| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -10.16% | -7.36% |
| Max Drawdown | -27.64% | -51.61% |
| Sharpe | -0.26 | 0.14 |
| Sortino | -0.39 | 0.19 |
| Payoff Ratio | 0.89 | 0.87 |
| Profit Factor | 0.9 | 1.02 |
| Common Sense Ratio | 0.54 | 0.87 |
| CPC Index | 0.38 | 0.46 |
| Tail Ratio | 0.61 | 0.85 |
| Outlier Win Ratio | 43.96 | 3.29 |
| Outlier Loss Ratio | 3.21 | 2.9 |
| Volatility (ann.) | 18.98% | 47.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.85 | -0.33 |
| Skew | 2.31 | 0.17 |
| Kurtosis | 60.6 | 5.06 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -2.12% | -1.52% |
| Expected Yearly % | -10.16% | -7.36% |
| Kelly Criterion | -11.1% | -4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.06% |
| Expected Shortfall (cVaR) | -1.65% | -4.06% |
| Year | 12571515:LTCUSD | 12571515:ltcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -10.16 | 1.38 | - |
| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| MTD | -2.11% | 16.49% |
| 3M | -1.09% | -14.95% |
| 6M | -10.16% | -7.36% |
| YTD | -10.16% | -7.36% |
| 1Y | -10.16% | -7.36% |
| 3Y (ann.) | -23.36% | -17.29% |
| 5Y (ann.) | -23.36% | -17.29% |
| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| Max Drawdown | -27.64% | -51.61% |
| Longest DD Days | 131.0 | 131.0 |
| Avg. Drawdown | -8.53% | -11.18% |
| Avg. Drawdown Days | 35.0 | 20.0 |
| Recovery Factor | -0.37 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-28 | -27.64 | 131 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-01-06 | 2025-01-16 | -2.68 | 10 |
| 2025-01-05 | 2025-01-05 | -0.18 | 0 |
| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -9.36% | -13.23% |
| Best Week | 15.2% | 31.91% |
| Worst Week | -14.28% | -19.48% |
| Best Month | 2.74% | 21.92% |
| Worst Month | -9.75% | -35.2% |
| Best Year | -10.16% | -7.36% |
| Worst Year | -10.16% | -7.36% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.72% | -1.76% |
| Avg. Up Week | 7.92% | 26.51% |
| Avg. Down Week | -2.65% | -4.98% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.83% | 51.61% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 40.0% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |