| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -4.8% | -10.04% |
| Max Drawdown | -31.53% | -51.42% |
| Sharpe | 0.02 | 0.31 |
| Sortino | 0.04 | 0.43 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 1.01 | 1.05 |
| Common Sense Ratio | 0.87 | 1.0 |
| CPC Index | 0.52 | 0.69 |
| Tail Ratio | 0.86 | 0.95 |
| Outlier Win Ratio | 32.72 | 3.67 |
| Outlier Loss Ratio | 5.35 | 3.6 |
| Volatility (ann.) | 38.16% | 89.46% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.19 | -0.24 |
| Skew | 1.9 | -0.46 |
| Kurtosis | 25.3 | 4.94 |
| Expected Daily % | -0.02% | -0.04% |
| Expected Monthly % | -0.49% | -1.05% |
| Expected Yearly % | -4.8% | -10.04% |
| Kelly Criterion | -6.59% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -7.63% |
| Expected Shortfall (cVaR) | -3.28% | -7.63% |
| Year | 12570408:LTCUSD | 12570408:ltcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -4.80 | 0.48 | + |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| MTD | 11.85% | -11.24% |
| 3M | 10.79% | 1.9% |
| 6M | 1.78% | 20.97% |
| YTD | -4.8% | -10.04% |
| 1Y | -4.8% | -10.04% |
| 3Y (ann.) | -6.05% | -12.55% |
| 5Y (ann.) | -6.05% | -12.55% |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Max Drawdown | -31.53% | -51.42% |
| Longest DD Days | 271.0 | 271.0 |
| Avg. Drawdown | -16.76% | -22.01% |
| Avg. Drawdown Days | 140.0 | 94.0 |
| Recovery Factor | -0.15 | -0.2 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-10-16 | -31.53 | 271 |
| 2025-01-07 | 2025-01-17 | -1.99 | 10 |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Best Day | 15.91% | 16.92% |
| Worst Day | -10.29% | -24.23% |
| Best Week | 15.7% | 33.35% |
| Worst Week | -15.71% | -27.41% |
| Best Month | 11.85% | 27.1% |
| Worst Month | -11.78% | -28.86% |
| Best Year | -4.8% | -10.04% |
| Worst Year | -4.8% | -10.04% |
| Avg. Up Day | 3.29% | 3.51% |
| Avg. Down Day | -2.53% | -2.71% |
| Avg. Up Week | 4.09% | 11.58% |
| Avg. Down Week | -4.96% | -6.35% |
| Avg. Up Month | 3.32% | 27.1% |
| Avg. Down Month | -2.11% | -0.9% |
| Win Days % | 39.71% | 51.04% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 57.14% | 54.76% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |