| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 46.56% | -10.04% |
| Max Drawdown | -13.17% | -51.61% |
| Sharpe | 0.85 | 0.14 |
| Sortino | 1.54 | 0.19 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.37 | 1.02 |
| Common Sense Ratio | 1.52 | 0.91 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.11 | 0.89 |
| Outlier Win Ratio | 31.97 | 3.37 |
| Outlier Loss Ratio | 3.71 | 2.59 |
| Volatility (ann.) | 15.71% | 42.52% |
| R^2 | 0.13 | 0.13 |
| Calmar | 4.73 | -0.24 |
| Skew | 4.04 | -0.69 |
| Kurtosis | 55.69 | 14.86 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.9% | -1.05% |
| Expected Yearly % | 46.56% | -10.04% |
| Kelly Criterion | 9.76% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.64% |
| Expected Shortfall (cVaR) | -1.32% | -3.64% |
| 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 | 9.15% | -11.61% |
| 3M | 14.17% | -1.97% |
| 6M | 15.75% | 25.68% |
| 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% | -51.61% |
| Longest DD Days | 175.0 | 271.0 |
| Avg. Drawdown | -3.73% | -11.18% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 3.54 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-08-05 | -13.17 | 175 |
| 2025-08-05 | 2025-08-12 | -8.77 | 7 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-01-25 | 2025-02-10 | -3.11 | 15 |
| 2025-10-03 | 2025-10-05 | -2.99 | 1 |
| 2025-09-04 | 2025-10-01 | -2.90 | 27 |
| 2025-10-05 | 2025-10-16 | -2.26 | 10 |
| 2025-01-06 | 2025-01-16 | -2.18 | 10 |
| 2025-10-02 | 2025-10-03 | -2.15 | 1 |
| 2025-08-13 | 2025-09-03 | -1.70 | 21 |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -5.29% | -23.18% |
| Best Week | 16.71% | 31.91% |
| Worst Week | -3.52% | -19.48% |
| Best Month | 17.79% | 23.31% |
| Worst Month | -3.52% | -35.2% |
| Best Year | 46.56% | -10.04% |
| Worst Year | 46.56% | -10.04% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.14% | -1.15% |
| Avg. Up Week | 5.56% | 13.02% |
| Avg. Down Week | -1.35% | -1.5% |
| Avg. Up Month | 9.49% | 15.96% |
| Avg. Down Month | -1.72% | -1.85% |
| Win Days % | 50.22% | 51.35% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 65.0% | 45.24% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |