| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | -24.27% | 7.95% |
| Max Drawdown | -64.81% | -53.06% |
| Sharpe | -0.0 | 0.24 |
| Sortino | -0.0 | 0.34 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.01 | 0.99 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.01 | 0.95 |
| Outlier Win Ratio | 12.18 | 4.09 |
| Outlier Loss Ratio | 4.08 | 3.55 |
| Volatility (ann.) | 29.62% | 41.97% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.25 | 0.09 |
| Skew | 0.42 | -0.02 |
| Kurtosis | 42.32 | 13.17 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.38% | 0.38% |
| Expected Yearly % | -12.98% | 3.9% |
| Kelly Criterion | -3.39% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -3.59% |
| Expected Shortfall (cVaR) | -2.55% | -3.59% |
| Year | 9844125:LTCUSD | 9844125:ltcusd:triple_gx:hma70_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | 50.40 | 1.62 | + |
| 2025 | -17.67 | -49.65 | 2.81 | - |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| MTD | -4.82% | 3.0% |
| 3M | -31.04% | -24.19% |
| 6M | -31.37% | -9.09% |
| YTD | -49.65% | -17.67% |
| 1Y | -53.86% | -23.2% |
| 3Y (ann.) | -16.21% | 4.99% |
| 5Y (ann.) | -16.21% | 4.99% |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Max Drawdown | -64.81% | -53.06% |
| Longest DD Days | 327.0 | 369.0 |
| Avg. Drawdown | -6.6% | -11.58% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | -0.37 | 0.15 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-12-10 | -64.81 | 327 |
| 2024-05-18 | 2024-08-13 | -21.94 | 87 |
| 2024-12-17 | 2025-01-15 | -17.41 | 29 |
| 2024-11-23 | 2024-12-01 | -13.19 | 8 |
| 2024-11-12 | 2024-11-16 | -11.03 | 4 |
| 2024-12-05 | 2024-12-17 | -9.18 | 11 |
| 2024-11-17 | 2024-11-23 | -8.77 | 6 |
| 2024-08-18 | 2024-10-16 | -7.73 | 58 |
| 2024-10-30 | 2024-11-10 | -6.72 | 11 |
| 2024-12-03 | 2024-12-05 | -6.54 | 1 |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -23.18% | -23.18% |
| Best Week | 35.17% | 31.91% |
| Worst Week | -26.99% | -19.48% |
| Best Month | 20.7% | 48.49% |
| Worst Month | -23.78% | -35.2% |
| Best Year | 50.4% | 31.12% |
| Worst Year | -49.65% | -17.67% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.34% | -1.36% |
| Avg. Up Week | 7.98% | 10.31% |
| Avg. Down Week | -6.41% | -6.99% |
| Avg. Up Month | 11.31% | 15.71% |
| Avg. Down Month | -12.78% | -12.03% |
| Win Days % | 47.07% | 51.64% |
| Win Month % | 40.0% | 55.0% |
| Win Week % | 47.56% | 47.62% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |