| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 147.34% | -11.13% |
| Max Drawdown | -21.8% | -70.44% |
| Sharpe | 0.66 | 0.18 |
| Sortino | 1.11 | 0.25 |
| Payoff Ratio | 1.24 | 1.04 |
| Profit Factor | 1.65 | 1.03 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 1.14 | 0.56 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 77.29 | 3.14 |
| Outlier Loss Ratio | 2.87 | 2.47 |
| Volatility (ann.) | 11.35% | 39.64% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.43 | -0.05 |
| Skew | 4.32 | 0.08 |
| Kurtosis | 216.28 | 7.4 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.23% | -0.29% |
| Expected Yearly % | 25.41% | -2.91% |
| Kelly Criterion | 20.29% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -3.39% |
| Expected Shortfall (cVaR) | -0.96% | -3.39% |
| Year | 12703750:LTCUSD | 12703750:ltcusd:triple_med_gx:zlema105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.99 | 50.92 | -1.41 | + |
| 2023 | 3.88 | 32.10 | 8.27 | + |
| 2024 | 41.56 | 19.35 | 0.47 | - |
| 2025 | -5.60 | 3.95 | -0.70 | + |
| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | 8.16% | -14.95% |
| 6M | 1.29% | 5.43% |
| YTD | 3.95% | -5.6% |
| 1Y | 19.19% | 14.24% |
| 3Y (ann.) | 30.37% | 16.5% |
| 5Y (ann.) | 31.26% | -3.48% |
| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| Max Drawdown | -21.8% | -70.44% |
| Longest DD Days | 159.0 | 1029.0 |
| Avg. Drawdown | -2.93% | -16.13% |
| Avg. Drawdown Days | 23.0 | 134.0 |
| Recovery Factor | 6.76 | -0.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-05-28 | -21.80 | 159 |
| 2022-06-16 | 2022-06-23 | -11.63 | 7 |
| 2022-11-23 | 2023-02-15 | -11.57 | 84 |
| 2022-11-20 | 2022-11-22 | -6.26 | 2 |
| 2024-04-15 | 2024-08-05 | -6.04 | 112 |
| 2022-08-23 | 2022-09-22 | -5.29 | 30 |
| 2022-03-01 | 2022-04-13 | -4.29 | 43 |
| 2022-02-27 | 2022-02-28 | -4.28 | 1 |
| 2024-01-30 | 2024-03-23 | -3.54 | 52 |
| 2022-09-23 | 2022-11-19 | -3.54 | 57 |
| Metric | 12703750:ltcusd:triple_med_gx:zlema105_140 | 12703750:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.1% | -14.92% |
| Best Week | 22.45% | 31.91% |
| Worst Week | -8.48% | -29.9% |
| Best Month | 22.45% | 48.49% |
| Worst Month | -8.48% | -35.2% |
| Best Year | 50.92% | 41.56% |
| Worst Year | 3.95% | -35.99% |
| Avg. Up Day | 1.56% | 1.58% |
| Avg. Down Day | -1.26% | -1.53% |
| Avg. Up Week | 4.76% | 7.58% |
| Avg. Down Week | -4.76% | -10.78% |
| Avg. Up Month | 6.4% | 16.2% |
| Avg. Down Month | -6.19% | -5.79% |
| Win Days % | 55.9% | 52.17% |
| Win Month % | 77.78% | 56.1% |
| Win Week % | 82.86% | 48.59% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 100.0% | 50.0% |