| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 3.59% | -10.04% |
| Max Drawdown | -33.49% | -51.61% |
| Sharpe | 0.16 | 0.14 |
| Sortino | 0.21 | 0.19 |
| Payoff Ratio | 0.87 | 0.85 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.2 | 0.91 |
| CPC Index | 0.49 | 0.45 |
| Tail Ratio | 1.15 | 0.89 |
| Outlier Win Ratio | 22.99 | 3.55 |
| Outlier Loss Ratio | 3.2 | 3.12 |
| Volatility (ann.) | 20.31% | 42.52% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.14 | -0.24 |
| Skew | -1.98 | -0.69 |
| Kurtosis | 36.56 | 14.86 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.35% | -1.05% |
| Expected Yearly % | 3.59% | -10.04% |
| Kelly Criterion | 0.54% | -5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.64% |
| Expected Shortfall (cVaR) | -1.74% | -3.64% |
| Year | 12611812:LTCUSD | 12611812:ltcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 3.59 | -0.36 | + |
| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| MTD | 12.71% | -11.61% |
| 3M | 31.82% | -1.97% |
| 6M | 35.61% | 25.68% |
| YTD | 3.59% | -10.04% |
| 1Y | 3.59% | -10.04% |
| 3Y (ann.) | 4.57% | -12.55% |
| 5Y (ann.) | 4.57% | -12.55% |
| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| Max Drawdown | -33.49% | -51.61% |
| Longest DD Days | 243.0 | 271.0 |
| Avg. Drawdown | -10.67% | -11.18% |
| Avg. Drawdown Days | 72.0 | 40.0 |
| Recovery Factor | 0.11 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-10-02 | -33.49 | 243 |
| 2025-10-03 | 2025-10-16 | -5.63 | 12 |
| 2025-10-02 | 2025-10-03 | -2.15 | 1 |
| 2025-01-01 | 2025-01-31 | -1.41 | 30 |
| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -13.23% | -23.18% |
| Best Week | 18.99% | 31.91% |
| Worst Week | -20.72% | -19.48% |
| Best Month | 12.71% | 23.31% |
| Worst Month | -14.67% | -35.2% |
| Best Year | 3.59% | -10.04% |
| Worst Year | 3.59% | -10.04% |
| Avg. Up Day | 1.3% | 1.31% |
| Avg. Down Day | -1.5% | -1.53% |
| Avg. Up Week | 7.7% | 8.42% |
| Avg. Down Week | -8.33% | -10.69% |
| Avg. Up Month | 8.2% | 2.67% |
| Avg. Down Month | -10.17% | -17.62% |
| Win Days % | 53.77% | 51.35% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 57.14% | 45.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |