| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 46.56% | -10.04% |
| Max Drawdown | -13.17% | -51.42% |
| Sharpe | 1.59 | 0.31 |
| Sortino | 3.84 | 0.43 |
| Payoff Ratio | 1.77 | 1.58 |
| Profit Factor | 1.83 | 1.05 |
| Common Sense Ratio | 2.67 | 1.0 |
| CPC Index | 1.48 | 0.84 |
| Tail Ratio | 1.46 | 0.95 |
| Outlier Win Ratio | 27.5 | 3.27 |
| Outlier Loss Ratio | 7.0 | 3.0 |
| Volatility (ann.) | 33.64% | 89.46% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.73 | -0.24 |
| Skew | 5.07 | -0.46 |
| Kurtosis | 41.61 | 4.94 |
| Expected Daily % | 0.13% | -0.04% |
| Expected Monthly % | 3.9% | -1.05% |
| Expected Yearly % | 46.56% | -10.04% |
| Kelly Criterion | 15.08% | 19.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -7.63% |
| Expected Shortfall (cVaR) | -2.75% | -7.63% |
| Year | 12569369:LTCUSD | 12569369:ltcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 46.56 | -4.64 | + |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| MTD | 7.71% | -11.24% |
| 3M | 14.17% | 1.9% |
| 6M | 11.42% | 20.97% |
| YTD | 46.56% | -10.04% |
| 1Y | 46.56% | -10.04% |
| 3Y (ann.) | 62.34% | -12.55% |
| 5Y (ann.) | 62.34% | -12.55% |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -51.42% |
| Longest DD Days | 182.0 | 271.0 |
| Avg. Drawdown | -3.25% | -22.01% |
| Avg. Drawdown Days | 46.0 | 94.0 |
| Recovery Factor | 3.54 | -0.2 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-08-13 | -13.17 | 182 |
| 2025-08-14 | 2025-10-02 | -1.96 | 49 |
| 2025-01-18 | 2025-02-11 | -1.82 | 24 |
| 2025-01-07 | 2025-01-16 | -1.31 | 9 |
| 2025-10-06 | 2025-10-16 | -0.75 | 10 |
| 2025-10-03 | 2025-10-04 | -0.47 | 1 |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Best Day | 15.91% | 16.92% |
| Worst Day | -5.51% | -24.23% |
| Best Week | 18.16% | 33.35% |
| Worst Week | -3.52% | -27.41% |
| Best Month | 17.79% | 27.1% |
| Worst Month | -3.52% | -28.86% |
| Best Year | 46.56% | -10.04% |
| Worst Year | 46.56% | -10.04% |
| Avg. Up Day | 2.98% | 4.01% |
| Avg. Down Day | -1.68% | -2.54% |
| Avg. Up Week | 6.4% | 11.43% |
| Avg. Down Week | -1.1% | -6.44% |
| Avg. Up Month | 7.3% | 13.3% |
| Avg. Down Month | -1.96% | -2.54% |
| Win Days % | 45.71% | 51.04% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 47.62% | 54.76% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |