| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -20.05% | -10.04% |
| Max Drawdown | -27.18% | -51.61% |
| Sharpe | -0.78 | 0.14 |
| Sortino | -0.97 | 0.19 |
| Payoff Ratio | 1.11 | 0.93 |
| Profit Factor | 0.65 | 1.02 |
| Common Sense Ratio | 0.0 | 0.91 |
| CPC Index | 0.22 | 0.49 |
| Tail Ratio | 0.0 | 0.89 |
| Outlier Win Ratio | 107.39 | 2.78 |
| Outlier Loss Ratio | 4.39 | 2.45 |
| Volatility (ann.) | 8.56% | 42.52% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.91 | -0.24 |
| Skew | -3.58 | -0.69 |
| Kurtosis | 66.87 | 14.86 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -2.21% | -1.05% |
| Expected Yearly % | -20.05% | -10.04% |
| Kelly Criterion | -32.79% | -1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -3.64% |
| Expected Shortfall (cVaR) | -0.76% | -3.64% |
| 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% | -11.61% |
| 3M | 3.37% | -1.97% |
| 6M | -9.27% | 25.68% |
| 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 | -27.18% | -51.61% |
| Longest DD Days | 251.0 | 271.0 |
| Avg. Drawdown | -7.06% | -11.18% |
| Avg. Drawdown Days | 63.0 | 40.0 |
| Recovery Factor | -0.74 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-10-16 | -27.18 | 251 |
| 2025-01-11 | 2025-01-11 | -0.71 | 0 |
| 2025-02-06 | 2025-02-06 | -0.18 | 0 |
| 2025-01-30 | 2025-01-30 | -0.18 | 0 |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Best Day | 3.58% | 11.95% |
| Worst Day | -5.65% | -23.18% |
| Best Week | 3.71% | 31.91% |
| Worst Week | -5.27% | -19.48% |
| Best Month | 4.97% | 23.31% |
| Worst Month | -8.0% | -35.2% |
| Best Year | -20.05% | -10.04% |
| Worst Year | -20.05% | -10.04% |
| Avg. Up Day | 1.25% | 1.33% |
| Avg. Down Day | -1.13% | -1.43% |
| Avg. Up Week | 0.46% | 10.91% |
| Avg. Down Week | -2.39% | -8.82% |
| Avg. Up Month | 1.3% | 21.92% |
| Avg. Down Month | -3.77% | -12.15% |
| Win Days % | 30.19% | 51.35% |
| Win Month % | 30.0% | 50.0% |
| Win Week % | 36.67% | 45.24% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |