| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -4.8% | -10.04% |
| Max Drawdown | -31.53% | -51.61% |
| Sharpe | -0.0 | 0.14 |
| Sortino | -0.01 | 0.19 |
| Payoff Ratio | 0.93 | 0.93 |
| Profit Factor | 1.0 | 1.02 |
| Common Sense Ratio | 0.78 | 0.91 |
| CPC Index | 0.46 | 0.49 |
| Tail Ratio | 0.78 | 0.89 |
| Outlier Win Ratio | 33.48 | 3.33 |
| Outlier Loss Ratio | 3.15 | 2.79 |
| Volatility (ann.) | 17.23% | 42.52% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.19 | -0.24 |
| Skew | 1.51 | -0.69 |
| Kurtosis | 50.64 | 14.86 |
| Expected Daily % | -0.0% | -0.01% |
| Expected Monthly % | -0.49% | -1.05% |
| Expected Yearly % | -4.8% | -10.04% |
| Kelly Criterion | -4.71% | -0.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.64% |
| Expected Shortfall (cVaR) | -1.48% | -3.64% |
| 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 | 12.05% | -11.61% |
| 3M | 10.79% | -1.97% |
| 6M | 5.74% | 25.68% |
| 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% | -51.61% |
| Longest DD Days | 271.0 | 271.0 |
| Avg. Drawdown | -9.64% | -11.18% |
| Avg. Drawdown Days | 70.0 | 40.0 |
| Recovery Factor | -0.15 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-10-16 | -31.53 | 271 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-01-06 | 2025-01-16 | -3.26 | 10 |
| 2025-01-05 | 2025-01-05 | -0.18 | 0 |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -9.36% | -23.18% |
| Best Week | 14.51% | 31.91% |
| Worst Week | -15.71% | -19.48% |
| Best Month | 12.05% | 23.31% |
| Worst Month | -11.78% | -35.2% |
| Best Year | -4.8% | -10.04% |
| Worst Year | -4.8% | -10.04% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.43% | -1.43% |
| Avg. Up Week | 5.81% | 13.0% |
| Avg. Down Week | -2.25% | -5.51% |
| Avg. Up Month | 3.32% | 23.31% |
| Avg. Down Month | -6.49% | -1.21% |
| Win Days % | 49.55% | 51.35% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 47.62% | 45.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |