| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 41.53% | 52.89% |
| Max Drawdown | -17.43% | -29.51% |
| Sharpe | 0.53 | 0.42 |
| Sortino | 0.84 | 0.6 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.27 | 0.99 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.09 | 0.93 |
| Outlier Win Ratio | 19.12 | 3.61 |
| Outlier Loss Ratio | 3.88 | 3.28 |
| Volatility (ann.) | 12.15% | 23.2% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.48 | 1.1 |
| Skew | 1.63 | 0.18 |
| Kurtosis | 27.48 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.85% | 2.26% |
| Expected Yearly % | 18.97% | 23.65% |
| Kelly Criterion | 5.84% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -1.97% |
| Expected Shortfall (cVaR) | -1.03% | -1.97% |
| Year | 4056866:BTCUSD | 4056866:btcusd:triple_gx:lsma185_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 63.10 | 1.28 | + |
| 2025 | 2.28 | -13.22 | -5.81 | - |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -14.69% | -18.73% |
| 6M | -11.46% | -7.45% |
| YTD | -13.22% | 2.28% |
| 1Y | -5.47% | 5.34% |
| 3Y (ann.) | 25.87% | 32.47% |
| 5Y (ann.) | 25.87% | 32.47% |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Max Drawdown | -17.43% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.45% | -5.99% |
| Avg. Drawdown Days | 20.0 | 18.0 |
| Recovery Factor | 2.38 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -17.43 | 126 |
| 2025-01-07 | 2025-04-28 | -12.38 | 111 |
| 2024-08-27 | 2024-10-18 | -10.22 | 52 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2024-07-22 | 2024-08-23 | -6.01 | 32 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-07-14 | -5.07 | 72 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 43.38% | 37.42% |
| Worst Month | -9.4% | -17.69% |
| Best Year | 63.1% | 49.48% |
| Worst Year | -13.22% | 2.28% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 4.47% | 6.55% |
| Avg. Down Week | -3.18% | -3.65% |
| Avg. Up Month | 9.52% | 11.81% |
| Avg. Down Month | -4.81% | -6.82% |
| Win Days % | 50.57% | 52.18% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 54.55% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |