| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 151.98% | -11.74% |
| Max Drawdown | -24.75% | -70.44% |
| Sharpe | 0.48 | 0.18 |
| Sortino | 0.79 | 0.25 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.19 | 1.03 |
| Common Sense Ratio | 1.28 | 0.97 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.07 | 0.94 |
| Outlier Win Ratio | 33.29 | 3.62 |
| Outlier Loss Ratio | 4.12 | 3.08 |
| Volatility (ann.) | 15.61% | 39.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.14 | -0.05 |
| Skew | 3.16 | -0.15 |
| Kurtosis | 54.78 | 9.93 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.03% | -0.27% |
| Expected Yearly % | 25.99% | -3.07% |
| Kelly Criterion | 4.06% | 11.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.37% |
| Expected Shortfall (cVaR) | -1.32% | -3.37% |
| Year | 12569368:LTCUSD | 12569368:ltcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.53 | 21.95 | -0.64 | + |
| 2023 | 3.88 | -3.08 | -0.79 | - |
| 2024 | 41.56 | 85.06 | 2.05 | + |
| 2025 | -8.33 | 15.20 | -1.82 | + |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| MTD | 8.8% | -11.61% |
| 3M | 12.42% | -1.97% |
| 6M | 3.03% | 25.68% |
| YTD | 15.2% | -8.33% |
| 1Y | 54.22% | 33.31% |
| 3Y (ann.) | 36.16% | 23.28% |
| 5Y (ann.) | 28.24% | -3.31% |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Max Drawdown | -24.75% | -70.44% |
| Longest DD Days | 455.0 | 1029.0 |
| Avg. Drawdown | -5.09% | -14.55% |
| Avg. Drawdown Days | 40.0 | 135.0 |
| Recovery Factor | 6.14 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-11-19 | -24.75 | 262 |
| 2022-12-27 | 2024-03-26 | -23.90 | 455 |
| 2024-05-10 | 2024-09-05 | -19.47 | 117 |
| 2025-02-11 | 2025-10-16 | -18.79 | 246 |
| 2024-12-26 | 2025-01-16 | -8.06 | 21 |
| 2022-01-30 | 2022-02-04 | -7.00 | 5 |
| 2022-11-23 | 2022-12-25 | -6.51 | 32 |
| 2024-09-23 | 2024-10-15 | -5.50 | 22 |
| 2024-09-05 | 2024-09-22 | -5.17 | 17 |
| 2024-12-02 | 2024-12-02 | -5.11 | 0 |
| Metric | 12569368:ltcusd:triple_med_gx:lsma85_10 | 12569368:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -7.3% | -23.18% |
| Best Week | 30.17% | 31.91% |
| Worst Week | -10.37% | -29.9% |
| Best Month | 28.47% | 48.49% |
| Worst Month | -11.72% | -35.2% |
| Best Year | 85.06% | 41.56% |
| Worst Year | -3.08% | -34.53% |
| Avg. Up Day | 1.35% | 1.36% |
| Avg. Down Day | -1.12% | -1.16% |
| Avg. Up Week | 5.84% | 11.49% |
| Avg. Down Week | -3.28% | -4.93% |
| Avg. Up Month | 9.02% | 13.66% |
| Avg. Down Month | -5.94% | -11.49% |
| Win Days % | 47.71% | 52.05% |
| Win Month % | 60.0% | 54.35% |
| Win Week % | 50.53% | 48.99% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 50.0% |