| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 29.47% | -10.04% |
| Max Drawdown | -17.87% | -51.61% |
| Sharpe | 0.64 | 0.14 |
| Sortino | 1.06 | 0.19 |
| Payoff Ratio | 1.15 | 1.16 |
| Profit Factor | 1.29 | 1.02 |
| Common Sense Ratio | 1.66 | 0.91 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.29 | 0.89 |
| Outlier Win Ratio | 38.91 | 3.29 |
| Outlier Loss Ratio | 3.13 | 2.66 |
| Volatility (ann.) | 14.24% | 42.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.17 | -0.24 |
| Skew | 2.31 | -0.69 |
| Kurtosis | 37.5 | 14.86 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.62% | -1.05% |
| Expected Yearly % | 29.47% | -10.04% |
| Kelly Criterion | 8.14% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.64% |
| Expected Shortfall (cVaR) | -1.2% | -3.64% |
| 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 | 13.46% | -11.61% |
| 3M | 9.75% | -1.97% |
| 6M | 22.59% | 25.68% |
| 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 | -17.87% | -51.61% |
| Longest DD Days | 143.0 | 271.0 |
| Avg. Drawdown | -6.12% | -11.18% |
| Avg. Drawdown Days | 40.0 | 40.0 |
| Recovery Factor | 1.65 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-04-13 | -17.87 | 72 |
| 2025-05-11 | 2025-10-01 | -10.66 | 143 |
| 2025-04-13 | 2025-05-09 | -3.44 | 25 |
| 2025-05-10 | 2025-05-10 | -2.40 | 0 |
| 2025-10-02 | 2025-10-03 | -2.15 | 1 |
| 2025-01-16 | 2025-01-16 | -0.18 | 0 |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Best Day | 8.41% | 11.95% |
| Worst Day | -5.29% | -23.18% |
| Best Week | 14.79% | 31.91% |
| Worst Week | -14.2% | -19.48% |
| Best Month | 13.46% | 23.31% |
| Worst Month | -3.51% | -35.2% |
| Best Year | 29.47% | -10.04% |
| Worst Year | 29.47% | -10.04% |
| Avg. Up Day | 1.56% | 1.58% |
| Avg. Down Day | -1.36% | -1.36% |
| Avg. Up Week | 8.22% | 14.54% |
| Avg. Down Week | -7.27% | -11.59% |
| Avg. Up Month | 5.97% | 8.96% |
| Avg. Down Month | -0.93% | -0.62% |
| Win Days % | 50.92% | 51.35% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 68.75% | 45.24% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |