| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -5.75% | -7.36% |
| Max Drawdown | -16.22% | -51.61% |
| Sharpe | -0.24 | 0.14 |
| Sortino | -0.32 | 0.19 |
| Payoff Ratio | 0.91 | 0.85 |
| Profit Factor | 0.91 | 1.02 |
| Common Sense Ratio | 1.31 | 0.87 |
| CPC Index | 0.4 | 0.45 |
| Tail Ratio | 1.45 | 0.85 |
| Outlier Win Ratio | 65.01 | 3.29 |
| Outlier Loss Ratio | 3.27 | 2.76 |
| Volatility (ann.) | 12.11% | 47.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.84 | -0.33 |
| Skew | -1.44 | 0.17 |
| Kurtosis | 24.78 | 5.06 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -1.18% | -1.52% |
| Expected Yearly % | -5.75% | -7.36% |
| Kelly Criterion | -7.8% | -5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.06% |
| Expected Shortfall (cVaR) | -1.05% | -4.06% |
| Year | 12575593:LTCUSD | 12575593:ltcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -5.75 | 0.78 | + |
| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -3.39% | -14.95% |
| 6M | -5.75% | -7.36% |
| YTD | -5.75% | -7.36% |
| 1Y | -5.75% | -7.36% |
| 3Y (ann.) | -13.68% | -17.29% |
| 5Y (ann.) | -13.68% | -17.29% |
| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| Max Drawdown | -16.22% | -51.61% |
| Longest DD Days | 142.0 | 131.0 |
| Avg. Drawdown | -16.22% | -11.18% |
| Avg. Drawdown Days | 142.0 | 20.0 |
| Recovery Factor | -0.35 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-05-28 | -16.22 | 142 |
| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| Best Day | 4.05% | 11.95% |
| Worst Day | -5.11% | -13.23% |
| Best Week | 9.01% | 31.91% |
| Worst Week | -12.02% | -19.48% |
| Best Month | 10.88% | 21.92% |
| Worst Month | -12.02% | -35.2% |
| Best Year | -5.75% | -7.36% |
| Worst Year | -5.75% | -7.36% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.54% | -1.67% |
| Avg. Up Week | 4.94% | 12.41% |
| Avg. Down Week | -9.61% | -5.78% |
| Avg. Up Month | 4.11% | 0.71% |
| Avg. Down Month | -7.2% | -35.2% |
| Win Days % | 48.53% | 51.61% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 60.0% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |