| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 33.03% | 52.89% |
| Max Drawdown | -19.08% | -29.51% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.72 | 0.6 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.37 | 0.99 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.2 | 0.93 |
| Outlier Win Ratio | 20.17 | 3.6 |
| Outlier Loss Ratio | 3.93 | 3.26 |
| Volatility (ann.) | 11.87% | 23.2% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.09 | 1.1 |
| Skew | 1.67 | 0.18 |
| Kurtosis | 29.61 | 7.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.51% | 2.26% |
| Expected Yearly % | 15.34% | 23.65% |
| Kelly Criterion | 4.66% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -1.97% |
| Expected Shortfall (cVaR) | -1.01% | -1.97% |
| Year | 4056836:BTCUSD | 4056836:btcusd:triple_gx:lsma185_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.99 | 1.17 | + |
| 2025 | 2.28 | -15.80 | -6.94 | - |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -16.55% | -18.73% |
| 6M | -13.3% | -7.45% |
| YTD | -15.8% | 2.28% |
| 1Y | -8.97% | 5.34% |
| 3Y (ann.) | 20.81% | 32.47% |
| 5Y (ann.) | 20.81% | 32.47% |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -29.51% |
| Longest DD Days | 162.0 | 144.0 |
| Avg. Drawdown | -3.26% | -5.99% |
| Avg. Drawdown Days | 22.0 | 18.0 |
| Recovery Factor | 1.73 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -19.08 | 126 |
| 2024-11-21 | 2025-05-02 | -14.21 | 162 |
| 2024-07-22 | 2024-10-18 | -9.54 | 88 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-05-18 | 2024-07-17 | -4.50 | 59 |
| 2025-05-02 | 2025-07-02 | -4.01 | 60 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 43.15% | 37.42% |
| Worst Month | -10.34% | -17.69% |
| Best Year | 57.99% | 49.48% |
| Worst Year | -15.8% | 2.28% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.7% | -0.7% |
| Avg. Up Week | 4.35% | 6.44% |
| Avg. Down Week | -3.33% | -3.65% |
| Avg. Up Month | 11.05% | 12.73% |
| Avg. Down Month | -5.98% | -6.82% |
| Win Days % | 49.78% | 52.18% |
| Win Month % | 43.75% | 57.89% |
| Win Week % | 52.38% | 54.32% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |