| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 42.59% | -7.36% |
| Max Drawdown | -18.62% | -51.61% |
| Sharpe | 1.0 | 0.14 |
| Sortino | 1.7 | 0.19 |
| Payoff Ratio | 1.44 | 1.35 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 2.93 | 0.87 |
| CPC Index | 0.99 | 0.71 |
| Tail Ratio | 2.08 | 0.85 |
| Outlier Win Ratio | 22.92 | 3.7 |
| Outlier Loss Ratio | 3.77 | 3.27 |
| Volatility (ann.) | 25.03% | 47.35% |
| R^2 | 0.28 | 0.28 |
| Calmar | 7.59 | -0.33 |
| Skew | 2.26 | 0.17 |
| Kurtosis | 29.77 | 5.06 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 7.35% | -1.52% |
| Expected Yearly % | 42.59% | -7.36% |
| Kelly Criterion | 13.24% | 15.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -4.06% |
| Expected Shortfall (cVaR) | -2.09% | -4.06% |
| Year | 12590447:LTCUSD | 12590447:ltcusd:triple_med_gx:lsma30_85 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | 42.59 | -5.79 | + |
| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| MTD | 12.41% | 16.49% |
| 3M | 4.36% | -14.95% |
| 6M | 42.59% | -7.36% |
| YTD | 42.59% | -7.36% |
| 1Y | 42.59% | -7.36% |
| 3Y (ann.) | 141.31% | -17.29% |
| 5Y (ann.) | 141.31% | -17.29% |
| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| Max Drawdown | -18.62% | -51.61% |
| Longest DD Days | 89.0 | 131.0 |
| Avg. Drawdown | -4.8% | -11.18% |
| Avg. Drawdown Days | 12.0 | 20.0 |
| Recovery Factor | 2.29 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-27 | 2025-05-28 | -18.62 | 89 |
| 2025-01-12 | 2025-01-15 | -9.76 | 3 |
| 2025-01-25 | 2025-01-30 | -8.39 | 4 |
| 2025-01-31 | 2025-02-26 | -5.40 | 25 |
| 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 |
| 2025-01-31 | 2025-01-31 | -0.81 | 0 |
| 2025-02-26 | 2025-02-27 | -0.61 | 0 |
| 2025-01-25 | 2025-01-25 | -0.29 | 0 |
| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| Best Day | 11.75% | 11.95% |
| Worst Day | -7.53% | -13.23% |
| Best Week | 19.54% | 31.91% |
| Worst Week | -16.48% | -19.48% |
| Best Month | 36.65% | 21.92% |
| Worst Month | -14.6% | -35.2% |
| Best Year | 42.59% | -7.36% |
| Worst Year | 42.59% | -7.36% |
| Avg. Up Day | 2.21% | 2.22% |
| Avg. Down Day | -1.54% | -1.65% |
| Avg. Up Week | 16.17% | 18.0% |
| Avg. Down Week | -5.1% | -8.35% |
| Avg. Up Month | 24.53% | 19.2% |
| Avg. Down Month | -2.82% | -35.2% |
| Win Days % | 48.84% | 51.61% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 54.55% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |