| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 59.4% | 44.44% |
| Max Drawdown | -20.61% | -28.21% |
| Sharpe | 1.42 | 0.77 |
| Sortino | 2.47 | 1.12 |
| Payoff Ratio | 1.21 | 1.23 |
| Profit Factor | 1.43 | 1.12 |
| Common Sense Ratio | 2.39 | 1.23 |
| CPC Index | 0.91 | 0.71 |
| Tail Ratio | 1.67 | 1.09 |
| Outlier Win Ratio | 15.73 | 3.42 |
| Outlier Loss Ratio | 3.84 | 2.98 |
| Volatility (ann.) | 23.63% | 45.11% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.76 | 0.98 |
| Skew | 1.46 | -0.14 |
| Kurtosis | 14.04 | 3.59 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.48% | 1.95% |
| Expected Yearly % | 26.25% | 20.18% |
| Kelly Criterion | 13.69% | 12.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -3.79% |
| Expected Shortfall (cVaR) | -1.94% | -3.79% |
| Year | 4056894:BTCUSD | 4056894:btcusd:triple_gx:lsma185_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 84.98 | 2.10 | + |
| 2025 | 2.81 | -13.83 | -4.92 | - |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| MTD | -8.22% | -13.5% |
| 3M | -18.28% | -19.24% |
| 6M | -15.27% | -8.05% |
| YTD | -13.83% | 2.81% |
| 1Y | -6.8% | 4.01% |
| 3Y (ann.) | 36.26% | 27.63% |
| 5Y (ann.) | 36.26% | 27.63% |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Max Drawdown | -20.61% | -28.21% |
| Longest DD Days | 151.0 | 154.0 |
| Avg. Drawdown | -3.41% | -9.07% |
| Avg. Drawdown Days | 25.0 | 37.0 |
| Recovery Factor | 2.88 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-17 | -20.61 | 125 |
| 2024-11-23 | 2025-04-23 | -10.08 | 151 |
| 2024-05-22 | 2024-07-16 | -5.50 | 55 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-05-03 | 2025-07-03 | -3.55 | 61 |
| 2024-08-25 | 2024-09-19 | -3.50 | 25 |
| 2024-10-22 | 2024-11-06 | -2.88 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -8.22% | -18.81% |
| Best Month | 41.04% | 34.43% |
| Worst Month | -9.73% | -23.44% |
| Best Year | 84.98% | 40.49% |
| Worst Year | -13.83% | 2.81% |
| Avg. Up Day | 1.64% | 1.74% |
| Avg. Down Day | -1.36% | -1.42% |
| Avg. Up Week | 4.46% | 6.04% |
| Avg. Down Week | -2.89% | -3.94% |
| Avg. Up Month | 9.18% | 11.07% |
| Avg. Down Month | -7.23% | -8.39% |
| Win Days % | 52.79% | 51.82% |
| Win Month % | 62.5% | 63.16% |
| Win Week % | 53.49% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |