| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -19.78% | -10.04% |
| Max Drawdown | -25.12% | -51.42% |
| Sharpe | -1.35 | 0.31 |
| Sortino | -1.77 | 0.43 |
| Payoff Ratio | 1.01 | 1.88 |
| Profit Factor | 0.67 | 1.05 |
| Common Sense Ratio | 0.37 | 1.0 |
| CPC Index | 0.24 | 1.01 |
| Tail Ratio | 0.55 | 0.95 |
| Outlier Win Ratio | 48.67 | 2.64 |
| Outlier Loss Ratio | 6.58 | 2.97 |
| Volatility (ann.) | 19.21% | 89.46% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.97 | -0.24 |
| Skew | -0.32 | -0.46 |
| Kurtosis | 12.02 | 4.94 |
| Expected Daily % | -0.08% | -0.04% |
| Expected Monthly % | -2.18% | -1.05% |
| Expected Yearly % | -19.78% | -10.04% |
| Kelly Criterion | -29.04% | 25.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -7.63% |
| Expected Shortfall (cVaR) | -1.73% | -7.63% |
| Year | 12569184:LTCUSD | 12569184:ltcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -19.78 | 1.97 | - |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| MTD | 1.72% | -11.24% |
| 3M | -7.41% | 1.9% |
| 6M | -16.05% | 20.97% |
| YTD | -19.78% | -10.04% |
| 1Y | -19.78% | -10.04% |
| 3Y (ann.) | -24.37% | -12.55% |
| 5Y (ann.) | -24.37% | -12.55% |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Max Drawdown | -25.12% | -51.42% |
| Longest DD Days | 251.0 | 271.0 |
| Avg. Drawdown | -8.58% | -22.01% |
| Avg. Drawdown Days | 84.0 | 94.0 |
| Recovery Factor | -0.79 | -0.2 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-07 | 2025-10-16 | -25.12 | 251 |
| 2025-01-11 | 2025-01-12 | -0.44 | 1 |
| 2025-01-30 | 2025-01-31 | -0.18 | 1 |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Best Day | 5.94% | 16.92% |
| Worst Day | -5.08% | -24.23% |
| Best Week | 3.6% | 33.35% |
| Worst Week | -5.25% | -27.41% |
| Best Month | 2.94% | 27.1% |
| Worst Month | -8.71% | -28.86% |
| Best Year | -19.78% | -10.04% |
| Worst Year | -19.78% | -10.04% |
| Avg. Up Day | 1.84% | 3.56% |
| Avg. Down Day | -1.83% | -1.89% |
| Avg. Up Week | 1.56% | 11.14% |
| Avg. Down Week | -2.21% | -10.34% |
| Avg. Up Month | 1.78% | 25.0% |
| Avg. Down Month | -4.06% | -10.34% |
| Win Days % | 35.29% | 51.04% |
| Win Month % | 30.0% | 50.0% |
| Win Week % | 36.67% | 54.76% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |