| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 6.57% | -7.36% |
| Max Drawdown | -1.46% | -51.61% |
| Sharpe | 0.81 | 0.14 |
| Sortino | 4.44 | 0.19 |
| Payoff Ratio | 6.8 | 1.12 |
| Profit Factor | 4.6 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 11.71 | 0.59 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 294.41 | 2.56 |
| Outlier Loss Ratio | 9.07 | 1.92 |
| Volatility (ann.) | 4.98% | 47.35% |
| R^2 | 0.01 | 0.01 |
| Calmar | 11.73 | -0.33 |
| Skew | 20.71 | 0.17 |
| Kurtosis | 472.35 | 5.06 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.28% | -1.52% |
| Expected Yearly % | 6.57% | -7.36% |
| Kelly Criterion | 28.31% | 8.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -4.06% |
| Expected Shortfall (cVaR) | -0.42% | -4.06% |
| Year | 12697441:LTCUSD | 12697441:ltcusd:triple_med_gx:zlema110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | 6.57 | -0.89 | + |
| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| MTD | -0.18% | 16.49% |
| 3M | 4.25% | -14.95% |
| 6M | 6.57% | -7.36% |
| YTD | 6.57% | -7.36% |
| 1Y | 6.57% | -7.36% |
| 3Y (ann.) | 17.11% | -17.29% |
| 5Y (ann.) | 17.11% | -17.29% |
| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| Max Drawdown | -1.46% | -51.61% |
| Longest DD Days | 34.0 | 131.0 |
| Avg. Drawdown | -0.61% | -11.18% |
| Avg. Drawdown Days | 11.0 | 20.0 |
| Recovery Factor | 4.5 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-04-07 | -1.46 | 34 |
| 2025-05-28 | 2025-05-28 | -0.18 | 0 |
| 2025-02-04 | 2025-02-04 | -0.18 | 0 |
| Metric | 12697441:ltcusd:triple_med_gx:zlema110_125 | 12697441:LTCUSD |
|---|---|---|
| Best Day | 5.99% | 11.95% |
| Worst Day | -1.1% | -13.23% |
| Best Week | 5.8% | 31.91% |
| Worst Week | -1.28% | -19.48% |
| Best Month | 5.8% | 21.92% |
| Worst Month | -1.28% | -35.2% |
| Best Year | 6.57% | -7.36% |
| Worst Year | 6.57% | -7.36% |
| Avg. Up Day | 2.79% | 2.92% |
| Avg. Down Day | -0.41% | -2.61% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.28% | -19.02% |
| Avg. Up Month | 5.8% | 0.71% |
| Avg. Down Month | -1.28% | -35.2% |
| Win Days % | 37.5% | 51.61% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 40.91% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |