| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 53.88% | 52.89% |
| Max Drawdown | -13.39% | -29.51% |
| Sharpe | 0.67 | 0.42 |
| Sortino | 1.07 | 0.6 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.46 | 0.99 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.2 | 0.93 |
| Outlier Win Ratio | 19.55 | 3.55 |
| Outlier Loss Ratio | 3.99 | 3.25 |
| Volatility (ann.) | 11.7% | 23.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.47 | 1.1 |
| Skew | 1.84 | 0.18 |
| Kurtosis | 30.42 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 2.26% |
| Expected Yearly % | 24.05% | 23.65% |
| Kelly Criterion | 8.14% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -1.97% |
| Expected Shortfall (cVaR) | -0.99% | -1.97% |
| Year | 4056870:BTCUSD | 4056870:btcusd:triple_gx:lsma205_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 47.76 | 0.97 | - |
| 2025 | 2.28 | 4.14 | 1.82 | + |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -7.28% | -18.73% |
| 6M | -2.47% | -7.45% |
| YTD | 4.14% | 2.28% |
| 1Y | 13.44% | 5.34% |
| 3Y (ann.) | 33.04% | 32.47% |
| 5Y (ann.) | 33.04% | 32.47% |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Max Drawdown | -13.39% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -2.13% | -5.99% |
| Avg. Drawdown Days | 13.0 | 18.0 |
| Recovery Factor | 4.02 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-17 | -13.39 | 41 |
| 2024-05-19 | 2024-11-06 | -12.47 | 170 |
| 2025-01-20 | 2025-04-22 | -9.55 | 92 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-07-02 | -5.07 | 60 |
| 2025-07-14 | 2025-09-12 | -4.41 | 60 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-09-18 | 2025-10-04 | -2.02 | 15 |
| 2025-10-05 | 2025-10-06 | -1.63 | 1 |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870: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 | 43.38% | 37.42% |
| Worst Month | -6.81% | -17.69% |
| Best Year | 47.76% | 49.48% |
| Worst Year | 4.14% | 2.28% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.68% | -0.69% |
| Avg. Up Week | 4.44% | 6.52% |
| Avg. Down Week | -2.48% | -4.0% |
| Avg. Up Month | 9.44% | 11.81% |
| Avg. Down Month | -4.33% | -6.95% |
| Win Days % | 51.59% | 52.18% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 54.76% | 54.32% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |