| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 19.18% | 44.44% |
| Max Drawdown | -22.45% | -28.21% |
| Sharpe | 0.61 | 0.77 |
| Sortino | 0.97 | 1.12 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.17 | 1.12 |
| Common Sense Ratio | 1.35 | 1.23 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.15 | 1.09 |
| Outlier Win Ratio | 16.8 | 3.24 |
| Outlier Loss Ratio | 3.94 | 3.11 |
| Volatility (ann.) | 23.49% | 45.11% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.55 | 0.98 |
| Skew | 1.21 | -0.14 |
| Kurtosis | 17.58 | 3.59 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.93% | 1.95% |
| Expected Yearly % | 9.17% | 20.18% |
| Kelly Criterion | 4.38% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -3.79% |
| Expected Shortfall (cVaR) | -1.98% | -3.79% |
| Year | 4056832:BTCUSD | 4056832:btcusd:triple_gx:lsma165_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 53.68 | 1.33 | + |
| 2025 | 2.81 | -22.45 | -7.99 | - |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| MTD | -3.23% | -13.5% |
| 3M | -16.59% | -19.24% |
| 6M | -14.91% | -8.05% |
| YTD | -22.45% | 2.81% |
| 1Y | -16.85% | 4.01% |
| 3Y (ann.) | 12.35% | 27.63% |
| 5Y (ann.) | 12.35% | 27.63% |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Max Drawdown | -22.45% | -28.21% |
| Longest DD Days | 314.0 | 154.0 |
| Avg. Drawdown | -4.66% | -9.07% |
| Avg. Drawdown Days | 41.0 | 37.0 |
| Recovery Factor | 0.85 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-11-17 | -22.45 | 314 |
| 2024-08-21 | 2024-10-19 | -8.78 | 59 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-05-22 | 2024-07-17 | -3.84 | 56 |
| 2024-10-22 | 2024-11-06 | -3.00 | 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 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-10-20 | 2024-10-21 | -0.26 | 1 |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.82% | -18.81% |
| Best Month | 43.15% | 34.43% |
| Worst Month | -9.62% | -23.44% |
| Best Year | 53.68% | 40.49% |
| Worst Year | -22.45% | 2.81% |
| Avg. Up Day | 1.52% | 1.58% |
| Avg. Down Day | -1.37% | -1.44% |
| Avg. Up Week | 4.51% | 6.38% |
| Avg. Down Week | -3.91% | -5.09% |
| Avg. Up Month | 12.13% | 13.63% |
| Avg. Down Month | -5.52% | -11.82% |
| Win Days % | 49.74% | 51.82% |
| Win Month % | 35.29% | 63.16% |
| Win Week % | 46.67% | 54.32% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |