| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 15.44% | -10.04% |
| Max Drawdown | -22.55% | -51.61% |
| Sharpe | 0.35 | 0.14 |
| Sortino | 0.48 | 0.19 |
| Payoff Ratio | 0.9 | 0.88 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | 1.23 | 0.91 |
| CPC Index | 0.54 | 0.46 |
| Tail Ratio | 1.12 | 0.89 |
| Outlier Win Ratio | 22.86 | 3.38 |
| Outlier Loss Ratio | 3.43 | 2.93 |
| Volatility (ann.) | 17.59% | 42.52% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.88 | -0.24 |
| Skew | -0.67 | -0.69 |
| Kurtosis | 23.51 | 14.86 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.45% | -1.05% |
| Expected Yearly % | 15.44% | -10.04% |
| Kelly Criterion | 3.81% | -3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.64% |
| Expected Shortfall (cVaR) | -1.5% | -3.64% |
| Year | 12613939:LTCUSD | 12613939:ltcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 15.44 | -1.54 | + |
| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| MTD | 10.49% | -11.61% |
| 3M | 10.52% | -1.97% |
| 6M | 10.95% | 25.68% |
| YTD | 15.44% | -10.04% |
| 1Y | 15.44% | -10.04% |
| 3Y (ann.) | 19.95% | -12.55% |
| 5Y (ann.) | 19.95% | -12.55% |
| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| Max Drawdown | -22.55% | -51.61% |
| Longest DD Days | 242.0 | 271.0 |
| Avg. Drawdown | -7.0% | -11.18% |
| Avg. Drawdown Days | 40.0 | 40.0 |
| Recovery Factor | 0.68 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-10-16 | -22.55 | 242 |
| 2025-02-11 | 2025-02-14 | -9.70 | 3 |
| 2025-02-06 | 2025-02-10 | -5.48 | 3 |
| 2025-02-14 | 2025-02-15 | -3.98 | 0 |
| 2025-02-05 | 2025-02-06 | -3.17 | 0 |
| 2025-01-02 | 2025-02-05 | -2.74 | 33 |
| 2025-01-01 | 2025-01-02 | -1.41 | 0 |
| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -9.82% | -23.18% |
| Best Week | 15.28% | 31.91% |
| Worst Week | -12.15% | -19.48% |
| Best Month | 21.95% | 23.31% |
| Worst Month | -11.45% | -35.2% |
| Best Year | 15.44% | -10.04% |
| Worst Year | 15.44% | -10.04% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.3% | -1.32% |
| Avg. Up Week | 4.76% | 9.02% |
| Avg. Down Week | -4.93% | -7.98% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -11.45% | -35.2% |
| Win Days % | 54.49% | 51.35% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 61.9% | 45.24% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |