| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -18.67% | -7.36% |
| Max Drawdown | -37.26% | -51.61% |
| Sharpe | -0.36 | 0.14 |
| Sortino | -0.52 | 0.19 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 0.88 | 1.02 |
| Common Sense Ratio | 0.63 | 0.87 |
| CPC Index | 0.44 | 0.62 |
| Tail Ratio | 0.72 | 0.85 |
| Outlier Win Ratio | 28.81 | 3.85 |
| Outlier Loss Ratio | 3.24 | 3.31 |
| Volatility (ann.) | 26.3% | 47.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | -1.08 | -0.33 |
| Skew | 1.22 | 0.17 |
| Kurtosis | 26.74 | 5.06 |
| Expected Daily % | -0.04% | -0.01% |
| Expected Monthly % | -4.05% | -1.52% |
| Expected Yearly % | -18.67% | -7.36% |
| Kelly Criterion | -7.26% | 10.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.06% |
| Expected Shortfall (cVaR) | -2.29% | -4.06% |
| Year | 12590968:LTCUSD | 12590968:ltcusd:triple_med_gx:lsma200_85 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -18.67 | 2.54 | - |
| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| MTD | -2.47% | 16.49% |
| 3M | -18.64% | -14.95% |
| 6M | -18.67% | -7.36% |
| YTD | -18.67% | -7.36% |
| 1Y | -18.67% | -7.36% |
| 3Y (ann.) | -40.14% | -17.29% |
| 5Y (ann.) | -40.14% | -17.29% |
| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| Max Drawdown | -37.26% | -51.61% |
| Longest DD Days | 131.0 | 131.0 |
| Avg. Drawdown | -10.41% | -11.18% |
| Avg. Drawdown Days | 33.0 | 20.0 |
| Recovery Factor | -0.5 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-28 | -37.26 | 131 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| 2025-01-16 | 2025-01-16 | -0.59 | 0 |
| 2025-01-15 | 2025-01-16 | -0.18 | 0 |
| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 11.95% |
| Worst Day | -9.2% | -13.23% |
| Best Week | 16.95% | 31.91% |
| Worst Week | -14.75% | -19.48% |
| Best Month | 1.06% | 21.92% |
| Worst Month | -9.11% | -35.2% |
| Best Year | -18.67% | -7.36% |
| Worst Year | -18.67% | -7.36% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.83% | -1.92% |
| Avg. Up Week | 9.39% | 17.22% |
| Avg. Down Week | -6.82% | -9.12% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -8.94% | -35.2% |
| Win Days % | 41.13% | 51.61% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 30.0% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |