| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 43.18% | 44.44% |
| Max Drawdown | -21.5% | -28.21% |
| Sharpe | 1.12 | 0.77 |
| Sortino | 1.82 | 1.12 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.32 | 1.12 |
| Common Sense Ratio | 1.93 | 1.23 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 1.47 | 1.09 |
| Outlier Win Ratio | 14.97 | 3.3 |
| Outlier Loss Ratio | 3.81 | 2.99 |
| Volatility (ann.) | 23.78% | 45.11% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.25 | 0.98 |
| Skew | 0.98 | -0.14 |
| Kurtosis | 13.36 | 3.59 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.91% | 1.95% |
| Expected Yearly % | 19.66% | 20.18% |
| Kelly Criterion | 9.96% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -3.79% |
| Expected Shortfall (cVaR) | -1.97% | -3.79% |
| Year | 4056923:BTCUSD | 4056923:btcusd:triple_gx:lsma180_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 62.34 | 1.54 | + |
| 2025 | 2.81 | -11.80 | -4.20 | - |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| MTD | -8.22% | -13.5% |
| 3M | -18.72% | -19.24% |
| 6M | -14.29% | -8.05% |
| YTD | -11.8% | 2.81% |
| 1Y | -5.81% | 4.01% |
| 3Y (ann.) | 26.9% | 27.63% |
| 5Y (ann.) | 26.9% | 27.63% |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Max Drawdown | -21.5% | -28.21% |
| Longest DD Days | 151.0 | 154.0 |
| Avg. Drawdown | -3.99% | -9.07% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 2.01 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-17 | -21.50 | 125 |
| 2024-11-23 | 2025-04-23 | -10.67 | 151 |
| 2024-08-26 | 2024-09-27 | -10.19 | 32 |
| 2024-05-22 | 2024-07-16 | -5.50 | 55 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-05-03 | 2025-07-10 | -4.41 | 68 |
| 2024-10-22 | 2024-11-10 | -2.88 | 19 |
| 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 |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923: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 | 31.09% | 34.43% |
| Worst Month | -9.21% | -23.44% |
| Best Year | 62.34% | 40.49% |
| Worst Year | -11.8% | 2.81% |
| Avg. Up Day | 1.6% | 1.6% |
| Avg. Down Day | -1.36% | -1.37% |
| Avg. Up Week | 3.91% | 6.15% |
| Avg. Down Week | -3.38% | -3.73% |
| Avg. Up Month | 7.37% | 10.25% |
| Avg. Down Month | -5.54% | -8.92% |
| Win Days % | 51.46% | 51.82% |
| Win Month % | 62.5% | 63.16% |
| Win Week % | 57.78% | 54.32% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |