| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -31.76% | -10.04% |
| Max Drawdown | -43.95% | -51.42% |
| Sharpe | -1.49 | 0.31 |
| Sortino | -2.01 | 0.43 |
| Payoff Ratio | 0.86 | 0.72 |
| Profit Factor | 0.65 | 1.05 |
| Common Sense Ratio | 0.31 | 1.0 |
| CPC Index | 0.23 | 0.38 |
| Tail Ratio | 0.49 | 0.95 |
| Outlier Win Ratio | 31.35 | 2.71 |
| Outlier Loss Ratio | 5.51 | 3.14 |
| Volatility (ann.) | 29.49% | 89.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.87 | -0.24 |
| Skew | 1.25 | -0.46 |
| Kurtosis | 34.05 | 4.94 |
| Expected Daily % | -0.13% | -0.04% |
| Expected Monthly % | -3.75% | -1.05% |
| Expected Yearly % | -31.76% | -10.04% |
| Kelly Criterion | -25.57% | -17.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -7.63% |
| Expected Shortfall (cVaR) | -2.66% | -7.63% |
| Year | 12571214:LTCUSD | 12571214:ltcusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | -31.76 | 3.16 | - |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| MTD | 3.96% | -11.24% |
| 3M | 11.93% | 1.9% |
| 6M | 8.1% | 20.97% |
| YTD | -31.76% | -10.04% |
| 1Y | -31.76% | -10.04% |
| 3Y (ann.) | -38.39% | -12.55% |
| 5Y (ann.) | -38.39% | -12.55% |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Max Drawdown | -43.95% | -51.42% |
| Longest DD Days | 276.0 | 271.0 |
| Avg. Drawdown | -43.95% | -22.01% |
| Avg. Drawdown Days | 276.0 | 94.0 |
| Recovery Factor | -0.72 | -0.2 |
| Ulcer Index | 1.29 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-10-16 | -43.95 | 276 |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Best Day | 14.34% | 16.92% |
| Worst Day | -9.66% | -24.23% |
| Best Week | 13.69% | 33.35% |
| Worst Week | -14.88% | -27.41% |
| Best Month | 17.37% | 27.1% |
| Worst Month | -23.66% | -28.86% |
| Best Year | -31.76% | -10.04% |
| Worst Year | -31.76% | -10.04% |
| Avg. Up Day | 1.92% | 2.99% |
| Avg. Down Day | -2.25% | -4.17% |
| Avg. Up Week | 2.92% | 8.27% |
| Avg. Down Week | -4.09% | -9.91% |
| Avg. Up Month | 9.4% | 13.73% |
| Avg. Down Month | -12.77% | -11.31% |
| Win Days % | 42.11% | 51.04% |
| Win Month % | 40.0% | 50.0% |
| Win Week % | 46.15% | 54.76% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |