| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -14.66% | -7.36% |
| Max Drawdown | -29.61% | -51.61% |
| Sharpe | -0.3 | 0.14 |
| Sortino | -0.38 | 0.19 |
| Payoff Ratio | 0.77 | 0.77 |
| Profit Factor | 0.91 | 1.02 |
| Common Sense Ratio | 0.98 | 0.87 |
| CPC Index | 0.37 | 0.41 |
| Tail Ratio | 1.07 | 0.85 |
| Outlier Win Ratio | 26.89 | 3.62 |
| Outlier Loss Ratio | 2.85 | 3.08 |
| Volatility (ann.) | 23.42% | 47.35% |
| R^2 | 0.24 | 0.24 |
| Calmar | -1.1 | -0.33 |
| Skew | -2.71 | 0.17 |
| Kurtosis | 36.19 | 5.06 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -3.12% | -1.52% |
| Expected Yearly % | -14.66% | -7.36% |
| Kelly Criterion | -9.27% | -10.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.06% |
| Expected Shortfall (cVaR) | -2.04% | -4.06% |
| Year | 12613880:LTCUSD | 12613880:ltcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -14.66 | 1.99 | - |
| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| MTD | 2.82% | 16.49% |
| 3M | -11.25% | -14.95% |
| 6M | -14.66% | -7.36% |
| YTD | -14.66% | -7.36% |
| 1Y | -14.66% | -7.36% |
| 3Y (ann.) | -32.54% | -17.29% |
| 5Y (ann.) | -32.54% | -17.29% |
| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| Max Drawdown | -29.61% | -51.61% |
| Longest DD Days | 147.0 | 131.0 |
| Avg. Drawdown | -29.61% | -11.18% |
| Avg. Drawdown Days | 147.0 | 20.0 |
| Recovery Factor | -0.5 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-01 | 2025-05-28 | -29.61 | 147 |
| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880: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 | 2.82% | 21.92% |
| Worst Month | -12.06% | -35.2% |
| Best Year | -14.66% | -7.36% |
| Worst Year | -14.66% | -7.36% |
| Avg. Up Day | 1.54% | 1.55% |
| Avg. Down Day | -2.0% | -2.0% |
| Avg. Up Week | 11.64% | 11.6% |
| Avg. Down Week | -7.65% | -12.66% |
| Avg. Up Month | 2.82% | 16.49% |
| Avg. Down Month | -12.06% | -35.2% |
| Win Days % | 52.45% | 51.61% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 40.0% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |