| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -18.95% | -13.72% |
| Max Drawdown | -28.86% | -51.61% |
| Sharpe | -0.42 | 0.04 |
| Sortino | -0.53 | 0.06 |
| Payoff Ratio | 0.78 | 0.78 |
| Profit Factor | 0.88 | 1.01 |
| Common Sense Ratio | 0.93 | 0.86 |
| CPC Index | 0.35 | 0.4 |
| Tail Ratio | 1.06 | 0.86 |
| Outlier Win Ratio | 25.76 | 3.63 |
| Outlier Loss Ratio | 2.86 | 3.07 |
| Volatility (ann.) | 23.65% | 47.15% |
| R^2 | 0.25 | 0.25 |
| Calmar | -1.39 | -0.59 |
| Skew | -2.57 | 0.18 |
| Kurtosis | 34.24 | 5.1 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -4.11% | -2.91% |
| Expected Yearly % | -18.95% | -13.72% |
| Kelly Criterion | -10.05% | -10.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -4.05% |
| Expected Shortfall (cVaR) | -2.06% | -4.05% |
| Year | 12613876:LTCUSD | 12613876:ltcusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -13.72 | -18.95 | 1.38 | - |
| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| MTD | -5.56% | 8.49% |
| 3M | -16.59% | -28.51% |
| 6M | -18.95% | -13.72% |
| YTD | -18.95% | -13.72% |
| 1Y | -18.95% | -13.72% |
| 3Y (ann.) | -40.23% | -30.34% |
| 5Y (ann.) | -40.23% | -30.34% |
| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| Max Drawdown | -28.86% | -51.61% |
| Longest DD Days | 149.0 | 133.0 |
| Avg. Drawdown | -28.86% | -11.18% |
| Avg. Drawdown Days | 149.0 | 20.0 |
| Recovery Factor | -0.66 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-01 | 2025-05-30 | -28.86 | 149 |
| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -13.23% | -13.23% |
| Best Week | 21.21% | 31.91% |
| Worst Week | -16.66% | -19.48% |
| Best Month | 1.02% | 21.92% |
| Worst Month | -10.61% | -35.2% |
| Best Year | -18.95% | -13.72% |
| Worst Year | -18.95% | -13.72% |
| Avg. Up Day | 1.51% | 1.52% |
| Avg. Down Day | -1.95% | -1.95% |
| Avg. Up Week | 21.21% | 21.11% |
| Avg. Down Week | -5.93% | -9.96% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -10.61% | -35.2% |
| Win Days % | 51.95% | 51.42% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 20.0% | 36.36% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |