| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 63.66% | 47.95% |
| Max Drawdown | -24.01% | -34.42% |
| Sharpe | 0.7 | 0.38 |
| Sortino | 1.13 | 0.55 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.36 | 0.96 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.12 | 0.9 |
| Outlier Win Ratio | 19.32 | 3.76 |
| Outlier Loss Ratio | 4.06 | 3.31 |
| Volatility (ann.) | 12.32% | 23.48% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.53 | 0.82 |
| Skew | 1.83 | 0.13 |
| Kurtosis | 27.53 | 6.95 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 1.98% |
| Expected Yearly % | 27.93% | 21.63% |
| Kelly Criterion | 7.47% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.0% |
| Expected Shortfall (cVaR) | -1.04% | -2.0% |
| Year | 4056897:BTCUSD | 4056897:btcusd:triple_gx:lsma195_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 82.08 | 1.66 | + |
| 2025 | -1.03 | -10.11 | 9.86 | - |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| MTD | 2.23% | 2.23% |
| 3M | -12.38% | -17.17% |
| 6M | -12.53% | -16.23% |
| YTD | -10.11% | -1.03% |
| 1Y | -10.11% | -5.06% |
| 3Y (ann.) | 36.79% | 28.28% |
| 5Y (ann.) | 36.79% | 28.28% |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Max Drawdown | -24.01% | -34.42% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -2.76% | -6.3% |
| Avg. Drawdown Days | 12.0 | 18.0 |
| Recovery Factor | 2.65 | 1.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-12-10 | -24.01 | 64 |
| 2025-01-20 | 2025-04-25 | -11.99 | 95 |
| 2024-08-29 | 2024-09-19 | -7.15 | 20 |
| 2024-11-22 | 2025-01-20 | -6.21 | 58 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.83 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-07-14 | 2025-09-18 | -5.38 | 66 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2025-05-02 | 2025-05-21 | -4.26 | 18 |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897: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 | -9.88% | -17.69% |
| Best Year | 82.08% | 49.48% |
| Worst Year | -10.11% | -1.03% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.89% | 6.21% |
| Avg. Down Week | -2.56% | -3.52% |
| Avg. Up Month | 8.96% | 10.76% |
| Avg. Down Month | -5.06% | -7.75% |
| Win Days % | 50.86% | 52.02% |
| Win Month % | 61.11% | 60.0% |
| Win Week % | 52.17% | 53.57% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 50.0% |