| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 59.07% | -7.36% |
| Max Drawdown | -9.76% | -51.61% |
| Sharpe | 1.38 | 0.14 |
| Sortino | 2.68 | 0.19 |
| Payoff Ratio | 1.57 | 1.44 |
| Profit Factor | 1.68 | 1.02 |
| Common Sense Ratio | 3.38 | 0.87 |
| CPC Index | 1.34 | 0.76 |
| Tail Ratio | 2.01 | 0.85 |
| Outlier Win Ratio | 25.98 | 3.67 |
| Outlier Loss Ratio | 3.8 | 2.96 |
| Volatility (ann.) | 22.67% | 47.35% |
| R^2 | 0.23 | 0.23 |
| Calmar | 22.19 | -0.33 |
| Skew | 3.74 | 0.17 |
| Kurtosis | 39.87 | 5.06 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 9.73% | -1.52% |
| Expected Yearly % | 59.07% | -7.36% |
| Kelly Criterion | 19.64% | 17.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.06% |
| Expected Shortfall (cVaR) | -1.87% | -4.06% |
| Year | 12587035:LTCUSD | 12587035:ltcusd:triple_med_gx:lsma30_75 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | 59.07 | -8.03 | + |
| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| MTD | 5.31% | 16.49% |
| 3M | 16.43% | -14.95% |
| 6M | 59.07% | -7.36% |
| YTD | 59.07% | -7.36% |
| 1Y | 59.07% | -7.36% |
| 3Y (ann.) | 216.64% | -17.29% |
| 5Y (ann.) | 216.64% | -17.29% |
| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| Max Drawdown | -9.76% | -51.61% |
| Longest DD Days | 34.0 | 131.0 |
| Avg. Drawdown | -3.45% | -11.18% |
| Avg. Drawdown Days | 8.0 | 20.0 |
| Recovery Factor | 6.05 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-01-15 | -9.76 | 3 |
| 2025-01-25 | 2025-01-30 | -8.39 | 4 |
| 2025-05-16 | 2025-05-28 | -7.79 | 11 |
| 2025-01-31 | 2025-02-26 | -5.40 | 25 |
| 2025-04-02 | 2025-05-06 | -4.65 | 34 |
| 2025-05-07 | 2025-05-08 | -3.99 | 1 |
| 2025-02-27 | 2025-04-02 | -2.41 | 34 |
| 2025-01-24 | 2025-01-25 | -1.67 | 0 |
| 2025-01-10 | 2025-01-11 | -1.25 | 1 |
| 2025-01-23 | 2025-01-23 | -1.16 | 0 |
| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| Best Day | 11.75% | 11.95% |
| Worst Day | -5.6% | -13.23% |
| Best Week | 16.59% | 31.91% |
| Worst Week | -3.92% | -19.48% |
| Best Month | 36.65% | 21.92% |
| Worst Month | -0.03% | -35.2% |
| Best Year | 59.07% | -7.36% |
| Worst Year | 59.07% | -7.36% |
| Avg. Up Day | 2.18% | 2.2% |
| Avg. Down Day | -1.39% | -1.53% |
| Avg. Up Week | 13.49% | 18.0% |
| Avg. Down Week | -2.01% | -5.68% |
| Avg. Up Month | 20.98% | 19.2% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.89% | 51.61% |
| Win Month % | 75.0% | 60.0% |
| Win Week % | 60.0% | 40.91% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |