| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 29.47% | -10.04% |
| Max Drawdown | -17.01% | -51.42% |
| Sharpe | 1.12 | 0.31 |
| Sortino | 1.87 | 0.43 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 1.54 | 1.05 |
| Common Sense Ratio | 5.75 | 1.0 |
| CPC Index | 0.82 | 0.5 |
| Tail Ratio | 3.74 | 0.95 |
| Outlier Win Ratio | 33.14 | 3.46 |
| Outlier Loss Ratio | 4.07 | 3.36 |
| Volatility (ann.) | 34.37% | 89.46% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.28 | -0.24 |
| Skew | 1.79 | -0.46 |
| Kurtosis | 27.34 | 4.94 |
| Expected Daily % | 0.09% | -0.04% |
| Expected Monthly % | 2.62% | -1.05% |
| Expected Yearly % | 29.47% | -10.04% |
| Kelly Criterion | 8.62% | -1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.85% | -7.63% |
| Expected Shortfall (cVaR) | -2.85% | -7.63% |
| Year | 12571470:LTCUSD | 12571470:ltcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 29.47 | -2.93 | + |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| MTD | 13.94% | -11.24% |
| 3M | 9.75% | 1.9% |
| 6M | 22.59% | 20.97% |
| YTD | 29.47% | -10.04% |
| 1Y | 29.47% | -10.04% |
| 3Y (ann.) | 38.73% | -12.55% |
| 5Y (ann.) | 38.73% | -12.55% |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Max Drawdown | -17.01% | -51.42% |
| Longest DD Days | 120.0 | 271.0 |
| Avg. Drawdown | -6.96% | -22.01% |
| Avg. Drawdown Days | 55.0 | 94.0 |
| Recovery Factor | 1.73 | -0.2 |
| Ulcer Index | 0.98 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-09 | -17.01 | 97 |
| 2025-06-04 | 2025-10-02 | -8.01 | 120 |
| 2025-05-12 | 2025-05-13 | -2.35 | 1 |
| 2025-10-03 | 2025-10-04 | -0.47 | 1 |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Best Day | 14.44% | 16.92% |
| Worst Day | -10.04% | -24.23% |
| Best Week | 14.79% | 33.35% |
| Worst Week | -17.01% | -27.41% |
| Best Month | 13.94% | 27.1% |
| Worst Month | -4.73% | -28.86% |
| Best Year | 29.47% | -10.04% |
| Worst Year | 29.47% | -10.04% |
| Avg. Up Day | 3.23% | 3.69% |
| Avg. Down Day | -3.34% | -3.96% |
| Avg. Up Week | 5.64% | 10.43% |
| Avg. Down Week | -12.08% | -13.87% |
| Avg. Up Month | 4.67% | 11.68% |
| Avg. Down Month | -2.46% | -5.79% |
| Win Days % | 55.1% | 51.04% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 80.0% | 54.76% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |