| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 50.3% | -7.5% |
| Max Drawdown | -20.19% | -51.61% |
| Sharpe | 1.18 | 0.13 |
| Sortino | 2.05 | 0.19 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.48 | 1.02 |
| Common Sense Ratio | 2.14 | 0.87 |
| CPC Index | 0.96 | 0.62 |
| Tail Ratio | 1.44 | 0.85 |
| Outlier Win Ratio | 22.37 | 3.58 |
| Outlier Loss Ratio | 3.62 | 2.96 |
| Volatility (ann.) | 23.45% | 47.23% |
| R^2 | 0.25 | 0.25 |
| Calmar | 8.58 | -0.34 |
| Skew | 2.48 | 0.17 |
| Kurtosis | 36.9 | 5.09 |
| Expected Daily % | 0.07% | -0.01% |
| Expected Monthly % | 8.49% | -1.55% |
| Expected Yearly % | 50.3% | -7.5% |
| Kelly Criterion | 15.48% | 10.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.05% |
| Expected Shortfall (cVaR) | -1.94% | -4.05% |
| Year | 12655801:LTCUSD | 12655801:ltcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.50 | 50.30 | -6.70 | + |
| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| MTD | 4.78% | 16.31% |
| 3M | 15.65% | -21.95% |
| 6M | 50.3% | -7.5% |
| YTD | 50.3% | -7.5% |
| 1Y | 50.3% | -7.5% |
| 3Y (ann.) | 173.16% | -17.5% |
| 5Y (ann.) | 173.16% | -17.5% |
| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| Max Drawdown | -20.19% | -51.61% |
| Longest DD Days | 71.0 | 132.0 |
| Avg. Drawdown | -4.5% | -11.18% |
| Avg. Drawdown Days | 13.0 | 20.0 |
| Recovery Factor | 2.49 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-04-12 | -20.19 | 71 |
| 2025-05-14 | 2025-05-22 | -7.81 | 8 |
| 2025-04-13 | 2025-05-14 | -3.69 | 31 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-01-17 | 2025-01-23 | -2.35 | 6 |
| 2025-01-24 | 2025-01-25 | -1.67 | 0 |
| 2025-01-31 | 2025-01-31 | -0.81 | 0 |
| 2025-01-16 | 2025-01-16 | -0.18 | 0 |
| 2025-01-29 | 2025-01-29 | -0.18 | 0 |
| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -9.82% | -13.23% |
| Best Week | 17.57% | 31.91% |
| Worst Week | -8.0% | -19.48% |
| Best Month | 41.26% | 21.92% |
| Worst Month | -8.0% | -35.2% |
| Best Year | 50.3% | -7.5% |
| Worst Year | 50.3% | -7.5% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.49% | -1.55% |
| Avg. Up Week | 16.28% | 19.88% |
| Avg. Down Week | -5.31% | -10.8% |
| Avg. Up Month | 20.29% | 12.98% |
| Avg. Down Month | -5.94% | -17.62% |
| Win Days % | 53.85% | 51.77% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 70.0% | 40.91% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |