| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -14.17% | -7.36% |
| Max Drawdown | -34.87% | -51.61% |
| Sharpe | -0.23 | 0.14 |
| Sortino | -0.34 | 0.19 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 0.92 | 1.02 |
| Common Sense Ratio | 0.71 | 0.87 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 0.77 | 0.85 |
| Outlier Win Ratio | 29.46 | 3.85 |
| Outlier Loss Ratio | 3.03 | 3.31 |
| Volatility (ann.) | 26.15% | 47.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.91 | -0.33 |
| Skew | 1.27 | 0.17 |
| Kurtosis | 27.32 | 5.06 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -3.01% | -1.52% |
| Expected Yearly % | -14.17% | -7.36% |
| Kelly Criterion | -4.34% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -4.06% |
| Expected Shortfall (cVaR) | -2.27% | -4.06% |
| Year | 12589316:LTCUSD | 12589316:ltcusd:triple_med_gx:lsma195_80 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -14.17 | 1.92 | - |
| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -9.92% | -14.95% |
| 6M | -14.17% | -7.36% |
| YTD | -14.17% | -7.36% |
| 1Y | -14.17% | -7.36% |
| 3Y (ann.) | -31.57% | -17.29% |
| 5Y (ann.) | -31.57% | -17.29% |
| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| Max Drawdown | -34.87% | -51.61% |
| Longest DD Days | 131.0 | 131.0 |
| Avg. Drawdown | -12.88% | -11.18% |
| Avg. Drawdown Days | 44.0 | 20.0 |
| Recovery Factor | -0.41 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-28 | -34.87 | 131 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-01-16 | 2025-01-16 | -0.18 | 0 |
| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -9.2% | -13.23% |
| Best Week | 15.2% | 31.91% |
| Worst Week | -18.22% | -19.48% |
| Best Month | 8.12% | 21.92% |
| Worst Month | -8.51% | -35.2% |
| Best Year | -14.17% | -7.36% |
| Worst Year | -14.17% | -7.36% |
| Avg. Up Day | 2.35% | 2.36% |
| Avg. Down Day | -1.92% | -2.07% |
| Avg. Up Week | 8.32% | 17.22% |
| Avg. Down Week | -6.94% | -9.87% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -7.9% | -35.2% |
| Win Days % | 42.48% | 51.61% |
| Win Month % | 25.0% | 60.0% |
| Win Week % | 37.5% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |