| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.7% | -10.04% |
| Max Drawdown | -11.95% | -51.61% |
| Sharpe | 0.34 | 0.14 |
| Sortino | 0.55 | 0.19 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.16 | 1.02 |
| Common Sense Ratio | 1.51 | 0.91 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.31 | 0.89 |
| Outlier Win Ratio | 49.23 | 3.17 |
| Outlier Loss Ratio | 3.2 | 2.47 |
| Volatility (ann.) | 12.42% | 42.52% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.26 | -0.24 |
| Skew | 2.73 | -0.69 |
| Kurtosis | 56.13 | 14.86 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.11% | -1.05% |
| Expected Yearly % | 11.7% | -10.04% |
| Kelly Criterion | 2.42% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.64% |
| Expected Shortfall (cVaR) | -1.06% | -3.64% |
| 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% | -11.61% |
| 3M | -2.2% | -1.97% |
| 6M | 1.86% | 25.68% |
| 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 | -11.95% | -51.61% |
| Longest DD Days | 246.0 | 271.0 |
| Avg. Drawdown | -4.1% | -11.18% |
| Avg. Drawdown Days | 82.0 | 40.0 |
| Recovery Factor | 0.98 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-10-16 | -11.95 | 246 |
| 2025-01-16 | 2025-01-16 | -0.18 | 0 |
| 2025-02-10 | 2025-02-10 | -0.18 | 0 |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Best Day | 8.41% | 11.95% |
| Worst Day | -5.29% | -23.18% |
| Best Week | 9.09% | 31.91% |
| Worst Week | -3.58% | -19.48% |
| Best Month | 8.21% | 23.31% |
| Worst Month | -7.89% | -35.2% |
| Best Year | 11.7% | -10.04% |
| Worst Year | 11.7% | -10.04% |
| Avg. Up Day | 1.34% | 1.36% |
| Avg. Down Day | -1.26% | -1.25% |
| Avg. Up Week | 4.47% | 14.6% |
| Avg. Down Week | -2.22% | -6.77% |
| Avg. Up Month | 8.21% | 21.92% |
| Avg. Down Month | -0.85% | -18.53% |
| Win Days % | 49.66% | 51.35% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 50.0% | 45.24% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |