| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 29.73% | 44.44% |
| Max Drawdown | -16.8% | -28.21% |
| Sharpe | 0.87 | 0.77 |
| Sortino | 1.42 | 1.12 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.26 | 1.12 |
| Common Sense Ratio | 1.51 | 1.23 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.2 | 1.09 |
| Outlier Win Ratio | 17.46 | 3.24 |
| Outlier Loss Ratio | 3.78 | 2.96 |
| Volatility (ann.) | 22.75% | 45.11% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.12 | 0.98 |
| Skew | 1.47 | -0.14 |
| Kurtosis | 19.39 | 3.59 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.38% | 1.95% |
| Expected Yearly % | 13.9% | 20.18% |
| Kelly Criterion | 8.26% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.79% |
| Expected Shortfall (cVaR) | -1.9% | -3.79% |
| Year | 4056838:BTCUSD | 4056838:btcusd:triple_gx:lsma195_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 43.96 | 1.09 | + |
| 2025 | 2.81 | -9.89 | -3.52 | - |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| MTD | -3.23% | -13.5% |
| 3M | -14.37% | -19.24% |
| 6M | -9.86% | -8.05% |
| YTD | -9.89% | 2.81% |
| 1Y | -3.38% | 4.01% |
| 3Y (ann.) | 18.86% | 27.63% |
| 5Y (ann.) | 18.86% | 27.63% |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Max Drawdown | -16.8% | -28.21% |
| Longest DD Days | 125.0 | 154.0 |
| Avg. Drawdown | -4.39% | -9.07% |
| Avg. Drawdown Days | 30.0 | 37.0 |
| Recovery Factor | 1.77 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-17 | -16.80 | 125 |
| 2025-01-08 | 2025-04-26 | -11.84 | 108 |
| 2024-08-27 | 2024-10-19 | -9.61 | 53 |
| 2024-05-22 | 2024-07-22 | -6.86 | 61 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-05-03 | 2025-05-20 | -3.30 | 17 |
| 2024-10-22 | 2024-11-06 | -3.00 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2025-05-22 | 2025-07-03 | -1.92 | 42 |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.44% | -18.81% |
| Best Month | 43.15% | 34.43% |
| Worst Month | -9.94% | -23.44% |
| Best Year | 43.96% | 40.49% |
| Worst Year | -9.89% | 2.81% |
| Avg. Up Day | 1.51% | 1.57% |
| Avg. Down Day | -1.35% | -1.48% |
| Avg. Up Week | 4.75% | 6.66% |
| Avg. Down Week | -3.27% | -3.96% |
| Avg. Up Month | 10.37% | 12.99% |
| Avg. Down Month | -4.86% | -9.39% |
| Win Days % | 51.61% | 51.82% |
| Win Month % | 41.18% | 63.16% |
| Win Week % | 46.34% | 54.32% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |