| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 45.63% | 52.89% |
| Max Drawdown | -12.89% | -29.51% |
| Sharpe | 0.59 | 0.42 |
| Sortino | 0.95 | 0.6 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.45 | 0.99 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.22 | 0.93 |
| Outlier Win Ratio | 20.24 | 3.55 |
| Outlier Loss Ratio | 4.02 | 3.25 |
| Volatility (ann.) | 11.62% | 23.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.19 | 1.1 |
| Skew | 1.86 | 0.18 |
| Kurtosis | 31.41 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 2.26% |
| Expected Yearly % | 20.68% | 23.65% |
| Kelly Criterion | 7.0% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -1.97% |
| Expected Shortfall (cVaR) | -0.98% | -1.97% |
| Year | 4056840:BTCUSD | 4056840:btcusd:triple_gx:lsma205_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 46.26 | 0.93 | - |
| 2025 | 2.28 | -0.44 | -0.19 | - |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -9.29% | -18.73% |
| 6M | -4.5% | -7.45% |
| YTD | -0.44% | 2.28% |
| 1Y | 7.64% | 5.34% |
| 3Y (ann.) | 28.27% | 32.47% |
| 5Y (ann.) | 28.27% | 32.47% |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Max Drawdown | -12.89% | -29.51% |
| Longest DD Days | 171.0 | 144.0 |
| Avg. Drawdown | -2.77% | -5.99% |
| Avg. Drawdown Days | 21.0 | 18.0 |
| Recovery Factor | 3.54 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-18 | 2025-11-17 | -12.89 | 60 |
| 2025-01-20 | 2025-05-01 | -12.73 | 100 |
| 2024-05-18 | 2024-11-06 | -12.27 | 171 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-07-14 | 2025-09-12 | -4.41 | 60 |
| 2025-05-02 | 2025-05-20 | -4.01 | 18 |
| 2025-05-21 | 2025-07-02 | -2.97 | 42 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-07-04 | 2025-07-13 | -1.57 | 9 |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840: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 | -7.32% | -17.69% |
| Best Year | 46.26% | 49.48% |
| Worst Year | -0.44% | 2.28% |
| Avg. Up Day | 0.76% | 0.76% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 4.35% | 6.52% |
| Avg. Down Week | -2.64% | -4.0% |
| Avg. Up Month | 10.96% | 12.73% |
| Avg. Down Month | -5.41% | -6.95% |
| Win Days % | 50.88% | 52.18% |
| Win Month % | 43.75% | 57.89% |
| Win Week % | 53.66% | 54.32% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |