| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -20.05% | -10.04% |
| Max Drawdown | -26.44% | -51.42% |
| Sharpe | -1.84 | 0.31 |
| Sortino | -2.26 | 0.43 |
| Payoff Ratio | 0.77 | 0.83 |
| Profit Factor | 0.52 | 1.05 |
| Common Sense Ratio | 0.11 | 1.0 |
| CPC Index | 0.14 | 0.45 |
| Tail Ratio | 0.21 | 0.95 |
| Outlier Win Ratio | 86.13 | 2.51 |
| Outlier Loss Ratio | 6.77 | 2.85 |
| Volatility (ann.) | 14.75% | 89.46% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.93 | -0.24 |
| Skew | -1.06 | -0.46 |
| Kurtosis | 20.35 | 4.94 |
| Expected Daily % | -0.08% | -0.04% |
| Expected Monthly % | -2.21% | -1.05% |
| Expected Yearly % | -20.05% | -10.04% |
| Kelly Criterion | -50.2% | -7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -7.63% |
| Expected Shortfall (cVaR) | -1.34% | -7.63% |
| Year | 12570223:LTCUSD | 12570223:ltcusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -20.05 | 2.00 | - |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| MTD | 4.97% | -11.24% |
| 3M | 3.37% | 1.9% |
| 6M | -9.27% | 20.97% |
| YTD | -20.05% | -10.04% |
| 1Y | -20.05% | -10.04% |
| 3Y (ann.) | -24.7% | -12.55% |
| 5Y (ann.) | -24.7% | -12.55% |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Max Drawdown | -26.44% | -51.42% |
| Longest DD Days | 252.0 | 271.0 |
| Avg. Drawdown | -26.44% | -22.01% |
| Avg. Drawdown Days | 252.0 | 94.0 |
| Recovery Factor | -0.76 | -0.2 |
| Ulcer Index | 1.16 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-10-16 | -26.44 | 252 |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Best Day | 5.07% | 16.92% |
| Worst Day | -4.94% | -24.23% |
| Best Week | 5.16% | 33.35% |
| Worst Week | -5.27% | -27.41% |
| Best Month | 4.97% | 27.1% |
| Worst Month | -8.0% | -28.86% |
| Best Year | -20.05% | -10.04% |
| Worst Year | -20.05% | -10.04% |
| Avg. Up Day | 1.49% | 2.08% |
| Avg. Down Day | -1.94% | -2.5% |
| Avg. Up Week | 0.94% | 19.19% |
| Avg. Down Week | -2.53% | -9.13% |
| Avg. Up Month | 1.3% | 22.9% |
| Avg. Down Month | -5.46% | -12.39% |
| Win Days % | 34.62% | 51.04% |
| Win Month % | 30.0% | 50.0% |
| Win Week % | 32.26% | 54.76% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |