| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -11.79% | -7.36% |
| Max Drawdown | -13.39% | -51.61% |
| Sharpe | -0.84 | 0.14 |
| Sortino | -1.09 | 0.19 |
| Payoff Ratio | 0.71 | 0.72 |
| Profit Factor | 0.67 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 0.22 | 0.38 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 114.48 | 2.97 |
| Outlier Loss Ratio | 3.25 | 2.5 |
| Volatility (ann.) | 8.76% | 47.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | -2.0 | -0.33 |
| Skew | -0.76 | 0.17 |
| Kurtosis | 36.92 | 5.06 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -2.48% | -1.52% |
| Expected Yearly % | -11.79% | -7.36% |
| Kelly Criterion | -30.24% | -15.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -4.06% |
| Expected Shortfall (cVaR) | -0.77% | -4.06% |
| Year | 12575170:LTCUSD | 12575170:ltcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -11.79 | 1.60 | - |
| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -7.98% | -14.95% |
| 6M | -11.79% | -7.36% |
| YTD | -11.79% | -7.36% |
| 1Y | -11.79% | -7.36% |
| 3Y (ann.) | -26.77% | -17.29% |
| 5Y (ann.) | -26.77% | -17.29% |
| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| Max Drawdown | -13.39% | -51.61% |
| Longest DD Days | 106.0 | 131.0 |
| Avg. Drawdown | -13.39% | -11.18% |
| Avg. Drawdown Days | 106.0 | 20.0 |
| Recovery Factor | -0.88 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-05-28 | -13.39 | 106 |
| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| Best Day | 4.05% | 11.95% |
| Worst Day | -4.28% | -13.23% |
| Best Week | 0.14% | 31.91% |
| Worst Week | -6.2% | -19.48% |
| Best Month | 0.0% | 21.92% |
| Worst Month | -6.2% | -35.2% |
| Best Year | -11.79% | -7.36% |
| Worst Year | -11.79% | -7.36% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -1.48% | -1.47% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -4.12% | -0.39% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.02% | -17.62% |
| Win Days % | 46.0% | 51.61% |
| Win Month % | 0.0% | 60.0% |
| Win Week % | 25.0% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |