| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 0.48% | -7.36% |
| Max Drawdown | -12.08% | -51.61% |
| Sharpe | 0.08 | 0.14 |
| Sortino | 0.1 | 0.19 |
| Payoff Ratio | 1.25 | 0.76 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 0.56 | 0.4 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 142.13 | 3.08 |
| Outlier Loss Ratio | 3.05 | 2.16 |
| Volatility (ann.) | 7.79% | 47.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.1 | -0.33 |
| Skew | -2.42 | 0.17 |
| Kurtosis | 68.63 | 5.06 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.1% | -1.52% |
| Expected Yearly % | 0.48% | -7.36% |
| Kelly Criterion | -2.94% | -12.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -4.06% |
| Expected Shortfall (cVaR) | -0.67% | -4.06% |
| Year | 12578285:LTCUSD | 12578285:ltcusd:triple_med_gx:lsma65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | 0.48 | -0.07 | + |
| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | 0.27% | -14.95% |
| 6M | 0.48% | -7.36% |
| YTD | 0.48% | -7.36% |
| 1Y | 0.48% | -7.36% |
| 3Y (ann.) | 1.2% | -17.29% |
| 5Y (ann.) | 1.2% | -17.29% |
| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| Max Drawdown | -12.08% | -51.61% |
| Longest DD Days | 40.0 | 131.0 |
| Avg. Drawdown | -6.13% | -11.18% |
| Avg. Drawdown Days | 20.0 | 20.0 |
| Recovery Factor | 0.04 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-02-15 | -12.08 | 40 |
| 2025-03-25 | 2025-03-25 | -0.18 | 0 |
| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| Best Day | 3.18% | 11.95% |
| Worst Day | -5.11% | -13.23% |
| Best Week | 7.02% | 31.91% |
| Worst Week | -9.86% | -19.48% |
| Best Month | 11.17% | 21.92% |
| Worst Month | -9.86% | -35.2% |
| Best Year | 0.48% | -7.36% |
| Worst Year | 0.48% | -7.36% |
| Avg. Up Day | 1.71% | 1.75% |
| Avg. Down Day | -1.37% | -2.32% |
| Avg. Up Week | 4.22% | 11.82% |
| Avg. Down Week | -9.86% | -7.76% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 42.86% | 51.61% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 80.0% | 40.91% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |