| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 118.02% | -19.51% |
| Max Drawdown | -22.83% | -51.42% |
| Sharpe | 2.0 | 0.18 |
| Sortino | 3.73 | 0.25 |
| Payoff Ratio | 1.3 | 1.09 |
| Profit Factor | 1.64 | 1.03 |
| Common Sense Ratio | 2.52 | 1.02 |
| CPC Index | 1.2 | 0.58 |
| Tail Ratio | 1.54 | 0.99 |
| Outlier Win Ratio | 14.41 | 3.7 |
| Outlier Loss Ratio | 3.85 | 2.97 |
| Volatility (ann.) | 46.77% | 87.48% |
| R^2 | 0.31 | 0.31 |
| Calmar | 5.66 | -0.4 |
| Skew | 1.81 | -0.37 |
| Kurtosis | 11.02 | 4.6 |
| Expected Daily % | 0.23% | -0.06% |
| Expected Monthly % | 6.71% | -1.79% |
| Expected Yearly % | 118.02% | -19.51% |
| Kelly Criterion | 22.06% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.77% | -7.49% |
| Expected Shortfall (cVaR) | -3.77% | -7.49% |
| Year | 12588330:LTCUSD | 12588330:ltcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.51 | 118.02 | -6.05 | + |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| MTD | 0.0% | 0.9% |
| 3M | 9.8% | -25.19% |
| 6M | 18.62% | -3.06% |
| YTD | 118.02% | -19.51% |
| 1Y | 118.02% | -19.51% |
| 3Y (ann.) | 129.2% | -20.62% |
| 5Y (ann.) | 129.2% | -20.62% |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Max Drawdown | -22.83% | -51.42% |
| Longest DD Days | 151.0 | 326.0 |
| Avg. Drawdown | -8.75% | -22.01% |
| Avg. Drawdown Days | 38.0 | 112.0 |
| Recovery Factor | 5.17 | -0.38 |
| Ulcer Index | 0.98 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-08-05 | -22.83 | 151 |
| 2025-08-18 | 2025-11-09 | -16.94 | 83 |
| 2025-02-24 | 2025-03-01 | -9.56 | 5 |
| 2025-11-21 | 2025-12-10 | -5.84 | 19 |
| 2025-03-02 | 2025-03-06 | -3.57 | 4 |
| 2025-01-29 | 2025-01-30 | -1.35 | 1 |
| 2025-02-08 | 2025-02-09 | -1.16 | 1 |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Best Day | 16.92% | 16.92% |
| Worst Day | -8.27% | -24.23% |
| Best Week | 30.73% | 33.35% |
| Worst Week | -12.27% | -29.8% |
| Best Month | 58.77% | 27.1% |
| Worst Month | -10.68% | -28.86% |
| Best Year | 118.02% | -19.51% |
| Worst Year | 118.02% | -19.51% |
| Avg. Up Day | 3.37% | 3.74% |
| Avg. Down Day | -2.59% | -3.43% |
| Avg. Up Week | 9.74% | 10.3% |
| Avg. Down Week | -4.93% | -10.17% |
| Avg. Up Month | 15.1% | 10.74% |
| Avg. Down Month | -7.45% | -14.86% |
| Win Days % | 55.91% | 51.6% |
| Win Month % | 72.73% | 50.0% |
| Win Week % | 61.29% | 52.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |