| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -9.38% | -10.04% |
| Max Drawdown | -34.51% | -51.61% |
| Sharpe | -0.07 | 0.14 |
| Sortino | -0.11 | 0.19 |
| Payoff Ratio | 0.97 | 0.99 |
| Profit Factor | 0.97 | 1.02 |
| Common Sense Ratio | 0.78 | 0.91 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 0.8 | 0.89 |
| Outlier Win Ratio | 30.18 | 3.37 |
| Outlier Loss Ratio | 3.28 | 2.88 |
| Volatility (ann.) | 18.87% | 42.52% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.34 | -0.24 |
| Skew | 2.36 | -0.69 |
| Kurtosis | 49.65 | 14.86 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.98% | -1.05% |
| Expected Yearly % | -9.38% | -10.04% |
| Kelly Criterion | -7.19% | 2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.64% |
| Expected Shortfall (cVaR) | -1.63% | -3.64% |
| Year | 12570409:LTCUSD | 12570409:ltcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -9.38 | 0.93 | + |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| MTD | 10.9% | -11.61% |
| 3M | 18.84% | -1.97% |
| 6M | 12.51% | 25.68% |
| YTD | -9.38% | -10.04% |
| 1Y | -9.38% | -10.04% |
| 3Y (ann.) | -11.73% | -12.55% |
| 5Y (ann.) | -11.73% | -12.55% |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Max Drawdown | -34.51% | -51.61% |
| Longest DD Days | 271.0 | 271.0 |
| Avg. Drawdown | -22.05% | -11.18% |
| Avg. Drawdown Days | 141.0 | 40.0 |
| Recovery Factor | -0.27 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-10-16 | -34.51 | 271 |
| 2025-01-05 | 2025-01-17 | -9.60 | 11 |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -9.2% | -23.18% |
| Best Week | 14.51% | 31.91% |
| Worst Week | -15.71% | -19.48% |
| Best Month | 18.65% | 23.31% |
| Worst Month | -20.43% | -35.2% |
| Best Year | -9.38% | -10.04% |
| Worst Year | -9.38% | -10.04% |
| Avg. Up Day | 1.42% | 1.44% |
| Avg. Down Day | -1.46% | -1.45% |
| Avg. Up Week | 8.65% | 14.09% |
| Avg. Down Week | -3.86% | -6.19% |
| Avg. Up Month | 18.65% | 23.31% |
| Avg. Down Month | -3.91% | -12.76% |
| Win Days % | 47.13% | 51.35% |
| Win Month % | 33.33% | 50.0% |
| Win Week % | 36.36% | 45.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |