| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 39.74% | 44.44% |
| Max Drawdown | -13.08% | -28.21% |
| Sharpe | 1.09 | 0.77 |
| Sortino | 1.81 | 1.12 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.34 | 1.12 |
| Common Sense Ratio | 1.63 | 1.23 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.22 | 1.09 |
| Outlier Win Ratio | 17.27 | 3.24 |
| Outlier Loss Ratio | 3.82 | 2.96 |
| Volatility (ann.) | 22.69% | 45.11% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.9 | 0.98 |
| Skew | 1.48 | -0.14 |
| Kurtosis | 19.55 | 3.59 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.78% | 1.95% |
| Expected Yearly % | 18.21% | 20.18% |
| Kelly Criterion | 11.04% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.79% |
| Expected Shortfall (cVaR) | -1.89% | -3.79% |
| Year | 4056842:BTCUSD | 4056842:btcusd:triple_gx:lsma215_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 36.78 | 0.91 | - |
| 2025 | 2.81 | 2.16 | 0.77 | - |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| MTD | -3.23% | -13.5% |
| 3M | -8.33% | -19.24% |
| 6M | -3.8% | -8.05% |
| YTD | 2.16% | 2.81% |
| 1Y | 9.54% | 4.01% |
| 3Y (ann.) | 24.87% | 27.63% |
| 5Y (ann.) | 24.87% | 27.63% |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -28.21% |
| Longest DD Days | 168.0 | 154.0 |
| Avg. Drawdown | -3.67% | -9.07% |
| Avg. Drawdown Days | 31.0 | 37.0 |
| Recovery Factor | 3.04 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-19 | 2025-11-17 | -13.08 | 59 |
| 2024-05-22 | 2024-11-06 | -13.04 | 168 |
| 2025-01-23 | 2025-04-23 | -9.24 | 90 |
| 2025-07-15 | 2025-09-12 | -4.22 | 59 |
| 2025-05-03 | 2025-05-20 | -3.30 | 17 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2025-05-22 | 2025-07-03 | -2.22 | 42 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2025-07-04 | 2025-07-14 | -1.24 | 10 |
| 2025-01-20 | 2025-01-22 | -1.13 | 2 |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842: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 | -7.23% | -23.44% |
| Best Year | 36.78% | 40.49% |
| Worst Year | 2.16% | 2.81% |
| Avg. Up Day | 1.54% | 1.57% |
| Avg. Down Day | -1.34% | -1.44% |
| Avg. Up Week | 4.4% | 6.29% |
| Avg. Down Week | -3.46% | -3.98% |
| Avg. Up Month | 10.65% | 13.01% |
| Avg. Down Month | -5.79% | -9.71% |
| Win Days % | 52.46% | 51.82% |
| Win Month % | 46.67% | 63.16% |
| Win Week % | 52.5% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |