. Up Month | 9.21% | 11.96% |
| Avg. Down Month | -4.79% | -9.71% |
| Win Days % | 54.55% | 51.82% |
| Win Month % | 50.0% | 63.16% |
| Win Week % | 50.0% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |