| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 47.96% | 52.89% |
| Max Drawdown | -13.82% | -29.51% |
| Sharpe | 0.61 | 0.42 |
| Sortino | 0.98 | 0.6 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.43 | 0.99 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.2 | 0.93 |
| Outlier Win Ratio | 19.74 | 3.55 |
| Outlier Loss Ratio | 3.98 | 3.25 |
| Volatility (ann.) | 11.69% | 23.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.14 | 1.1 |
| Skew | 1.84 | 0.18 |
| Kurtosis | 30.54 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.26% |
| Expected Yearly % | 21.64% | 23.65% |
| Kelly Criterion | 7.02% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -1.97% |
| Expected Shortfall (cVaR) | -0.99% | -1.97% |
| Year | 4056871:BTCUSD | 4056871:btcusd:triple_gx:lsma210_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 44.89 | 0.91 | - |
| 2025 | 2.28 | 2.12 | 0.93 | - |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -6.78% | -18.73% |
| 6M | -2.7% | -7.45% |
| YTD | 2.12% | 2.28% |
| 1Y | 11.24% | 5.34% |
| 3Y (ann.) | 29.63% | 32.47% |
| 5Y (ann.) | 29.63% | 32.47% |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Max Drawdown | -13.82% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -2.46% | -5.99% |
| Avg. Drawdown Days | 15.0 | 18.0 |
| Recovery Factor | 3.47 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-19 | 2024-11-06 | -13.82 | 170 |
| 2025-10-06 | 2025-11-17 | -13.59 | 41 |
| 2025-01-20 | 2025-04-23 | -11.11 | 93 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-07-14 | -5.07 | 72 |
| 2025-07-14 | 2025-09-11 | -4.41 | 59 |
| 2025-09-18 | 2025-10-05 | -2.51 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-10-05 | 2025-10-06 | -1.63 | 1 |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871: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 | 44.89% | 49.48% |
| Worst Year | 2.12% | 2.28% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 4.68% | 6.81% |
| Avg. Down Week | -2.82% | -4.07% |
| Avg. Up Month | 9.69% | 11.81% |
| Avg. Down Month | -5.22% | -6.95% |
| Win Days % | 51.3% | 52.18% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 53.66% | 54.32% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |