| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 146.96% | -19.2% |
| Max Drawdown | -22.61% | -51.61% |
| Sharpe | 1.06 | 0.09 |
| Sortino | 1.88 | 0.12 |
| Payoff Ratio | 1.41 | 1.3 |
| Profit Factor | 1.38 | 1.01 |
| Common Sense Ratio | 1.91 | 0.88 |
| CPC Index | 0.96 | 0.68 |
| Tail Ratio | 1.38 | 0.87 |
| Outlier Win Ratio | 17.36 | 3.85 |
| Outlier Loss Ratio | 3.82 | 3.2 |
| Volatility (ann.) | 25.68% | 43.03% |
| R^2 | 0.36 | 0.36 |
| Calmar | 7.15 | -0.39 |
| Skew | 3.21 | -0.21 |
| Kurtosis | 42.92 | 14.88 |
| Expected Daily % | 0.07% | -0.02% |
| Expected Monthly % | 7.82% | -1.76% |
| Expected Yearly % | 146.96% | -19.2% |
| Kelly Criterion | 12.99% | 13.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -3.69% |
| Expected Shortfall (cVaR) | -2.14% | -3.69% |
| Year | 12591740:LTCUSD | 12591740:ltcusd:triple_med_gx:lsma40_90 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.20 | 146.96 | -7.65 | + |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| MTD | 0.0% | 3.0% |
| 3M | 6.78% | -24.19% |
| 6M | 21.01% | -9.09% |
| YTD | 146.96% | -19.2% |
| 1Y | 146.96% | -19.2% |
| 3Y (ann.) | 161.7% | -20.3% |
| 5Y (ann.) | 161.7% | -20.3% |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Max Drawdown | -22.61% | -51.61% |
| Longest DD Days | 77.0 | 327.0 |
| Avg. Drawdown | -5.49% | -11.18% |
| Avg. Drawdown Days | 14.0 | 48.0 |
| Recovery Factor | 6.5 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-20 | -22.61 | 75 |
| 2025-08-23 | 2025-11-08 | -22.50 | 77 |
| 2025-05-23 | 2025-08-04 | -10.05 | 73 |
| 2025-02-24 | 2025-02-26 | -9.96 | 1 |
| 2025-02-27 | 2025-03-06 | -7.77 | 6 |
| 2025-02-04 | 2025-02-09 | -6.56 | 5 |
| 2025-11-20 | 2025-12-10 | -6.25 | 19 |
| 2025-08-18 | 2025-08-22 | -4.49 | 3 |
| 2025-01-28 | 2025-01-29 | -4.29 | 1 |
| 2025-01-15 | 2025-01-15 | -1.16 | 0 |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -9.82% | -23.18% |
| Best Week | 35.4% | 31.91% |
| Worst Week | -13.11% | -19.48% |
| Best Month | 53.2% | 23.31% |
| Worst Month | -18.26% | -35.2% |
| Best Year | 146.96% | -19.2% |
| Worst Year | 146.96% | -19.2% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.28% | -1.4% |
| Avg. Up Week | 10.45% | 10.81% |
| Avg. Down Week | -4.89% | -9.64% |
| Avg. Up Month | 23.29% | 7.39% |
| Avg. Down Month | -10.78% | -15.95% |
| Win Days % | 49.04% | 51.35% |
| Win Month % | 63.64% | 50.0% |
| Win Week % | 64.52% | 46.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |