| Metric | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-LTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 75.82% | 14.34% |
| Max Drawdown | -28.55% | -53.06% |
| Sharpe | 0.57 | 0.27 |
| Sortino | 0.82 | 0.38 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.56 | 1.0 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.32 | 0.95 |
| Outlier Win Ratio | 20.74 | 3.94 |
| Outlier Loss Ratio | 3.51 | 3.25 |
| Volatility (ann.) | 22.26% | 41.99% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.76 | 0.19 |
| Skew | -0.29 | -0.28 |
| Kurtosis | 30.72 | 12.6 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.38% | 0.79% |
| Expected Yearly % | 32.6% | 6.93% |
| Kelly Criterion | 6.1% | 4.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.58% |
| Expected Shortfall (cVaR) | -1.88% | -3.58% |
| Year | 11404180:BTCUSD-LTCUSD | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 23.67 | 29.10 | 1.23 | + |
| 2025 | -7.55 | 36.19 | -4.79 | + |
| Metric | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-LTCUSD |
|---|---|---|
| MTD | 10.67% | -10.85% |
| 3M | 26.31% | -15.83% |
| 6M | 33.38% | 25.2% |
| YTD | 36.19% | -7.55% |
| 1Y | 71.58% | 27.24% |
| 3Y (ann.) | 50.24% | 10.15% |
| 5Y (ann.) | 50.24% | 10.15% |
| Metric | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-LTCUSD |
|---|---|---|
| Max Drawdown | -28.55% | -53.06% |
| Longest DD Days | 156.0 | 318.0 |
| Avg. Drawdown | -6.9% | -11.42% |
| Avg. Drawdown Days | 19.0 | 41.0 |
| Recovery Factor | 2.66 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2024-12-21 | -28.55 | 15 |
| 2025-01-12 | 2025-02-11 | -26.25 | 30 |
| 2025-03-01 | 2025-08-04 | -19.76 | 156 |
| 2024-06-06 | 2024-08-08 | -13.56 | 63 |
| 2025-02-11 | 2025-02-14 | -9.70 | 3 |
| 2025-08-05 | 2025-10-01 | -8.77 | 57 |
| 2024-08-11 | 2024-11-06 | -8.74 | 86 |
| 2024-12-21 | 2024-12-23 | -6.85 | 2 |
| 2024-12-05 | 2024-12-05 | -5.34 | 0 |
| 2024-11-07 | 2024-12-04 | -5.17 | 27 |
| Metric | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.23% | -23.18% |
| Best Week | 17.01% | 31.91% |
| Worst Week | -14.32% | -19.48% |
| Best Month | 18.66% | 48.49% |
| Worst Month | -13.76% | -35.2% |
| Best Year | 36.19% | 23.67% |
| Worst Year | 29.1% | -7.55% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.39% | -1.47% |
| Avg. Up Week | 5.48% | 9.84% |
| Avg. Down Week | -5.05% | -7.98% |
| Avg. Up Month | 7.1% | 12.03% |
| Avg. Down Month | -9.1% | -22.48% |
| Win Days % | 51.58% | 51.73% |
| Win Month % | 76.47% | 52.94% |
| Win Week % | 63.64% | 47.3% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |