| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -9.38% | -10.04% |
| Max Drawdown | -33.53% | -51.42% |
| Sharpe | -0.09 | 0.31 |
| Sortino | -0.15 | 0.43 |
| Payoff Ratio | 1.47 | 1.46 |
| Profit Factor | 0.97 | 1.05 |
| Common Sense Ratio | 0.66 | 1.0 |
| CPC Index | 0.52 | 0.78 |
| Tail Ratio | 0.68 | 0.95 |
| Outlier Win Ratio | 29.32 | 3.79 |
| Outlier Loss Ratio | 5.09 | 3.49 |
| Volatility (ann.) | 41.97% | 89.46% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.35 | -0.24 |
| Skew | 2.03 | -0.46 |
| Kurtosis | 21.36 | 4.94 |
| Expected Daily % | -0.03% | -0.04% |
| Expected Monthly % | -0.98% | -1.05% |
| Expected Yearly % | -9.38% | -10.04% |
| Kelly Criterion | -6.75% | 17.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.62% | -7.63% |
| Expected Shortfall (cVaR) | -3.62% | -7.63% |
| Year | 12570409:LTCUSD | 12570409:ltcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -9.38 | 0.93 | + |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| MTD | 10.71% | -11.24% |
| 3M | 18.84% | 1.9% |
| 6M | 8.3% | 20.97% |
| YTD | -9.38% | -10.04% |
| 1Y | -9.38% | -10.04% |
| 3Y (ann.) | -11.73% | -12.55% |
| 5Y (ann.) | -11.73% | -12.55% |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Max Drawdown | -33.53% | -51.42% |
| Longest DD Days | 271.0 | 271.0 |
| Avg. Drawdown | -21.29% | -22.01% |
| Avg. Drawdown Days | 141.0 | 94.0 |
| Recovery Factor | -0.28 | -0.2 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-10-16 | -33.53 | 271 |
| 2025-01-06 | 2025-01-17 | -9.06 | 11 |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Best Day | 15.91% | 16.92% |
| Worst Day | -10.13% | -24.23% |
| Best Week | 15.7% | 33.35% |
| Worst Week | -15.71% | -27.41% |
| Best Month | 18.65% | 27.1% |
| Worst Month | -20.43% | -28.86% |
| Best Year | -9.38% | -10.04% |
| Worst Year | -9.38% | -10.04% |
| Avg. Up Day | 3.62% | 4.02% |
| Avg. Down Day | -2.46% | -2.75% |
| Avg. Up Week | 6.7% | 12.41% |
| Avg. Down Week | -5.61% | -5.28% |
| Avg. Up Month | 18.65% | 27.1% |
| Avg. Down Month | -0.38% | -16.52% |
| Win Days % | 36.49% | 51.04% |
| Win Month % | 33.33% | 50.0% |
| Win Week % | 45.45% | 54.76% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |