| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 22.94% | 44.44% |
| Max Drawdown | -16.25% | -28.21% |
| Sharpe | 0.7 | 0.77 |
| Sortino | 1.12 | 1.12 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.2 | 1.12 |
| Common Sense Ratio | 1.42 | 1.23 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.18 | 1.09 |
| Outlier Win Ratio | 17.04 | 3.24 |
| Outlier Loss Ratio | 3.75 | 3.07 |
| Volatility (ann.) | 23.34% | 45.11% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.9 | 0.98 |
| Skew | 1.29 | -0.14 |
| Kurtosis | 17.78 | 3.59 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.09% | 1.95% |
| Expected Yearly % | 10.88% | 20.18% |
| Kelly Criterion | 7.97% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -3.79% |
| Expected Shortfall (cVaR) | -1.96% | -3.79% |
| Year | 4056867:BTCUSD | 4056867:btcusd:triple_gx:lsma190_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 43.75 | 1.08 | + |
| 2025 | 2.81 | -14.47 | -5.15 | - |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| MTD | -5.03% | -13.5% |
| 3M | -13.53% | -19.24% |
| 6M | -8.87% | -8.05% |
| YTD | -14.47% | 2.81% |
| 1Y | -7.6% | 4.01% |
| 3Y (ann.) | 14.69% | 27.63% |
| 5Y (ann.) | 14.69% | 27.63% |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -28.21% |
| Longest DD Days | 187.0 | 154.0 |
| Avg. Drawdown | -6.45% | -9.07% |
| Avg. Drawdown Days | 45.0 | 37.0 |
| Recovery Factor | 1.41 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-07-14 | -16.25 | 187 |
| 2025-07-15 | 2025-11-17 | -16.14 | 125 |
| 2024-08-27 | 2024-10-21 | -10.80 | 55 |
| 2024-05-20 | 2024-07-22 | -7.34 | 63 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 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 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-05-17 | 2024-05-18 | -0.15 | 1 |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.69% | -18.81% |
| Best Month | 43.38% | 34.43% |
| Worst Month | -12.32% | -23.44% |
| Best Year | 43.75% | 40.49% |
| Worst Year | -14.47% | 2.81% |
| Avg. Up Day | 1.55% | 1.61% |
| Avg. Down Day | -1.4% | -1.47% |
| Avg. Up Week | 4.63% | 6.43% |
| Avg. Down Week | -3.05% | -3.96% |
| Avg. Up Month | 9.32% | 11.96% |
| Avg. Down Month | -4.75% | -9.39% |
| Win Days % | 51.58% | 51.82% |
| Win Month % | 47.06% | 63.16% |
| Win Week % | 45.24% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |