| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 36.66% | -10.04% |
| Max Drawdown | -14.5% | -51.61% |
| Sharpe | 0.72 | 0.14 |
| Sortino | 1.12 | 0.19 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 1.67 | 0.91 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.34 | 0.89 |
| Outlier Win Ratio | 28.4 | 3.36 |
| Outlier Loss Ratio | 3.53 | 2.78 |
| Volatility (ann.) | 15.49% | 42.52% |
| R^2 | 0.13 | 0.13 |
| Calmar | 3.35 | -0.24 |
| Skew | 0.95 | -0.69 |
| Kurtosis | 18.43 | 14.86 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.17% | -1.05% |
| Expected Yearly % | 36.66% | -10.04% |
| Kelly Criterion | 6.21% | 7.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.64% |
| Expected Shortfall (cVaR) | -1.3% | -3.64% |
| 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 | 12.67% | -11.61% |
| 3M | 7.73% | -1.97% |
| 6M | 20.46% | 25.68% |
| 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 | -14.5% | -51.61% |
| Longest DD Days | 57.0 | 271.0 |
| Avg. Drawdown | -4.79% | -11.18% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 2.53 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-05 | 2025-10-02 | -14.50 | 57 |
| 2025-01-31 | 2025-02-11 | -14.16 | 10 |
| 2025-02-11 | 2025-02-14 | -9.70 | 3 |
| 2025-02-14 | 2025-04-11 | -6.90 | 55 |
| 2025-05-11 | 2025-06-10 | -6.01 | 30 |
| 2025-06-11 | 2025-08-05 | -5.61 | 55 |
| 2025-04-13 | 2025-05-08 | -3.09 | 25 |
| 2025-05-10 | 2025-05-10 | -2.40 | 0 |
| 2025-10-02 | 2025-10-03 | -2.15 | 1 |
| 2025-04-11 | 2025-04-12 | -1.60 | 0 |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -5.29% | -23.18% |
| Best Week | 16.07% | 31.91% |
| Worst Week | -11.53% | -19.48% |
| Best Month | 12.79% | 23.31% |
| Worst Month | -10.0% | -35.2% |
| Best Year | 36.66% | -10.04% |
| Worst Year | 36.66% | -10.04% |
| Avg. Up Day | 1.46% | 1.47% |
| Avg. Down Day | -1.27% | -1.33% |
| Avg. Up Week | 5.93% | 10.55% |
| Avg. Down Week | -5.78% | -8.58% |
| Avg. Up Month | 5.57% | 12.55% |
| Avg. Down Month | -1.11% | -1.21% |
| Win Days % | 50.0% | 51.35% |
| Win Month % | 80.0% | 50.0% |
| Win Week % | 63.64% | 45.24% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |