| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | -6.48% | -38.56% |
| Max Drawdown | -64.81% | -70.44% |
| Sharpe | 0.12 | 0.12 |
| Sortino | 0.17 | 0.17 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.08 | 0.95 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.05 | 0.93 |
| Outlier Win Ratio | 12.6 | 4.2 |
| Outlier Loss Ratio | 4.34 | 3.67 |
| Volatility (ann.) | 26.69% | 39.77% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.03 | -0.17 |
| Skew | 0.54 | -0.05 |
| Kurtosis | 31.98 | 10.13 |
| Expected Daily % | -0.0% | -0.01% |
| Expected Monthly % | -0.14% | -1.01% |
| Expected Yearly % | -1.66% | -11.46% |
| Kelly Criterion | -1.78% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -3.41% |
| Expected Shortfall (cVaR) | -2.29% | -3.41% |
| Year | 9844125:LTCUSD | 9844125:ltcusd:triple_gx:hma70_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.25 | 4.65 | -0.09 | + |
| 2023 | 3.88 | -4.30 | -1.11 | - |
| 2024 | 41.56 | 85.47 | 2.06 | + |
| 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.) | -5.27% | 3.6% |
| 5Y (ann.) | -1.71% | -11.77% |
| Metric | 9844125:ltcusd:triple_gx:hma70_55_15 | 9844125:LTCUSD |
|---|---|---|
| Max Drawdown | -64.81% | -70.44% |
| Longest DD Days | 327.0 | 1029.0 |
| Avg. Drawdown | -11.03% | -39.81% |
| Avg. Drawdown Days | 42.0 | 354.0 |
| Recovery Factor | -0.1 | -0.55 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-12-10 | -64.81 | 327 |
| 2022-03-25 | 2022-11-07 | -33.24 | 226 |
| 2023-07-13 | 2024-04-24 | -32.02 | 285 |
| 2024-04-24 | 2024-10-19 | -29.24 | 177 |
| 2022-11-23 | 2023-04-18 | -19.07 | 146 |
| 2022-02-10 | 2022-03-25 | -18.99 | 42 |
| 2023-04-18 | 2023-06-21 | -18.24 | 63 |
| 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 |
| 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% | -29.9% |
| Best Month | 22.96% | 48.49% |
| Worst Month | -23.78% | -35.2% |
| Best Year | 85.47% | 41.56% |
| Worst Year | -49.65% | -49.25% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.26% | -1.29% |
| Avg. Up Week | 7.21% | 9.89% |
| Avg. Down Week | -4.82% | -6.62% |
| Avg. Up Month | 10.23% | 17.27% |
| Avg. Down Month | -8.46% | -13.84% |
| Win Days % | 47.81% | 52.02% |
| Win Month % | 45.83% | 52.08% |
| Win Week % | 44.16% | 48.31% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 50.0% | 50.0% |