| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 118.02% | -19.2% |
| Max Drawdown | -22.97% | -51.61% |
| Sharpe | 0.92 | 0.09 |
| Sortino | 1.61 | 0.12 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.31 | 1.01 |
| Common Sense Ratio | 1.79 | 0.88 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.36 | 0.87 |
| Outlier Win Ratio | 16.63 | 3.85 |
| Outlier Loss Ratio | 3.87 | 3.23 |
| Volatility (ann.) | 26.11% | 43.03% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.63 | -0.39 |
| Skew | 3.06 | -0.21 |
| Kurtosis | 40.28 | 14.88 |
| Expected Daily % | 0.06% | -0.02% |
| Expected Monthly % | 6.71% | -1.76% |
| Expected Yearly % | 118.02% | -19.2% |
| Kelly Criterion | 10.1% | 13.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -3.69% |
| Expected Shortfall (cVaR) | -2.18% | -3.69% |
| Year | 12588330:LTCUSD | 12588330:ltcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.20 | 118.02 | -6.15 | + |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| MTD | 0.0% | 3.0% |
| 3M | 9.8% | -24.19% |
| 6M | 18.62% | -9.09% |
| YTD | 118.02% | -19.2% |
| 1Y | 118.02% | -19.2% |
| 3Y (ann.) | 129.2% | -20.3% |
| 5Y (ann.) | 129.2% | -20.3% |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Max Drawdown | -22.97% | -51.61% |
| Longest DD Days | 151.0 | 327.0 |
| Avg. Drawdown | -5.99% | -11.18% |
| Avg. Drawdown Days | 18.0 | 48.0 |
| Recovery Factor | 5.14 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-08-04 | -22.97 | 151 |
| 2025-08-23 | 2025-11-07 | -19.89 | 76 |
| 2025-02-24 | 2025-03-06 | -13.82 | 10 |
| 2025-08-17 | 2025-08-22 | -8.24 | 5 |
| 2025-02-04 | 2025-02-10 | -6.90 | 6 |
| 2025-11-20 | 2025-12-10 | -6.25 | 19 |
| 2025-01-28 | 2025-01-29 | -4.78 | 1 |
| 2025-11-07 | 2025-11-08 | -3.98 | 1 |
| 2025-01-15 | 2025-01-15 | -1.16 | 0 |
| 2025-01-16 | 2025-01-16 | -0.59 | 0 |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -9.82% | -23.18% |
| Best Week | 30.73% | 31.91% |
| Worst Week | -13.11% | -19.48% |
| Best Month | 58.77% | 23.31% |
| Worst Month | -18.64% | -35.2% |
| Best Year | 118.02% | -19.2% |
| Worst Year | 118.02% | -19.2% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.3% | -1.37% |
| Avg. Up Week | 9.3% | 10.64% |
| Avg. Down Week | -4.63% | -8.61% |
| Avg. Up Month | 20.77% | 7.39% |
| Avg. Down Month | -10.08% | -15.95% |
| Win Days % | 48.44% | 51.35% |
| Win Month % | 63.64% | 50.0% |
| Win Week % | 64.52% | 46.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |