| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -17.62% | -7.36% |
| Max Drawdown | -27.2% | -51.61% |
| Sharpe | -0.39 | 0.14 |
| Sortino | -0.48 | 0.19 |
| Payoff Ratio | 0.76 | 0.76 |
| Profit Factor | 0.88 | 1.02 |
| Common Sense Ratio | 0.96 | 0.87 |
| CPC Index | 0.35 | 0.4 |
| Tail Ratio | 1.08 | 0.85 |
| Outlier Win Ratio | 28.1 | 3.62 |
| Outlier Loss Ratio | 2.71 | 3.1 |
| Volatility (ann.) | 23.49% | 47.35% |
| R^2 | 0.25 | 0.25 |
| Calmar | -1.4 | -0.33 |
| Skew | -2.81 | 0.17 |
| Kurtosis | 36.23 | 5.06 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -3.8% | -1.52% |
| Expected Yearly % | -17.62% | -7.36% |
| Kelly Criterion | -9.66% | -12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -4.06% |
| Expected Shortfall (cVaR) | -2.05% | -4.06% |
| Year | 12613934:LTCUSD | 12613934:ltcusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -17.62 | 2.39 | - |
| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| MTD | 2.75% | 16.49% |
| 3M | -14.56% | -14.95% |
| 6M | -17.62% | -7.36% |
| YTD | -17.62% | -7.36% |
| 1Y | -17.62% | -7.36% |
| 3Y (ann.) | -38.21% | -17.29% |
| 5Y (ann.) | -38.21% | -17.29% |
| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| Max Drawdown | -27.2% | -51.61% |
| Longest DD Days | 116.0 | 131.0 |
| Avg. Drawdown | -14.3% | -11.18% |
| Avg. Drawdown Days | 73.0 | 20.0 |
| Recovery Factor | -0.65 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-28 | -27.20 | 116 |
| 2025-01-01 | 2025-02-01 | -1.41 | 30 |
| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -13.23% | -13.23% |
| Best Week | 19.84% | 31.91% |
| Worst Week | -18.96% | -19.48% |
| Best Month | 2.75% | 21.92% |
| Worst Month | -13.56% | -35.2% |
| Best Year | -17.62% | -7.36% |
| Worst Year | -17.62% | -7.36% |
| Avg. Up Day | 1.57% | 1.58% |
| Avg. Down Day | -2.06% | -2.08% |
| Avg. Up Week | 10.96% | 11.6% |
| Avg. Down Week | -9.13% | -8.04% |
| Avg. Up Month | 2.75% | 16.49% |
| Avg. Down Month | -8.22% | -17.62% |
| Win Days % | 52.59% | 51.61% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 33.33% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |