| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -31.76% | -10.04% |
| Max Drawdown | -44.05% | -51.61% |
| Sharpe | -0.72 | 0.14 |
| Sortino | -0.93 | 0.19 |
| Payoff Ratio | 0.94 | 0.79 |
| Profit Factor | 0.75 | 1.02 |
| Common Sense Ratio | 0.56 | 0.91 |
| CPC Index | 0.28 | 0.42 |
| Tail Ratio | 0.75 | 0.89 |
| Outlier Win Ratio | 44.28 | 3.08 |
| Outlier Loss Ratio | 4.08 | 2.84 |
| Volatility (ann.) | 15.19% | 42.52% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.87 | -0.24 |
| Skew | -0.8 | -0.69 |
| Kurtosis | 71.47 | 14.86 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -3.75% | -1.05% |
| Expected Yearly % | -31.76% | -10.04% |
| Kelly Criterion | -24.02% | -10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.64% |
| Expected Shortfall (cVaR) | -1.34% | -3.64% |
| 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 | 2.8% | -11.61% |
| 3M | 11.93% | -1.97% |
| 6M | 8.1% | 25.68% |
| 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 | -44.05% | -51.61% |
| Longest DD Days | 276.0 | 271.0 |
| Avg. Drawdown | -22.18% | -11.18% |
| Avg. Drawdown Days | 138.0 | 40.0 |
| Recovery Factor | -0.72 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-10-16 | -44.05 | 276 |
| 2025-01-04 | 2025-01-05 | -0.31 | 0 |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Best Day | 11.28% | 11.95% |
| Worst Day | -9.82% | -23.18% |
| Best Week | 13.69% | 31.91% |
| Worst Week | -14.88% | -19.48% |
| Best Month | 17.37% | 23.31% |
| Worst Month | -23.66% | -35.2% |
| Best Year | -31.76% | -10.04% |
| Worst Year | -31.76% | -10.04% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -1.23% | -1.52% |
| Avg. Up Week | 3.51% | 10.27% |
| Avg. Down Week | -3.91% | -7.16% |
| Avg. Up Month | 8.97% | 12.99% |
| Avg. Down Month | -10.53% | -12.76% |
| Win Days % | 40.0% | 51.35% |
| Win Month % | 40.0% | 50.0% |
| Win Week % | 41.46% | 45.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |