| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 36.94% | 44.44% |
| Max Drawdown | -19.59% | -28.21% |
| Sharpe | 1.02 | 0.77 |
| Sortino | 1.68 | 1.12 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.31 | 1.12 |
| Common Sense Ratio | 1.62 | 1.23 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.24 | 1.09 |
| Outlier Win Ratio | 16.5 | 3.24 |
| Outlier Loss Ratio | 4.0 | 2.96 |
| Volatility (ann.) | 22.98% | 45.11% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.18 | 0.98 |
| Skew | 1.39 | -0.14 |
| Kurtosis | 18.69 | 3.59 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.67% | 1.95% |
| Expected Yearly % | 17.02% | 20.18% |
| Kelly Criterion | 8.38% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.79% |
| Expected Shortfall (cVaR) | -1.91% | -3.79% |
| Year | 4056835:BTCUSD | 4056835:btcusd:triple_gx:lsma180_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 54.21 | 1.34 | + |
| 2025 | 2.81 | -11.20 | -3.99 | - |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| MTD | -3.23% | -13.5% |
| 3M | -17.12% | -19.24% |
| 6M | -14.01% | -8.05% |
| YTD | -11.2% | 2.81% |
| 1Y | -4.78% | 4.01% |
| 3Y (ann.) | 23.2% | 27.63% |
| 5Y (ann.) | 23.2% | 27.63% |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -28.21% |
| Longest DD Days | 125.0 | 154.0 |
| Avg. Drawdown | -3.42% | -9.07% |
| Avg. Drawdown Days | 23.0 | 37.0 |
| Recovery Factor | 1.89 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-17 | -19.59 | 125 |
| 2025-01-08 | 2025-04-23 | -8.93 | 105 |
| 2024-08-23 | 2024-09-20 | -8.16 | 28 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-05-22 | 2024-07-17 | -3.84 | 56 |
| 2025-05-03 | 2025-07-03 | -3.30 | 61 |
| 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 |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.69% | -18.81% |
| Best Month | 43.15% | 34.43% |
| Worst Month | -10.19% | -23.44% |
| Best Year | 54.21% | 40.49% |
| Worst Year | -11.2% | 2.81% |
| Avg. Up Day | 1.56% | 1.61% |
| Avg. Down Day | -1.29% | -1.43% |
| Avg. Up Week | 4.48% | 6.61% |
| Avg. Down Week | -3.83% | -3.8% |
| Avg. Up Month | 10.66% | 12.99% |
| Avg. Down Month | -5.85% | -8.92% |
| Win Days % | 50.0% | 51.82% |
| Win Month % | 43.75% | 63.16% |
| Win Week % | 51.16% | 54.32% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |