| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 69.78% | -19.2% |
| Max Drawdown | -16.49% | -51.61% |
| Sharpe | 0.74 | 0.09 |
| Sortino | 1.39 | 0.12 |
| Payoff Ratio | 1.41 | 1.23 |
| Profit Factor | 1.38 | 1.01 |
| Common Sense Ratio | 1.79 | 0.88 |
| CPC Index | 0.94 | 0.64 |
| Tail Ratio | 1.3 | 0.87 |
| Outlier Win Ratio | 29.0 | 3.6 |
| Outlier Loss Ratio | 3.25 | 3.13 |
| Volatility (ann.) | 22.16% | 43.03% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.59 | -0.39 |
| Skew | 5.23 | -0.21 |
| Kurtosis | 73.97 | 14.88 |
| Expected Daily % | 0.04% | -0.02% |
| Expected Monthly % | 4.51% | -1.76% |
| Expected Yearly % | 69.78% | -19.2% |
| Kelly Criterion | 11.49% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.69% |
| Expected Shortfall (cVaR) | -1.86% | -3.69% |
| Year | 12588671:LTCUSD | 12588671:ltcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.20 | 69.78 | -3.63 | + |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| MTD | 0.0% | 3.0% |
| 3M | -2.25% | -24.19% |
| 6M | -6.65% | -9.09% |
| YTD | 69.78% | -19.2% |
| 1Y | 69.78% | -19.2% |
| 3Y (ann.) | 75.64% | -20.3% |
| 5Y (ann.) | 75.64% | -20.3% |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Max Drawdown | -16.49% | -51.61% |
| Longest DD Days | 136.0 | 327.0 |
| Avg. Drawdown | -5.45% | -11.18% |
| Avg. Drawdown Days | 18.0 | 48.0 |
| Recovery Factor | 4.23 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-24 | 2025-11-07 | -16.49 | 136 |
| 2025-11-18 | 2025-12-10 | -14.84 | 21 |
| 2025-01-26 | 2025-01-30 | -13.97 | 3 |
| 2025-02-27 | 2025-05-06 | -9.87 | 68 |
| 2025-01-31 | 2025-02-26 | -8.69 | 25 |
| 2025-05-19 | 2025-06-23 | -7.41 | 35 |
| 2025-11-09 | 2025-11-18 | -6.01 | 9 |
| 2025-05-07 | 2025-05-08 | -3.99 | 1 |
| 2025-11-07 | 2025-11-08 | -3.98 | 1 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -6.01% | -23.18% |
| Best Week | 46.58% | 31.91% |
| Worst Week | -9.54% | -19.48% |
| Best Month | 51.24% | 23.31% |
| Worst Month | -9.1% | -35.2% |
| Best Year | 69.78% | -19.2% |
| Worst Year | 69.78% | -19.2% |
| Avg. Up Day | 2.14% | 2.16% |
| Avg. Down Day | -1.52% | -1.75% |
| Avg. Up Week | 17.09% | 12.62% |
| Avg. Down Week | -3.89% | -10.84% |
| Avg. Up Month | 17.72% | 12.55% |
| Avg. Down Month | -4.63% | -6.33% |
| Win Days % | 48.17% | 51.35% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 55.56% | 46.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |