| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 69.78% | -19.51% |
| Max Drawdown | -15.64% | -51.42% |
| Sharpe | 1.6 | 0.18 |
| Sortino | 3.29 | 0.25 |
| Payoff Ratio | 1.6 | 1.31 |
| Profit Factor | 1.8 | 1.03 |
| Common Sense Ratio | 4.35 | 1.02 |
| CPC Index | 1.48 | 0.7 |
| Tail Ratio | 2.42 | 0.99 |
| Outlier Win Ratio | 26.88 | 3.85 |
| Outlier Loss Ratio | 3.8 | 2.84 |
| Volatility (ann.) | 39.92% | 87.48% |
| R^2 | 0.21 | 0.21 |
| Calmar | 4.84 | -0.4 |
| Skew | 3.51 | -0.37 |
| Kurtosis | 27.74 | 4.6 |
| Expected Daily % | 0.15% | -0.06% |
| Expected Monthly % | 4.51% | -1.79% |
| Expected Yearly % | 69.78% | -19.51% |
| Kelly Criterion | 21.13% | 14.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -7.49% |
| Expected Shortfall (cVaR) | -3.26% | -7.49% |
| Year | 12588671:LTCUSD | 12588671:ltcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.51 | 69.78 | -3.58 | + |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| MTD | 0.0% | 0.9% |
| 3M | -2.25% | -25.19% |
| 6M | -6.65% | -3.06% |
| YTD | 69.78% | -19.51% |
| 1Y | 69.78% | -19.51% |
| 3Y (ann.) | 75.64% | -20.62% |
| 5Y (ann.) | 75.64% | -20.62% |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -51.42% |
| Longest DD Days | 138.0 | 326.0 |
| Avg. Drawdown | -7.67% | -22.01% |
| Avg. Drawdown Days | 32.0 | 112.0 |
| Recovery Factor | 4.46 | -0.38 |
| Ulcer Index | 0.98 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-25 | 2025-11-10 | -15.64 | 138 |
| 2025-11-19 | 2025-12-10 | -12.74 | 21 |
| 2025-01-27 | 2025-01-30 | -9.02 | 3 |
| 2025-05-06 | 2025-05-07 | -6.72 | 1 |
| 2025-02-02 | 2025-02-27 | -5.30 | 25 |
| 2025-02-28 | 2025-05-05 | -5.29 | 66 |
| 2025-06-22 | 2025-06-24 | -3.66 | 2 |
| 2025-05-18 | 2025-05-22 | -2.99 | 4 |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Best Day | 16.92% | 16.92% |
| Worst Day | -9.02% | -24.23% |
| Best Week | 46.58% | 33.35% |
| Worst Week | -9.1% | -29.8% |
| Best Month | 52.46% | 27.1% |
| Worst Month | -9.1% | -28.86% |
| Best Year | 69.78% | -19.51% |
| Worst Year | 69.78% | -19.51% |
| Avg. Up Day | 4.11% | 4.45% |
| Avg. Down Day | -2.58% | -3.39% |
| Avg. Up Week | 12.28% | 9.14% |
| Avg. Down Week | -3.93% | -12.86% |
| Avg. Up Month | 14.22% | 13.33% |
| Avg. Down Month | -2.43% | -12.99% |
| Win Days % | 51.52% | 51.6% |
| Win Month % | 54.55% | 50.0% |
| Win Week % | 57.89% | 52.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |