| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 57.22% | -7.36% |
| Max Drawdown | -13.97% | -51.61% |
| Sharpe | 1.31 | 0.14 |
| Sortino | 2.58 | 0.19 |
| Payoff Ratio | 1.64 | 1.31 |
| Profit Factor | 1.71 | 1.02 |
| Common Sense Ratio | 3.48 | 0.87 |
| CPC Index | 1.42 | 0.69 |
| Tail Ratio | 2.03 | 0.85 |
| Outlier Win Ratio | 27.92 | 3.7 |
| Outlier Loss Ratio | 3.41 | 3.05 |
| Volatility (ann.) | 23.31% | 47.35% |
| R^2 | 0.25 | 0.25 |
| Calmar | 14.85 | -0.33 |
| Skew | 3.88 | 0.17 |
| Kurtosis | 39.02 | 5.06 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 9.47% | -1.52% |
| Expected Yearly % | 57.22% | -7.36% |
| Kelly Criterion | 20.43% | 14.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.06% |
| Expected Shortfall (cVaR) | -1.92% | -4.06% |
| Year | 12586993:LTCUSD | 12586993:ltcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | 57.22 | -7.77 | + |
| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| MTD | -5.05% | 16.49% |
| 3M | 7.9% | -14.95% |
| 6M | 57.22% | -7.36% |
| YTD | 57.22% | -7.36% |
| 1Y | 57.22% | -7.36% |
| 3Y (ann.) | 207.54% | -17.29% |
| 5Y (ann.) | 207.54% | -17.29% |
| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| Max Drawdown | -13.97% | -51.61% |
| Longest DD Days | 34.0 | 131.0 |
| Avg. Drawdown | -4.06% | -11.18% |
| Avg. Drawdown Days | 10.0 | 20.0 |
| Recovery Factor | 4.1 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-01-30 | -13.97 | 3 |
| 2025-05-05 | 2025-05-28 | -11.56 | 23 |
| 2025-01-31 | 2025-02-26 | -8.69 | 25 |
| 2025-04-02 | 2025-05-05 | -4.65 | 32 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-02-27 | 2025-04-02 | -2.71 | 34 |
| 2025-01-15 | 2025-01-15 | -1.16 | 0 |
| 2025-01-31 | 2025-01-31 | -0.81 | 0 |
| 2025-02-26 | 2025-02-27 | -0.61 | 0 |
| 2025-01-16 | 2025-01-16 | -0.59 | 0 |
| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| Best Day | 11.95% | 11.95% |
| Worst Day | -5.6% | -13.23% |
| Best Week | 46.58% | 31.91% |
| Worst Week | -3.75% | -19.48% |
| Best Month | 51.24% | 21.92% |
| Worst Month | -5.05% | -35.2% |
| Best Year | 57.22% | -7.36% |
| Worst Year | 57.22% | -7.36% |
| Avg. Up Day | 2.59% | 2.6% |
| Avg. Down Day | -1.58% | -1.98% |
| Avg. Up Week | 24.88% | 19.88% |
| Avg. Down Week | -2.28% | -11.84% |
| Avg. Up Month | 27.16% | 11.31% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.55% | 51.61% |
| Win Month % | 75.0% | 60.0% |
| Win Week % | 57.14% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |