| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 224.46% | -9.11% |
| Max Drawdown | -27.64% | -70.44% |
| Sharpe | 0.6 | 0.18 |
| Sortino | 1.02 | 0.26 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 1.4 | 0.96 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.13 | 0.93 |
| Outlier Win Ratio | 29.29 | 3.75 |
| Outlier Loss Ratio | 4.0 | 3.11 |
| Volatility (ann.) | 17.25% | 39.64% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.53 | -0.04 |
| Skew | 3.2 | 0.08 |
| Kurtosis | 50.08 | 7.4 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.91% | -0.23% |
| Expected Yearly % | 34.21% | -2.36% |
| Kelly Criterion | 6.07% | 11.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.39% |
| Expected Shortfall (cVaR) | -1.46% | -3.39% |
| Year | 12571515:LTCUSD | 12571515:ltcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.53 | 107.90 | -3.13 | + |
| 2023 | 3.88 | 8.96 | 2.31 | + |
| 2024 | 41.56 | 59.44 | 1.43 | + |
| 2025 | -5.60 | -10.16 | 1.82 | - |
| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| MTD | -2.11% | 16.49% |
| 3M | -1.09% | -14.95% |
| 6M | 6.37% | 5.43% |
| YTD | -10.16% | -5.6% |
| 1Y | 18.26% | 14.24% |
| 3Y (ann.) | 42.83% | 16.5% |
| 5Y (ann.) | 42.37% | -2.83% |
| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| Max Drawdown | -27.64% | -70.44% |
| Longest DD Days | 249.0 | 1029.0 |
| Avg. Drawdown | -4.46% | -14.55% |
| Avg. Drawdown Days | 22.0 | 121.0 |
| Recovery Factor | 8.12 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-28 | -27.64 | 131 |
| 2022-02-08 | 2022-06-23 | -19.45 | 134 |
| 2023-02-02 | 2023-04-13 | -18.69 | 69 |
| 2023-06-24 | 2024-02-29 | -18.33 | 249 |
| 2024-04-24 | 2024-11-10 | -15.62 | 199 |
| 2023-04-18 | 2023-06-23 | -14.52 | 66 |
| 2022-11-23 | 2022-12-26 | -10.31 | 33 |
| 2024-12-03 | 2025-01-16 | -8.93 | 44 |
| 2022-12-27 | 2023-02-01 | -8.02 | 36 |
| 2022-11-20 | 2022-11-23 | -6.26 | 3 |
| Metric | 12571515:ltcusd:triple_med_gx:lsma100_20 | 12571515:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -9.36% | -14.92% |
| Best Week | 28.61% | 31.91% |
| Worst Week | -14.28% | -29.9% |
| Best Month | 23.64% | 48.49% |
| Worst Month | -9.94% | -35.2% |
| Best Year | 107.9% | 41.56% |
| Worst Year | -10.16% | -34.53% |
| Avg. Up Day | 1.43% | 1.44% |
| Avg. Down Day | -1.18% | -1.22% |
| Avg. Up Week | 7.55% | 11.71% |
| Avg. Down Week | -3.81% | -5.89% |
| Avg. Up Month | 7.83% | 13.67% |
| Avg. Down Month | -4.06% | -16.49% |
| Win Days % | 48.42% | 52.17% |
| Win Month % | 63.41% | 56.1% |
| Win Week % | 52.08% | 48.88% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |