| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 54.47% | -9.77% |
| Max Drawdown | -12.1% | -70.44% |
| Sharpe | 0.52 | 0.18 |
| Sortino | 1.05 | 0.25 |
| Payoff Ratio | 1.5 | 1.11 |
| Profit Factor | 1.79 | 1.03 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 1.34 | 0.6 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 164.49 | 2.74 |
| Outlier Loss Ratio | 3.94 | 2.22 |
| Volatility (ann.) | 6.65% | 39.64% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.15 | -0.04 |
| Skew | 12.26 | 0.08 |
| Kurtosis | 467.4 | 7.4 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.07% | -0.25% |
| Expected Yearly % | 11.48% | -2.54% |
| Kelly Criterion | 16.59% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -3.39% |
| Expected Shortfall (cVaR) | -0.56% | -3.39% |
| Year | 12697441:LTCUSD | 12697441:ltcusd:triple_med_gx:zlema110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.00 | 8.74 | -0.25 | + |
| 2023 | 3.88 | 17.02 | 4.39 | + |
| 2024 | 41.56 | 13.91 | 0.33 | - |
| 2025 | -5.60 | 6.57 | -1.17 | + |
| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| MTD | -0.18% | 16.49% |
| 3M | 4.25% | -14.95% |
| 6M | -1.98% | 5.43% |
| YTD | 6.57% | -5.6% |
| 1Y | 14.97% | 14.24% |
| 3Y (ann.) | 12.71% | 16.5% |
| 5Y (ann.) | 13.94% | -3.04% |
| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| Max Drawdown | -12.1% | -70.44% |
| Longest DD Days | 494.0 | 1029.0 |
| Avg. Drawdown | -1.76% | -14.62% |
| Avg. Drawdown Days | 42.0 | 121.0 |
| Recovery Factor | 4.5 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-10-23 | -12.10 | 494 |
| 2024-12-19 | 2025-05-28 | -10.74 | 159 |
| 2022-03-01 | 2022-06-15 | -3.21 | 106 |
| 2024-10-12 | 2024-11-14 | -2.85 | 32 |
| 2024-01-30 | 2024-03-23 | -1.37 | 52 |
| 2024-04-14 | 2024-04-14 | -1.10 | 0 |
| 2024-01-29 | 2024-01-29 | -1.08 | 0 |
| 2023-12-21 | 2024-01-27 | -0.92 | 37 |
| 2024-01-28 | 2024-01-28 | -0.80 | 0 |
| 2023-12-20 | 2023-12-21 | -0.58 | 0 |
| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| Best Day | 11.27% | 12.8% |
| Worst Day | -8.02% | -14.92% |
| Best Week | 10.17% | 31.91% |
| Worst Week | -8.02% | -29.9% |
| Best Month | 10.17% | 48.49% |
| Worst Month | -8.02% | -35.2% |
| Best Year | 17.02% | 41.56% |
| Worst Year | 6.57% | -35.0% |
| Avg. Up Day | 1.41% | 1.46% |
| Avg. Down Day | -0.95% | -1.31% |
| Avg. Up Week | 2.53% | 7.15% |
| Avg. Down Week | -3.19% | -10.85% |
| Avg. Up Month | 3.82% | 10.59% |
| Avg. Down Month | -2.22% | -17.49% |
| Win Days % | 50.0% | 52.16% |
| Win Month % | 70.37% | 56.1% |
| Win Week % | 71.88% | 48.88% |
| Win Quarter % | 92.31% | 57.14% |
| Win Year % | 100.0% | 50.0% |