| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 50.89% | 52.89% |
| Max Drawdown | -21.5% | -29.51% |
| Sharpe | 0.62 | 0.42 |
| Sortino | 0.95 | 0.6 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.4 | 0.99 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.19 | 0.93 |
| Outlier Win Ratio | 17.39 | 3.61 |
| Outlier Loss Ratio | 4.04 | 3.32 |
| Volatility (ann.) | 12.29% | 23.2% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.46 | 1.1 |
| Skew | 0.88 | 0.18 |
| Kurtosis | 18.71 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.19% | 2.26% |
| Expected Yearly % | 22.84% | 23.65% |
| Kelly Criterion | 6.54% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -1.97% |
| Expected Shortfall (cVaR) | -1.04% | -1.97% |
| Year | 4056923:BTCUSD | 4056923:btcusd:triple_gx:lsma180_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 71.08 | 1.44 | + |
| 2025 | 2.28 | -11.80 | -5.18 | - |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| MTD | -7.94% | -12.85% |
| 3M | -18.57% | -18.73% |
| 6M | -14.11% | -7.45% |
| YTD | -11.8% | 2.28% |
| 1Y | -5.02% | 5.34% |
| 3Y (ann.) | 31.33% | 32.47% |
| 5Y (ann.) | 31.33% | 32.47% |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Max Drawdown | -21.5% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -2.57% | -5.99% |
| Avg. Drawdown Days | 13.0 | 18.0 |
| Recovery Factor | 2.37 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -21.50 | 126 |
| 2024-11-23 | 2025-04-22 | -12.96 | 150 |
| 2024-08-26 | 2024-09-26 | -10.40 | 31 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-15 | -5.91 | 55 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-05-02 | 2025-07-09 | -5.12 | 68 |
| 2024-10-21 | 2024-11-09 | -4.92 | 19 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.31% | -12.33% |
| Best Month | 31.09% | 37.42% |
| Worst Month | -9.49% | -17.69% |
| Best Year | 71.08% | 49.48% |
| Worst Year | -11.8% | 2.28% |
| Avg. Up Day | 0.77% | 0.77% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 4.78% | 6.64% |
| Avg. Down Week | -3.44% | -4.04% |
| Avg. Up Month | 9.81% | 11.81% |
| Avg. Down Month | -5.64% | -8.01% |
| Win Days % | 50.71% | 52.18% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 52.17% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |