| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 47.94% | 40.64% |
| Max Drawdown | -24.34% | -32.7% |
| Sharpe | 1.14 | 0.7 |
| Sortino | 1.9 | 1.02 |
| Payoff Ratio | 1.19 | 1.22 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 2.04 | 1.17 |
| CPC Index | 0.82 | 0.7 |
| Tail Ratio | 1.53 | 1.05 |
| Outlier Win Ratio | 15.93 | 3.45 |
| Outlier Loss Ratio | 3.91 | 3.09 |
| Volatility (ann.) | 24.53% | 45.78% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.16 | 0.74 |
| Skew | 1.29 | -0.14 |
| Kurtosis | 14.04 | 3.37 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 1.98% | 1.72% |
| Expected Yearly % | 21.63% | 18.59% |
| Kelly Criterion | 11.2% | 12.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -3.85% |
| Expected Shortfall (cVaR) | -2.04% | -3.85% |
| Year | 4056896:BTCUSD | 4056896:btcusd:triple_gx:lsma190_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 72.48 | 1.79 | + |
| 2025 | 0.11 | -14.23 | -129.69 | - |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| MTD | 0.99% | 1.92% |
| 3M | -14.26% | -16.59% |
| 6M | -14.48% | -12.21% |
| YTD | -14.23% | 0.11% |
| 1Y | -14.23% | -6.96% |
| 3Y (ann.) | 28.33% | 24.27% |
| 5Y (ann.) | 28.33% | 24.27% |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Max Drawdown | -24.34% | -32.7% |
| Longest DD Days | 179.0 | 154.0 |
| Avg. Drawdown | -3.91% | -9.69% |
| Avg. Drawdown Days | 26.0 | 39.0 |
| Recovery Factor | 1.97 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-12-10 | -24.34 | 148 |
| 2024-11-23 | 2025-05-21 | -14.06 | 179 |
| 2024-05-22 | 2024-07-16 | -5.50 | 55 |
| 2024-08-24 | 2024-09-19 | -5.09 | 26 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-10-22 | 2024-11-06 | -2.88 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2025-07-01 | 2025-07-03 | -1.53 | 2 |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -8.22% | -18.81% |
| Best Month | 41.04% | 34.43% |
| Worst Month | -9.73% | -23.44% |
| Best Year | 72.48% | 40.49% |
| Worst Year | -14.23% | 0.11% |
| Avg. Up Day | 1.68% | 1.78% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 4.15% | 5.46% |
| Avg. Down Week | -2.56% | -4.04% |
| Avg. Up Month | 8.38% | 10.16% |
| Avg. Down Month | -4.3% | -10.16% |
| Win Days % | 51.69% | 51.83% |
| Win Month % | 55.56% | 65.0% |
| Win Week % | 50.0% | 55.95% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |