| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -9.54% | -7.88% |
| Max Drawdown | -9.54% | -51.61% |
| Sharpe | -1.3 | 0.13 |
| Sortino | -1.3 | 0.18 |
| Payoff Ratio | NaN | NaN |
| Profit Factor | 0.0 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | NaN | NaN |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | inf | 2.57 |
| Outlier Loss Ratio | 2.41 | 1.96 |
| Volatility (ann.) | 4.65% | 47.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | -2.3 | -0.36 |
| Skew | -19.26 | 0.17 |
| Kurtosis | 405.03 | 5.08 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -1.99% | -1.63% |
| Expected Yearly % | -9.54% | -7.88% |
| Kelly Criterion | NaN% | NaN% |
| Risk of Ruin | 1.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -4.05% |
| Expected Shortfall (cVaR) | -0.42% | -4.05% |
| Year | 12575635:LTCUSD | 12575635:ltcusd:triple_med_gx:lsma30_35 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.88 | -9.54 | 1.21 | - |
| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| MTD | 0.0% | 15.83% |
| 3M | -5.97% | -15.44% |
| 6M | -9.54% | -7.88% |
| YTD | -9.54% | -7.88% |
| 1Y | -9.54% | -7.88% |
| 3Y (ann.) | -21.92% | -18.33% |
| 5Y (ann.) | -21.92% | -18.33% |
| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| Max Drawdown | -9.54% | -51.61% |
| Longest DD Days | 140.0 | 131.0 |
| Avg. Drawdown | -9.54% | -11.18% |
| Avg. Drawdown Days | 140.0 | 20.0 |
| Recovery Factor | -1.0 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-29 | -9.54 | 140 |
| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| Best Day | 0.0% | 11.95% |
| Worst Day | -5.37% | -13.23% |
| Best Week | 0.0% | 31.91% |
| Worst Week | -5.97% | -19.48% |
| Best Month | 0.0% | 21.92% |
| Worst Month | -5.97% | -35.2% |
| Best Year | -9.54% | -7.88% |
| Worst Year | -9.54% | -7.88% |
| Avg. Up Day | NaN% | NaN% |
| Avg. Down Day | -1.61% | -1.63% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -3.27% | -5.84% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.84% | -0.04% |
| Win Days % | 0.0% | 51.69% |
| Win Month % | 0.0% | 60.0% |
| Win Week % | 0.0% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |