| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 36.71% | 52.89% |
| Max Drawdown | -16.8% | -29.51% |
| Sharpe | 0.5 | 0.42 |
| Sortino | 0.8 | 0.6 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.38 | 0.99 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.2 | 0.93 |
| Outlier Win Ratio | 20.24 | 3.55 |
| Outlier Loss Ratio | 3.99 | 3.25 |
| Volatility (ann.) | 11.64% | 23.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.37 | 1.1 |
| Skew | 1.87 | 0.18 |
| Kurtosis | 31.1 | 7.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.26% |
| Expected Yearly % | 16.92% | 23.65% |
| Kelly Criterion | 5.2% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -1.97% |
| Expected Shortfall (cVaR) | -0.99% | -1.97% |
| Year | 4056838:BTCUSD | 4056838:btcusd:triple_gx:lsma195_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.71 | 1.05 | + |
| 2025 | 2.28 | -9.89 | -4.34 | - |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -14.24% | -18.73% |
| 6M | -9.67% | -7.45% |
| YTD | -9.89% | 2.28% |
| 1Y | -2.58% | 5.34% |
| 3Y (ann.) | 23.02% | 32.47% |
| 5Y (ann.) | 23.02% | 32.47% |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Max Drawdown | -16.8% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.4% | -5.99% |
| Avg. Drawdown Days | 22.0 | 18.0 |
| Recovery Factor | 2.18 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -16.80 | 126 |
| 2025-01-20 | 2025-05-01 | -12.76 | 100 |
| 2024-07-22 | 2024-10-18 | -10.86 | 88 |
| 2024-05-18 | 2024-07-21 | -7.54 | 64 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-21 | 2025-01-20 | -4.48 | 59 |
| 2025-05-02 | 2025-05-20 | -4.01 | 18 |
| 2025-05-21 | 2025-07-02 | -2.79 | 42 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 43.15% | 37.42% |
| Worst Month | -10.22% | -17.69% |
| Best Year | 51.71% | 49.48% |
| Worst Year | -9.89% | 2.28% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 4.56% | 6.25% |
| Avg. Down Week | -2.9% | -3.65% |
| Avg. Up Month | 11.01% | 12.73% |
| Avg. Down Month | -5.06% | -6.87% |
| Win Days % | 50.15% | 52.18% |
| Win Month % | 41.18% | 57.89% |
| Win Week % | 51.16% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |