| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.15% | -7.36% |
| Max Drawdown | -10.33% | -51.61% |
| Sharpe | -0.12 | 0.14 |
| Sortino | -0.2 | 0.19 |
| Payoff Ratio | 1.69 | 1.48 |
| Profit Factor | 0.92 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 0.5 | 0.78 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 103.43 | 2.88 |
| Outlier Loss Ratio | 3.02 | 2.36 |
| Volatility (ann.) | 11.16% | 47.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.74 | -0.33 |
| Skew | 4.02 | 0.17 |
| Kurtosis | 98.55 | 5.06 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.64% | -1.52% |
| Expected Yearly % | -3.15% | -7.36% |
| Kelly Criterion | -7.78% | 19.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -4.06% |
| Expected Shortfall (cVaR) | -0.96% | -4.06% |
| Year | 12573136:LTCUSD | 12573136:ltcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -3.15 | 0.43 | + |
| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -6.54% | -14.95% |
| 6M | -3.15% | -7.36% |
| YTD | -3.15% | -7.36% |
| 1Y | -3.15% | -7.36% |
| 3Y (ann.) | -7.64% | -17.29% |
| 5Y (ann.) | -7.64% | -17.29% |
| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| Max Drawdown | -10.33% | -51.61% |
| Longest DD Days | 86.0 | 131.0 |
| Avg. Drawdown | -6.38% | -11.18% |
| Avg. Drawdown Days | 32.0 | 20.0 |
| Recovery Factor | -0.31 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-28 | -10.33 | 86 |
| 2025-01-29 | 2025-03-02 | -10.28 | 32 |
| 2025-01-05 | 2025-01-16 | -4.73 | 10 |
| 2025-01-28 | 2025-01-29 | -0.18 | 0 |
| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| Best Day | 8.41% | 11.95% |
| Worst Day | -5.02% | -13.23% |
| Best Week | 7.57% | 31.91% |
| Worst Week | -6.54% | -19.48% |
| Best Month | 5.12% | 21.92% |
| Worst Month | -6.54% | -35.2% |
| Best Year | -3.15% | -7.36% |
| Worst Year | -3.15% | -7.36% |
| Avg. Up Day | 2.62% | 2.65% |
| Avg. Down Day | -1.55% | -1.79% |
| Avg. Up Week | 4.68% | 19.88% |
| Avg. Down Week | -5.26% | -13.39% |
| Avg. Up Month | 5.12% | 21.92% |
| Avg. Down Month | -3.98% | -17.62% |
| Win Days % | 32.26% | 51.61% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 40.0% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |