| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 55.58% | 40.64% |
| Max Drawdown | -22.94% | -32.7% |
| Sharpe | 1.3 | 0.7 |
| Sortino | 2.23 | 1.02 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.39 | 1.11 |
| Common Sense Ratio | 2.08 | 1.17 |
| CPC Index | 0.87 | 0.68 |
| Tail Ratio | 1.5 | 1.05 |
| Outlier Win Ratio | 16.06 | 3.42 |
| Outlier Loss Ratio | 3.86 | 3.03 |
| Volatility (ann.) | 23.86% | 45.78% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.42 | 0.74 |
| Skew | 1.54 | -0.14 |
| Kurtosis | 14.74 | 3.37 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.23% | 1.72% |
| Expected Yearly % | 24.73% | 18.59% |
| Kelly Criterion | 13.2% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -3.85% |
| Expected Shortfall (cVaR) | -1.97% | -3.85% |
| Year | 4056897:BTCUSD | 4056897:btcusd:triple_gx:lsma195_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 72.78 | 1.80 | + |
| 2025 | 0.11 | -9.95 | -90.74 | - |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| MTD | 2.23% | 1.92% |
| 3M | -13.09% | -16.59% |
| 6M | -12.37% | -12.21% |
| YTD | -9.95% | 0.11% |
| 1Y | -9.95% | -6.96% |
| 3Y (ann.) | 32.52% | 24.27% |
| 5Y (ann.) | 32.52% | 24.27% |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Max Drawdown | -22.94% | -32.7% |
| Longest DD Days | 154.0 | 154.0 |
| Avg. Drawdown | -3.8% | -9.69% |
| Avg. Drawdown Days | 25.0 | 39.0 |
| Recovery Factor | 2.42 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-12-10 | -22.94 | 65 |
| 2024-11-23 | 2025-04-26 | -11.77 | 154 |
| 2024-05-22 | 2024-07-17 | -5.50 | 56 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-07-15 | 2025-10-05 | -4.92 | 82 |
| 2024-08-28 | 2024-09-19 | -4.80 | 22 |
| 2025-05-03 | 2025-05-21 | -3.55 | 18 |
| 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 |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897: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 | -9.61% | -23.44% |
| Best Year | 72.78% | 40.49% |
| Worst Year | -9.95% | 0.11% |
| Avg. Up Day | 1.65% | 1.74% |
| Avg. Down Day | -1.39% | -1.48% |
| Avg. Up Week | 4.16% | 5.46% |
| Avg. Down Week | -2.38% | -3.91% |
| Avg. Up Month | 7.57% | 10.32% |
| Avg. Down Month | -4.89% | -9.88% |
| Win Days % | 52.94% | 51.83% |
| Win Month % | 66.67% | 65.0% |
| Win Week % | 52.17% | 55.95% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |