| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 23.17% | -27.8% |
| Max Drawdown | -27.66% | -72.26% |
| Sharpe | 0.2 | 0.14 |
| Sortino | 0.36 | 0.2 |
| Payoff Ratio | 1.51 | 1.3 |
| Profit Factor | 1.13 | 1.02 |
| Common Sense Ratio | 0.0 | 0.95 |
| CPC Index | 0.61 | 0.69 |
| Tail Ratio | 0.0 | 0.93 |
| Outlier Win Ratio | 91.4 | 3.0 |
| Outlier Loss Ratio | 5.62 | 2.57 |
| Volatility (ann.) | 8.48% | 39.51% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.21 | -0.11 |
| Skew | 7.81 | -0.16 |
| Kurtosis | 231.9 | 9.68 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.45% | -0.71% |
| Expected Yearly % | 5.35% | -7.82% |
| Kelly Criterion | -7.25% | 15.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -3.39% |
| Expected Shortfall (cVaR) | -0.73% | -3.39% |
| Year | 12570223:LTCUSD | 12570223:ltcusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.43 | 34.39 | -0.74 | + |
| 2023 | 3.88 | -0.04 | -0.01 | - |
| 2024 | 41.56 | 14.68 | 0.35 | - |
| 2025 | -8.33 | -20.05 | 2.41 | - |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| MTD | 4.97% | -11.61% |
| 3M | 3.37% | -1.97% |
| 6M | -9.27% | 25.68% |
| YTD | -20.05% | -8.33% |
| 1Y | -15.1% | 33.31% |
| 3Y (ann.) | -2.92% | 23.28% |
| 5Y (ann.) | 5.69% | -8.28% |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Max Drawdown | -27.66% | -72.26% |
| Longest DD Days | 736.0 | 1367.0 |
| Avg. Drawdown | -3.84% | -21.02% |
| Avg. Drawdown Days | 71.0 | 342.0 |
| Recovery Factor | 0.84 | -0.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-10-16 | -27.66 | 306 |
| 2022-11-18 | 2024-11-23 | -19.54 | 736 |
| 2022-03-29 | 2022-05-30 | -6.97 | 61 |
| 2022-06-26 | 2022-08-22 | -4.77 | 57 |
| 2022-01-09 | 2022-03-09 | -3.75 | 58 |
| 2022-08-29 | 2022-09-19 | -2.44 | 21 |
| 2024-11-23 | 2024-11-29 | -0.98 | 6 |
| 2022-10-17 | 2022-11-12 | -0.70 | 26 |
| 2022-11-16 | 2022-11-17 | -0.60 | 0 |
| 2022-03-21 | 2022-03-29 | -0.38 | 7 |
| Metric | 12570223:ltcusd:triple_med_gx:lsma20_15 | 12570223:LTCUSD |
|---|---|---|
| Best Day | 12.55% | 12.8% |
| Worst Day | -5.65% | -23.18% |
| Best Week | 14.98% | 31.91% |
| Worst Week | -5.27% | -29.9% |
| Best Month | 12.43% | 48.49% |
| Worst Month | -9.36% | -35.2% |
| Best Year | 34.39% | 41.56% |
| Worst Year | -20.05% | -46.43% |
| Avg. Up Day | 1.32% | 1.41% |
| Avg. Down Day | -0.87% | -1.08% |
| Avg. Up Week | 1.99% | 6.15% |
| Avg. Down Week | -2.02% | -7.07% |
| Avg. Up Month | 4.3% | 16.74% |
| Avg. Down Month | -4.17% | -11.51% |
| Win Days % | 35.43% | 52.04% |
| Win Month % | 52.17% | 52.17% |
| Win Week % | 49.65% | 48.5% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 50.0% | 50.0% |