| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -3.74% | -7.36% |
| Max Drawdown | -11.06% | -51.61% |
| Sharpe | -0.19 | 0.14 |
| Sortino | -0.25 | 0.19 |
| Payoff Ratio | 0.87 | 0.87 |
| Profit Factor | 0.92 | 1.02 |
| Common Sense Ratio | 0.0 | 0.87 |
| CPC Index | 0.39 | 0.46 |
| Tail Ratio | 0.0 | 0.85 |
| Outlier Win Ratio | 82.53 | 3.21 |
| Outlier Loss Ratio | 3.39 | 2.55 |
| Volatility (ann.) | 10.02% | 47.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.82 | -0.33 |
| Skew | -0.56 | 0.17 |
| Kurtosis | 29.26 | 5.06 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.76% | -1.52% |
| Expected Yearly % | -3.74% | -7.36% |
| Kelly Criterion | -10.98% | -3.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -4.06% |
| Expected Shortfall (cVaR) | -0.87% | -4.06% |
| Year | 12576394:LTCUSD | 12576394:ltcusd:triple_med_gx:lsma75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -3.74 | 0.51 | + |
| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| MTD | 2.15% | 16.49% |
| 3M | 0.58% | -14.95% |
| 6M | -3.74% | -7.36% |
| YTD | -3.74% | -7.36% |
| 1Y | -3.74% | -7.36% |
| 3Y (ann.) | -9.03% | -17.29% |
| 5Y (ann.) | -9.03% | -17.29% |
| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| Max Drawdown | -11.06% | -51.61% |
| Longest DD Days | 145.0 | 131.0 |
| Avg. Drawdown | -6.23% | -11.18% |
| Avg. Drawdown Days | 72.0 | 20.0 |
| Recovery Factor | -0.34 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-05-28 | -11.06 | 145 |
| 2025-01-01 | 2025-01-02 | -1.41 | 0 |
| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| Best Day | 4.05% | 11.95% |
| Worst Day | -4.28% | -13.23% |
| Best Week | 1.05% | 31.91% |
| Worst Week | -4.14% | -19.48% |
| Best Month | 2.15% | 21.92% |
| Worst Month | -4.14% | -35.2% |
| Best Year | -3.74% | -7.36% |
| Worst Year | -3.74% | -7.36% |
| Avg. Up Day | 1.28% | 1.3% |
| Avg. Down Day | -1.47% | -1.49% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 2.15% | 16.49% |
| Avg. Down Month | -4.14% | -0.04% |
| Win Days % | 48.28% | 51.61% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 42.86% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |