| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.2% | -10.04% |
| Max Drawdown | -18.79% | -51.61% |
| Sharpe | 0.39 | 0.14 |
| Sortino | 0.62 | 0.19 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 1.16 | 1.02 |
| Common Sense Ratio | 1.03 | 0.91 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 0.89 | 0.89 |
| Outlier Win Ratio | 38.17 | 3.21 |
| Outlier Loss Ratio | 3.37 | 2.6 |
| Volatility (ann.) | 13.98% | 42.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.05 | -0.24 |
| Skew | 2.2 | -0.69 |
| Kurtosis | 39.81 | 14.86 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.43% | -1.05% |
| Expected Yearly % | 15.2% | -10.04% |
| Kelly Criterion | 2.45% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.64% |
| Expected Shortfall (cVaR) | -1.19% | -3.64% |
| 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 | 8.8% | -11.61% |
| 3M | 12.42% | -1.97% |
| 6M | 3.03% | 25.68% |
| 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 | -18.79% | -51.61% |
| Longest DD Days | 246.0 | 271.0 |
| Avg. Drawdown | -5.88% | -11.18% |
| Avg. Drawdown Days | 68.0 | 40.0 |
| Recovery Factor | 0.81 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-10-16 | -18.79 | 246 |
| 2025-01-16 | 2025-02-10 | -3.95 | 24 |
| 2025-01-16 | 2025-01-16 | -0.59 | 0 |
| 2025-01-15 | 2025-01-16 | -0.18 | 0 |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Best Day | 8.6% | 11.95% |
| Worst Day | -5.29% | -23.18% |
| Best Week | 7.65% | 31.91% |
| Worst Week | -3.72% | -19.48% |
| Best Month | 8.8% | 23.31% |
| Worst Month | -3.93% | -35.2% |
| Best Year | 15.2% | -10.04% |
| Worst Year | 15.2% | -10.04% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.26% | -1.25% |
| Avg. Up Week | 3.92% | 17.36% |
| Avg. Down Week | -2.26% | -6.63% |
| Avg. Up Month | 4.3% | 9.61% |
| Avg. Down Month | -3.12% | -1.53% |
| Win Days % | 48.39% | 51.35% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 60.0% | 45.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |