| Metric | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-LTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 544.48% | -21.45% |
| Max Drawdown | -28.55% | -70.44% |
| Sharpe | 0.72 | 0.16 |
| Sortino | 1.11 | 0.22 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.25 | 1.03 |
| Common Sense Ratio | 1.62 | 0.96 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.3 | 0.93 |
| Outlier Win Ratio | 22.31 | 4.0 |
| Outlier Loss Ratio | 3.87 | 3.37 |
| Volatility (ann.) | 20.18% | 39.36% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.29 | -0.09 |
| Skew | 0.71 | -0.15 |
| Kurtosis | 30.99 | 9.94 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 4.23% | -0.54% |
| Expected Yearly % | 59.33% | -5.86% |
| Kelly Criterion | 8.48% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.37% |
| Expected Shortfall (cVaR) | -1.7% | -3.37% |
| Year | 11404180:BTCUSD-LTCUSD | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.22 | 157.78 | -3.74 | + |
| 2023 | 3.88 | 23.83 | 6.14 | + |
| 2024 | 41.56 | 48.25 | 1.16 | + |
| 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.) | 48.07% | 23.21% |
| 5Y (ann.) | 65.31% | -6.31% |
| Metric | 11404180:btcusd-ltcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-LTCUSD |
|---|---|---|
| Max Drawdown | -28.55% | -70.44% |
| Longest DD Days | 350.0 | 1029.0 |
| Avg. Drawdown | -5.29% | -22.11% |
| Avg. Drawdown Days | 17.0 | 225.0 |
| Recovery Factor | 19.07 | -0.3 |
| Ulcer Index | inf | 1.02 |
| 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 |
| 2023-04-11 | 2024-03-26 | -19.71 | 350 |
| 2024-04-22 | 2024-08-08 | -16.46 | 108 |
| 2022-08-08 | 2022-10-25 | -16.41 | 78 |
| 2023-02-08 | 2023-02-15 | -12.62 | 7 |
| 2022-06-16 | 2022-06-19 | -12.50 | 3 |
| 2024-03-27 | 2024-04-20 | -12.34 | 24 |
| 2023-02-16 | 2023-03-13 | -12.30 | 25 |
| 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 | 20.68% | 31.91% |
| Worst Week | -14.32% | -29.9% |
| Best Month | 28.58% | 48.49% |
| Worst Month | -13.76% | -35.2% |
| Best Year | 157.78% | 41.56% |
| Worst Year | 23.83% | -42.22% |
| Avg. Up Day | 1.42% | 1.43% |
| Avg. Down Day | -1.26% | -1.31% |
| Avg. Up Week | 5.85% | 9.03% |
| Avg. Down Week | -3.78% | -6.99% |
| Avg. Up Month | 6.21% | 13.62% |
| Avg. Down Month | -5.72% | -14.86% |
| Win Days % | 51.44% | 52.08% |
| Win Month % | 75.0% | 51.11% |
| Win Week % | 61.68% | 48.73% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 100.0% | 50.0% |