| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 36.66% | -10.04% |
| Max Drawdown | -12.83% | -51.42% |
| Sharpe | 1.31 | 0.31 |
| Sortino | 2.19 | 0.43 |
| Payoff Ratio | 1.05 | 0.84 |
| Profit Factor | 1.51 | 1.05 |
| Common Sense Ratio | 2.33 | 1.0 |
| CPC Index | 0.9 | 0.45 |
| Tail Ratio | 1.54 | 0.95 |
| Outlier Win Ratio | 23.1 | 3.06 |
| Outlier Loss Ratio | 4.38 | 3.09 |
| Volatility (ann.) | 34.62% | 89.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.78 | -0.24 |
| Skew | 1.71 | -0.46 |
| Kurtosis | 24.43 | 4.94 |
| Expected Daily % | 0.11% | -0.04% |
| Expected Monthly % | 3.17% | -1.05% |
| Expected Yearly % | 36.66% | -10.04% |
| Kelly Criterion | 16.51% | -7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.86% | -7.63% |
| Expected Shortfall (cVaR) | -2.86% | -7.63% |
| Year | 12570343:LTCUSD | 12570343:ltcusd:triple_med_gx:lsma85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 36.66 | -3.65 | + |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| MTD | 13.15% | -11.24% |
| 3M | 10.8% | 1.9% |
| 6M | 20.46% | 20.97% |
| YTD | 36.66% | -10.04% |
| 1Y | 36.66% | -10.04% |
| 3Y (ann.) | 48.56% | -12.55% |
| 5Y (ann.) | 48.56% | -12.55% |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Max Drawdown | -12.83% | -51.42% |
| Longest DD Days | 58.0 | 271.0 |
| Avg. Drawdown | -5.28% | -22.01% |
| Avg. Drawdown Days | 23.0 | 94.0 |
| Recovery Factor | 2.86 | -0.2 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-02-11 | -12.83 | 11 |
| 2025-08-10 | 2025-10-02 | -12.49 | 53 |
| 2025-02-12 | 2025-04-11 | -9.38 | 58 |
| 2025-06-06 | 2025-07-14 | -5.15 | 38 |
| 2025-07-15 | 2025-08-05 | -4.44 | 21 |
| 2025-08-06 | 2025-08-09 | -4.44 | 3 |
| 2025-05-12 | 2025-05-14 | -2.35 | 2 |
| 2025-01-03 | 2025-01-21 | -0.89 | 18 |
| 2025-10-03 | 2025-10-04 | -0.47 | 1 |
| 2025-04-15 | 2025-05-09 | -0.32 | 24 |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Best Day | 14.44% | 16.92% |
| Worst Day | -10.04% | -24.23% |
| Best Week | 18.25% | 33.35% |
| Worst Week | -11.96% | -27.41% |
| Best Month | 13.15% | 27.1% |
| Worst Month | -10.0% | -28.86% |
| Best Year | 36.66% | -10.04% |
| Worst Year | 36.66% | -10.04% |
| Avg. Up Day | 2.6% | 2.93% |
| Avg. Down Day | -2.48% | -3.49% |
| Avg. Up Week | 5.16% | 8.84% |
| Avg. Down Week | -8.03% | -10.17% |
| Avg. Up Month | 3.39% | 8.75% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.33% | 51.04% |
| Win Month % | 80.0% | 50.0% |
| Win Week % | 65.22% | 54.76% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |