| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -19.78% | -10.04% |
| Max Drawdown | -27.31% | -51.61% |
| Sharpe | -0.54 | 0.14 |
| Sortino | -0.79 | 0.19 |
| Payoff Ratio | 1.37 | 1.17 |
| Profit Factor | 0.79 | 1.02 |
| Common Sense Ratio | 0.0 | 0.91 |
| CPC Index | 0.35 | 0.61 |
| Tail Ratio | 0.0 | 0.89 |
| Outlier Win Ratio | 60.77 | 3.03 |
| Outlier Loss Ratio | 4.47 | 2.64 |
| Volatility (ann.) | 11.71% | 42.52% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.89 | -0.24 |
| Skew | 3.2 | -0.69 |
| Kurtosis | 89.57 | 14.86 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -2.18% | -1.05% |
| Expected Yearly % | -19.78% | -10.04% |
| Kelly Criterion | -16.81% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.64% |
| Expected Shortfall (cVaR) | -1.03% | -3.64% |
| Year | 12569184:LTCUSD | 12569184:ltcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -19.78 | 1.97 | - |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| MTD | 1.72% | -11.61% |
| 3M | -7.41% | -1.97% |
| 6M | -16.05% | 25.68% |
| YTD | -19.78% | -10.04% |
| 1Y | -19.78% | -10.04% |
| 3Y (ann.) | -24.37% | -12.55% |
| 5Y (ann.) | -24.37% | -12.55% |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Max Drawdown | -27.31% | -51.61% |
| Longest DD Days | 251.0 | 271.0 |
| Avg. Drawdown | -7.23% | -11.18% |
| Avg. Drawdown Days | 63.0 | 40.0 |
| Recovery Factor | -0.72 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-10-16 | -27.31 | 251 |
| 2025-01-10 | 2025-01-11 | -1.25 | 1 |
| 2025-02-05 | 2025-02-06 | -0.19 | 0 |
| 2025-01-30 | 2025-01-30 | -0.18 | 0 |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Best Day | 10.41% | 11.95% |
| Worst Day | -5.65% | -23.18% |
| Best Week | 4.61% | 31.91% |
| Worst Week | -5.25% | -19.48% |
| Best Month | 2.94% | 23.31% |
| Worst Month | -5.53% | -35.2% |
| Best Year | -19.78% | -10.04% |
| Worst Year | -19.78% | -10.04% |
| Avg. Up Day | 1.43% | 1.48% |
| Avg. Down Day | -1.05% | -1.26% |
| Avg. Up Week | 1.45% | 10.01% |
| Avg. Down Week | -2.16% | -6.94% |
| Avg. Up Month | 2.94% | 21.92% |
| Avg. Down Month | -3.76% | -9.58% |
| Win Days % | 32.5% | 51.35% |
| Win Month % | 20.0% | 50.0% |
| Win Week % | 39.39% | 45.24% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |