| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 146.96% | -19.51% |
| Max Drawdown | -22.47% | -51.42% |
| Sharpe | 2.33 | 0.18 |
| Sortino | 4.47 | 0.25 |
| Payoff Ratio | 1.34 | 1.1 |
| Profit Factor | 1.81 | 1.03 |
| Common Sense Ratio | 2.76 | 1.02 |
| CPC Index | 1.4 | 0.58 |
| Tail Ratio | 1.53 | 0.99 |
| Outlier Win Ratio | 14.81 | 3.7 |
| Outlier Loss Ratio | 3.59 | 2.86 |
| Volatility (ann.) | 45.64% | 87.48% |
| R^2 | 0.31 | 0.31 |
| Calmar | 7.2 | -0.4 |
| Skew | 1.91 | -0.37 |
| Kurtosis | 11.82 | 4.6 |
| Expected Daily % | 0.26% | -0.06% |
| Expected Monthly % | 7.82% | -1.79% |
| Expected Yearly % | 146.96% | -19.51% |
| Kelly Criterion | 26.78% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.64% | -7.49% |
| Expected Shortfall (cVaR) | -3.64% | -7.49% |
| Year | 12591740:LTCUSD | 12591740:ltcusd:triple_med_gx:lsma40_90 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.51 | 146.96 | -7.53 | + |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| MTD | 0.0% | 0.9% |
| 3M | 6.78% | -25.19% |
| 6M | 21.01% | -3.06% |
| YTD | 146.96% | -19.51% |
| 1Y | 146.96% | -19.51% |
| 3Y (ann.) | 161.7% | -20.62% |
| 5Y (ann.) | 161.7% | -20.62% |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Max Drawdown | -22.47% | -51.42% |
| Longest DD Days | 77.0 | 326.0 |
| Avg. Drawdown | -7.93% | -22.01% |
| Avg. Drawdown Days | 26.0 | 112.0 |
| Recovery Factor | 6.54 | -0.38 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-05-21 | -22.47 | 75 |
| 2025-08-24 | 2025-11-09 | -19.35 | 77 |
| 2025-05-24 | 2025-08-05 | -9.68 | 73 |
| 2025-02-24 | 2025-02-27 | -7.86 | 3 |
| 2025-11-21 | 2025-12-10 | -5.84 | 19 |
| 2025-02-28 | 2025-03-01 | -4.81 | 1 |
| 2025-03-02 | 2025-03-06 | -3.57 | 4 |
| 2025-02-07 | 2025-02-09 | -2.68 | 2 |
| 2025-08-19 | 2025-08-23 | -2.18 | 4 |
| 2025-01-29 | 2025-01-30 | -0.85 | 1 |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Best Day | 16.92% | 16.92% |
| Worst Day | -8.27% | -24.23% |
| Best Week | 35.4% | 33.35% |
| Worst Week | -11.43% | -29.8% |
| Best Month | 53.2% | 27.1% |
| Worst Month | -10.26% | -28.86% |
| Best Year | 146.96% | -19.51% |
| Worst Year | 146.96% | -19.51% |
| Avg. Up Day | 3.47% | 3.81% |
| Avg. Down Day | -2.59% | -3.47% |
| Avg. Up Week | 12.14% | 11.25% |
| Avg. Down Week | -4.19% | -9.4% |
| Avg. Up Month | 16.17% | 10.74% |
| Avg. Down Month | -8.12% | -14.86% |
| Win Days % | 58.12% | 51.6% |
| Win Month % | 72.73% | 50.0% |
| Win Week % | 58.62% | 52.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |