| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -16.48% | -7.36% |
| Max Drawdown | -20.94% | -51.61% |
| Sharpe | -0.87 | 0.14 |
| Sortino | -0.99 | 0.19 |
| Payoff Ratio | 0.59 | 0.6 |
| Profit Factor | 0.64 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 0.19 | 0.32 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 94.84 | 3.03 |
| Outlier Loss Ratio | 2.42 | 2.51 |
| Volatility (ann.) | 12.0% | 47.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | -1.72 | -0.33 |
| Skew | -7.15 | 0.17 |
| Kurtosis | 110.15 | 5.06 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -3.54% | -1.52% |
| Expected Yearly % | -16.48% | -7.36% |
| Kelly Criterion | -34.13% | -28.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.06% |
| Expected Shortfall (cVaR) | -1.06% | -4.06% |
| Year | 12614288:LTCUSD | 12614288:ltcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | -16.48 | 2.24 | - |
| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| MTD | 0.04% | 16.49% |
| 3M | -16.48% | -14.95% |
| 6M | -16.48% | -7.36% |
| YTD | -16.48% | -7.36% |
| 1Y | -16.48% | -7.36% |
| 3Y (ann.) | -36.06% | -17.29% |
| 5Y (ann.) | -36.06% | -17.29% |
| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -51.61% |
| Longest DD Days | 81.0 | 131.0 |
| Avg. Drawdown | -8.12% | -11.18% |
| Avg. Drawdown Days | 27.0 | 20.0 |
| Recovery Factor | -0.79 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-08 | 2025-05-28 | -20.94 | 81 |
| 2025-03-06 | 2025-03-07 | -1.83 | 0 |
| 2025-03-07 | 2025-03-08 | -1.59 | 0 |
| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| Best Day | 3.58% | 11.95% |
| Worst Day | -9.82% | -13.23% |
| Best Week | 0.43% | 31.91% |
| Worst Week | -12.79% | -19.48% |
| Best Month | 0.04% | 21.92% |
| Worst Month | -12.73% | -35.2% |
| Best Year | -16.48% | -7.36% |
| Worst Year | -16.48% | -7.36% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -1.92% | -1.93% |
| Avg. Up Week | 0.43% | 2.08% |
| Avg. Down Week | -5.84% | -5.45% |
| Avg. Up Month | 0.04% | 16.49% |
| Avg. Down Month | -12.73% | -35.2% |
| Win Days % | 50.0% | 51.61% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 40.0% | 40.91% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |