| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 3.95% | -7.36% |
| Max Drawdown | -6.73% | -51.61% |
| Sharpe | 0.35 | 0.14 |
| Sortino | 0.5 | 0.19 |
| Payoff Ratio | 1.44 | 1.19 |
| Profit Factor | 1.42 | 1.02 |
| Common Sense Ratio | NaN | 0.87 |
| CPC Index | 0.95 | 0.63 |
| Tail Ratio | NaN | 0.85 |
| Outlier Win Ratio | 181.67 | 2.81 |
| Outlier Loss Ratio | 2.6 | 1.97 |
| Volatility (ann.) | 7.8% | 47.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.5 | -0.33 |
| Skew | -0.77 | 0.17 |
| Kurtosis | 203.83 | 5.06 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.78% | -1.52% |
| Expected Yearly % | 3.95% | -7.36% |
| Kelly Criterion | 9.67% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -4.06% |
| Expected Shortfall (cVaR) | -0.66% | -4.06% |
| Year | 12703750:LTCUSD | 12703750:ltcusd:triple_med_gx:zlema105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.36 | 3.95 | -0.54 | + |
| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | 8.16% | -14.95% |
| 6M | 3.95% | -7.36% |
| YTD | 3.95% | -7.36% |
| 1Y | 3.95% | -7.36% |
| 3Y (ann.) | 10.09% | -17.29% |
| 5Y (ann.) | 10.09% | -17.29% |
| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| Max Drawdown | -6.73% | -51.61% |
| Longest DD Days | 62.0 | 131.0 |
| Avg. Drawdown | -3.49% | -11.18% |
| Avg. Drawdown Days | 31.0 | 20.0 |
| Recovery Factor | 0.59 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-04-07 | -6.73 | 62 |
| 2025-04-07 | 2025-04-08 | -0.25 | 0 |
| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| Best Day | 6.18% | 11.95% |
| Worst Day | -6.56% | -13.23% |
| Best Week | 7.37% | 31.91% |
| Worst Week | -3.9% | -19.48% |
| Best Month | 7.37% | 21.92% |
| Worst Month | -3.9% | -35.2% |
| Best Year | 3.95% | -7.36% |
| Worst Year | 3.95% | -7.36% |
| Avg. Up Day | 2.12% | 2.2% |
| Avg. Down Day | -1.47% | -1.84% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -3.9% | -19.48% |
| Avg. Up Month | 7.37% | 0.71% |
| Avg. Down Month | -3.9% | -0.04% |
| Win Days % | 46.67% | 51.61% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 66.67% | 40.91% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |