| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 15.2% | -10.04% |
| Max Drawdown | -17.99% | -51.42% |
| Sharpe | 0.77 | 0.31 |
| Sortino | 1.4 | 0.43 |
| Payoff Ratio | 1.24 | 1.64 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.63 | 1.0 |
| CPC Index | 0.78 | 0.88 |
| Tail Ratio | 1.23 | 0.95 |
| Outlier Win Ratio | 33.45 | 2.88 |
| Outlier Loss Ratio | 5.35 | 3.0 |
| Volatility (ann.) | 28.2% | 89.46% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.09 | -0.24 |
| Skew | 3.62 | -0.46 |
| Kurtosis | 40.77 | 4.94 |
| Expected Daily % | 0.05% | -0.04% |
| Expected Monthly % | 1.43% | -1.05% |
| Expected Yearly % | 15.2% | -10.04% |
| Kelly Criterion | 5.05% | 21.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -7.63% |
| Expected Shortfall (cVaR) | -2.37% | -7.63% |
| Year | 12569368:LTCUSD | 12569368:ltcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 15.20 | -1.51 | + |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| MTD | 7.36% | -11.24% |
| 3M | 12.42% | 1.9% |
| 6M | -0.83% | 20.97% |
| YTD | 15.2% | -10.04% |
| 1Y | 15.2% | -10.04% |
| 3Y (ann.) | 19.64% | -12.55% |
| 5Y (ann.) | 19.64% | -12.55% |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Max Drawdown | -17.99% | -51.42% |
| Longest DD Days | 246.0 | 271.0 |
| Avg. Drawdown | -9.09% | -22.01% |
| Avg. Drawdown Days | 124.0 | 94.0 |
| Recovery Factor | 0.84 | -0.2 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-10-16 | -17.99 | 246 |
| 2025-02-10 | 2025-02-11 | -0.18 | 1 |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Best Day | 14.44% | 16.92% |
| Worst Day | -8.06% | -24.23% |
| Best Week | 8.76% | 33.35% |
| Worst Week | -2.92% | -27.41% |
| Best Month | 7.36% | 27.1% |
| Worst Month | -4.58% | -28.86% |
| Best Year | 15.2% | -10.04% |
| Worst Year | 15.2% | -10.04% |
| Avg. Up Day | 2.66% | 4.31% |
| Avg. Down Day | -2.14% | -2.63% |
| Avg. Up Week | 3.76% | 11.53% |
| Avg. Down Week | -1.69% | -4.05% |
| Avg. Up Month | 5.83% | 11.63% |
| Avg. Down Month | -1.0% | -4.18% |
| Win Days % | 47.37% | 51.04% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 50.0% | 54.76% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |