| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | -24.56% | 2.66% |
| Max Drawdown | -64.81% | -51.42% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.04 | 0.63 |
| Payoff Ratio | 0.99 | 1.05 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.9 | 1.14 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | 0.89 | 1.07 |
| Outlier Win Ratio | 11.25 | 4.5 |
| Outlier Loss Ratio | 4.21 | 3.79 |
| Volatility (ann.) | 62.8% | 82.76% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.25 | 0.03 |
| Skew | 0.5 | -0.11 |
| Kurtosis | 15.73 | 5.53 |
| Expected Daily % | -0.05% | 0.0% |
| Expected Monthly % | -1.4% | 0.13% |
| Expected Yearly % | -13.14% | 1.32% |
| Kelly Criterion | -3.28% | 6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -7.03% |
| Expected Shortfall (cVaR) | -5.4% | -7.03% |
| Year | 9844125:LTCUSD | 9844125:ltcusd:triple_gx:hma70_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 19.39 | 50.17 | 2.59 | + |
| 2025 | -14.02 | -49.76 | 3.55 | - |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| MTD | -5.17% | 0.9% |
| 3M | -31.14% | -25.19% |
| 6M | -26.82% | -3.06% |
| YTD | -49.76% | -14.02% |
| 1Y | -54.03% | -35.27% |
| 3Y (ann.) | -16.43% | 1.69% |
| 5Y (ann.) | -16.43% | 1.69% |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Max Drawdown | -64.81% | -51.42% |
| Longest DD Days | 326.0 | 326.0 |
| Avg. Drawdown | -10.45% | -17.44% |
| Avg. Drawdown Days | 39.0 | 70.0 |
| Recovery Factor | -0.38 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-12-10 | -64.81 | 326 |
| 2024-05-20 | 2024-08-14 | -21.81 | 86 |
| 2024-11-24 | 2024-12-02 | -13.19 | 8 |
| 2024-12-15 | 2025-01-16 | -12.22 | 32 |
| 2024-11-13 | 2024-11-17 | -8.68 | 4 |
| 2024-08-19 | 2024-10-16 | -6.09 | 58 |
| 2024-10-31 | 2024-11-09 | -5.06 | 9 |
| 2024-12-04 | 2024-12-06 | -4.51 | 2 |
| 2024-11-19 | 2024-11-23 | -4.44 | 4 |
| 2024-10-17 | 2024-10-18 | -1.74 | 1 |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Best Day | 23.08% | 23.08% |
| Worst Day | -25.68% | -24.23% |
| Best Week | 36.57% | 41.62% |
| Worst Week | -29.46% | -29.8% |
| Best Month | 22.16% | 42.38% |
| Worst Month | -19.95% | -28.86% |
| Best Year | 50.17% | 19.39% |
| Worst Year | -49.76% | -14.02% |
| Avg. Up Day | 2.87% | 3.01% |
| Avg. Down Day | -2.9% | -2.85% |
| Avg. Up Week | 7.98% | 10.55% |
| Avg. Down Week | -6.09% | -7.8% |
| Avg. Up Month | 10.83% | 24.69% |
| Avg. Down Month | -9.01% | -10.66% |
| Win Days % | 48.67% | 51.92% |
| Win Month % | 30.0% | 50.0% |
| Win Week % | 44.44% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |