| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 46.01% | 44.44% |
| Max Drawdown | -18.34% | -28.21% |
| Sharpe | 1.18 | 0.77 |
| Sortino | 1.97 | 1.12 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.36 | 1.12 |
| Common Sense Ratio | 2.0 | 1.23 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.47 | 1.09 |
| Outlier Win Ratio | 15.94 | 3.27 |
| Outlier Loss Ratio | 3.8 | 2.98 |
| Volatility (ann.) | 23.54% | 45.11% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.56 | 0.98 |
| Skew | 1.39 | -0.14 |
| Kurtosis | 17.26 | 3.59 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.01% | 1.95% |
| Expected Yearly % | 20.84% | 20.18% |
| Kelly Criterion | 12.72% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.79% |
| Expected Shortfall (cVaR) | -1.95% | -3.79% |
| Year | 4056865:BTCUSD | 4056865:btcusd:triple_gx:lsma175_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 61.43 | 1.52 | + |
| 2025 | 2.81 | -9.55 | -3.40 | - |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| MTD | -5.03% | -13.5% |
| 3M | -14.65% | -19.24% |
| 6M | -12.98% | -8.05% |
| YTD | -9.55% | 2.81% |
| 1Y | -2.28% | 4.01% |
| 3Y (ann.) | 28.56% | 27.63% |
| 5Y (ann.) | 28.56% | 27.63% |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Max Drawdown | -18.34% | -28.21% |
| Longest DD Days | 125.0 | 154.0 |
| Avg. Drawdown | -4.18% | -9.07% |
| Avg. Drawdown Days | 25.0 | 37.0 |
| Recovery Factor | 2.51 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-17 | -18.34 | 125 |
| 2024-08-27 | 2024-09-20 | -8.54 | 24 |
| 2024-05-20 | 2024-07-21 | -7.34 | 62 |
| 2025-03-27 | 2025-04-23 | -7.31 | 27 |
| 2025-01-08 | 2025-03-26 | -6.98 | 77 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-05-03 | 2025-07-14 | -4.36 | 72 |
| 2024-10-22 | 2024-11-06 | -3.22 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -6.98% | -18.81% |
| Best Month | 43.38% | 34.43% |
| Worst Month | -9.25% | -23.44% |
| Best Year | 61.43% | 40.49% |
| Worst Year | -9.55% | 2.81% |
| Avg. Up Day | 1.58% | 1.6% |
| Avg. Down Day | -1.36% | -1.43% |
| Avg. Up Week | 4.39% | 6.23% |
| Avg. Down Week | -2.86% | -4.03% |
| Avg. Up Month | 10.91% | 12.37% |
| Avg. Down Month | -6.39% | -8.39% |
| Win Days % | 53.06% | 51.82% |
| Win Month % | 50.0% | 63.16% |
| Win Week % | 51.16% | 54.32% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |