| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.7% | -10.04% |
| Max Drawdown | -11.79% | -51.42% |
| Sharpe | 0.7 | 0.31 |
| Sortino | 1.15 | 0.43 |
| Payoff Ratio | 1.32 | 1.82 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.26 | 1.0 |
| CPC Index | 0.78 | 0.98 |
| Tail Ratio | 0.95 | 0.95 |
| Outlier Win Ratio | 44.49 | 2.92 |
| Outlier Loss Ratio | 5.52 | 2.88 |
| Volatility (ann.) | 24.02% | 89.46% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.28 | -0.24 |
| Skew | 1.48 | -0.46 |
| Kurtosis | 31.18 | 4.94 |
| Expected Daily % | 0.04% | -0.04% |
| Expected Monthly % | 1.11% | -1.05% |
| Expected Yearly % | 11.7% | -10.04% |
| Kelly Criterion | 2.5% | 24.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -7.63% |
| Expected Shortfall (cVaR) | -2.02% | -7.63% |
| Year | 12569378:LTCUSD | 12569378:ltcusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 11.70 | -1.16 | + |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| MTD | 6.9% | -11.24% |
| 3M | -2.2% | 1.9% |
| 6M | -1.95% | 20.97% |
| YTD | 11.7% | -10.04% |
| 1Y | 11.7% | -10.04% |
| 3Y (ann.) | 15.05% | -12.55% |
| 5Y (ann.) | 15.05% | -12.55% |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Max Drawdown | -11.79% | -51.42% |
| Longest DD Days | 246.0 | 271.0 |
| Avg. Drawdown | -11.79% | -22.01% |
| Avg. Drawdown Days | 246.0 | 94.0 |
| Recovery Factor | 0.99 | -0.2 |
| Ulcer Index | 0.98 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-10-16 | -11.79 | 246 |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Best Day | 9.47% | 16.92% |
| Worst Day | -9.38% | -24.23% |
| Best Week | 8.21% | 33.35% |
| Worst Week | -4.98% | -27.41% |
| Best Month | 8.21% | 27.1% |
| Worst Month | -7.89% | -28.86% |
| Best Year | 11.7% | -10.04% |
| Worst Year | 11.7% | -10.04% |
| Avg. Up Day | 2.7% | 4.05% |
| Avg. Down Day | -2.04% | -2.22% |
| Avg. Up Week | 3.36% | 14.11% |
| Avg. Down Week | -1.72% | -1.25% |
| Avg. Up Month | 7.15% | 12.88% |
| Avg. Down Month | -0.85% | -16.52% |
| Win Days % | 44.44% | 51.04% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 53.85% | 54.76% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |