| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 24.66% | -10.04% |
| Max Drawdown | -26.14% | -51.61% |
| Sharpe | 0.47 | 0.14 |
| Sortino | 0.67 | 0.19 |
| Payoff Ratio | 0.94 | 0.88 |
| Profit Factor | 1.14 | 1.02 |
| Common Sense Ratio | 1.32 | 0.91 |
| CPC Index | 0.59 | 0.46 |
| Tail Ratio | 1.16 | 0.89 |
| Outlier Win Ratio | 23.3 | 3.49 |
| Outlier Loss Ratio | 3.28 | 2.95 |
| Volatility (ann.) | 18.22% | 42.52% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.23 | -0.24 |
| Skew | -0.51 | -0.69 |
| Kurtosis | 23.01 | 14.86 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.23% | -1.05% |
| Expected Yearly % | 24.66% | -10.04% |
| Kelly Criterion | 5.96% | -3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.64% |
| Expected Shortfall (cVaR) | -1.55% | -3.64% |
| Year | 12613941:LTCUSD | 12613941:ltcusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 24.66 | -2.45 | + |
| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| MTD | 11.43% | -11.61% |
| 3M | 16.26% | -1.97% |
| 6M | 11.32% | 25.68% |
| YTD | 24.66% | -10.04% |
| 1Y | 24.66% | -10.04% |
| 3Y (ann.) | 32.23% | -12.55% |
| 5Y (ann.) | 32.23% | -12.55% |
| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| Max Drawdown | -26.14% | -51.61% |
| Longest DD Days | 221.0 | 271.0 |
| Avg. Drawdown | -8.22% | -11.18% |
| Avg. Drawdown Days | 44.0 | 40.0 |
| Recovery Factor | 0.94 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-08 | 2025-10-16 | -26.14 | 221 |
| 2025-02-11 | 2025-02-14 | -9.70 | 3 |
| 2025-02-04 | 2025-02-10 | -6.56 | 6 |
| 2025-02-14 | 2025-02-15 | -3.98 | 0 |
| 2025-01-02 | 2025-02-03 | -1.51 | 31 |
| 2025-01-01 | 2025-01-02 | -1.41 | 0 |
| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| Best Day | 7.69% | 11.95% |
| Worst Day | -9.82% | -23.18% |
| Best Week | 15.28% | 31.91% |
| Worst Week | -12.15% | -19.48% |
| Best Month | 33.05% | 23.31% |
| Worst Month | -12.51% | -35.2% |
| Best Year | 24.66% | -10.04% |
| Worst Year | 24.66% | -10.04% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.36% | -1.46% |
| Avg. Up Week | 5.26% | 8.44% |
| Avg. Down Week | -4.68% | -8.06% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -12.51% | -35.2% |
| Win Days % | 54.34% | 51.35% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 60.0% | 45.24% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |