| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.1% | -7.36% |
| Max Drawdown | -15.4% | -51.61% |
| Sharpe | -0.06 | 0.14 |
| Sortino | -0.07 | 0.19 |
| Payoff Ratio | 0.89 | 0.82 |
| Profit Factor | 0.97 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 0.42 | 0.43 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 91.06 | 3.21 |
| Outlier Loss Ratio | 2.67 | 2.39 |
| Volatility (ann.) | 11.41% | 47.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.33 | -0.33 |
| Skew | -2.84 | 0.17 |
| Kurtosis | 49.13 | 5.06 |
| Expected Daily % | -0.0% | -0.01% |
| Expected Monthly % | -0.42% | -1.52% |
| Expected Yearly % | -2.1% | -7.36% |
| Kelly Criterion | -8.6% | -7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.06% |
| Expected Shortfall (cVaR) | -0.98% | -4.06% |
| Year | 12580765:LTCUSD | 12580765:ltcusd:triple_med_gx:lsma40_55 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -2.10 | 0.29 | + |
| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| MTD | 2.24% | 16.49% |
| 3M | 2.76% | -14.95% |
| 6M | -2.1% | -7.36% |
| YTD | -2.1% | -7.36% |
| 1Y | -2.1% | -7.36% |
| 3Y (ann.) | -5.13% | -17.29% |
| 5Y (ann.) | -5.13% | -17.29% |
| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| Max Drawdown | -15.4% | -51.61% |
| Longest DD Days | 122.0 | 131.0 |
| Avg. Drawdown | -7.31% | -11.18% |
| Avg. Drawdown Days | 48.0 | 20.0 |
| Recovery Factor | -0.14 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-28 | -15.40 | 122 |
| 2025-01-01 | 2025-01-14 | -5.66 | 13 |
| 2025-01-15 | 2025-01-25 | -0.87 | 10 |
| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| Best Day | 3.79% | 11.95% |
| Worst Day | -5.6% | -13.23% |
| Best Week | 2.24% | 31.91% |
| Worst Week | -6.62% | -19.48% |
| Best Month | 2.24% | 21.92% |
| Worst Month | -4.54% | -35.2% |
| Best Year | -2.1% | -7.36% |
| Worst Year | -2.1% | -7.36% |
| Avg. Up Day | 1.57% | 1.62% |
| Avg. Down Day | -1.76% | -1.97% |
| Avg. Up Week | 1.19% | 23.07% |
| Avg. Down Week | -0.32% | -4.88% |
| Avg. Up Month | 1.38% | 8.6% |
| Avg. Down Month | -0.2% | -0.04% |
| Win Days % | 48.84% | 51.61% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |