| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -14.39% | -7.88% |
| Max Drawdown | -23.46% | -51.61% |
| Sharpe | -0.33 | 0.13 |
| Sortino | -0.4 | 0.18 |
| Payoff Ratio | 0.71 | 0.63 |
| Profit Factor | 0.89 | 1.02 |
| Common Sense Ratio | 1.22 | 0.87 |
| CPC Index | 0.34 | 0.33 |
| Tail Ratio | 1.37 | 0.85 |
| Outlier Win Ratio | 31.25 | 3.38 |
| Outlier Loss Ratio | 2.79 | 3.08 |
| Volatility (ann.) | 21.78% | 47.27% |
| R^2 | 0.21 | 0.21 |
| Calmar | -1.36 | -0.36 |
| Skew | -3.67 | 0.17 |
| Kurtosis | 47.61 | 5.08 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -3.06% | -1.63% |
| Expected Yearly % | -14.39% | -7.88% |
| Kelly Criterion | -9.75% | -24.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.05% |
| Expected Shortfall (cVaR) | -1.89% | -4.05% |
| Year | 12611858:LTCUSD | 12611858:ltcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.88 | -14.39 | 1.83 | - |
| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| MTD | 2.24% | 15.83% |
| 3M | -13.44% | -15.44% |
| 6M | -14.39% | -7.88% |
| YTD | -14.39% | -7.88% |
| 1Y | -14.39% | -7.88% |
| 3Y (ann.) | -31.83% | -18.33% |
| 5Y (ann.) | -31.83% | -18.33% |
| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| Max Drawdown | -23.46% | -51.61% |
| Longest DD Days | 115.0 | 131.0 |
| Avg. Drawdown | -8.5% | -11.18% |
| Avg. Drawdown Days | 48.0 | 20.0 |
| Recovery Factor | -0.61 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-05-29 | -23.46 | 115 |
| 2025-01-01 | 2025-01-13 | -1.41 | 12 |
| 2025-01-15 | 2025-02-01 | -0.63 | 17 |
| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -13.23% | -13.23% |
| Best Week | 8.17% | 31.91% |
| Worst Week | -10.89% | -19.48% |
| Best Month | 7.71% | 21.92% |
| Worst Month | -13.19% | -35.2% |
| Best Year | -14.39% | -7.88% |
| Worst Year | -14.39% | -7.88% |
| Avg. Up Day | 1.42% | 1.43% |
| Avg. Down Day | -2.0% | -2.26% |
| Avg. Up Week | 4.83% | 16.7% |
| Avg. Down Week | -5.97% | -8.04% |
| Avg. Up Month | 4.97% | 18.87% |
| Avg. Down Month | -10.68% | -17.62% |
| Win Days % | 54.47% | 51.69% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 36.36% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |