| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 67.98% | 52.89% |
| Max Drawdown | -20.61% | -29.51% |
| Sharpe | 0.75 | 0.42 |
| Sortino | 1.22 | 0.6 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.46 | 0.99 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.18 | 0.93 |
| Outlier Win Ratio | 18.03 | 3.66 |
| Outlier Loss Ratio | 3.96 | 3.28 |
| Volatility (ann.) | 12.45% | 23.2% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.99 | 1.1 |
| Skew | 1.76 | 0.18 |
| Kurtosis | 25.7 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.77% | 2.26% |
| Expected Yearly % | 29.61% | 23.65% |
| Kelly Criterion | 8.34% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -1.97% |
| Expected Shortfall (cVaR) | -1.05% | -1.97% |
| Year | 4056894:BTCUSD | 4056894:btcusd:triple_gx:lsma185_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 94.94 | 1.92 | + |
| 2025 | 2.28 | -13.83 | -6.07 | - |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| MTD | -7.94% | -12.85% |
| 3M | -18.13% | -18.73% |
| 6M | -15.09% | -7.45% |
| YTD | -13.83% | 2.28% |
| 1Y | -6.02% | 5.34% |
| 3Y (ann.) | 41.0% | 32.47% |
| 5Y (ann.) | 41.0% | 32.47% |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Max Drawdown | -20.61% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.69% | -5.99% |
| Avg. Drawdown Days | 12.0 | 18.0 |
| Recovery Factor | 3.3 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -20.61 | 126 |
| 2025-01-20 | 2025-04-25 | -11.80 | 94 |
| 2024-11-22 | 2025-01-20 | -11.71 | 58 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-08-29 | 2024-09-18 | -5.77 | 20 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2025-05-02 | 2025-07-03 | -4.26 | 61 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.94% | -12.33% |
| Best Month | 41.04% | 37.42% |
| Worst Month | -10.01% | -17.69% |
| Best Year | 94.94% | 49.48% |
| Worst Year | -13.83% | 2.28% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.96% | 6.65% |
| Avg. Down Week | -3.09% | -3.65% |
| Avg. Up Month | 11.1% | 11.81% |
| Avg. Down Month | -6.67% | -6.35% |
| Win Days % | 50.89% | 52.18% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 54.55% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |