| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 44.13% | -15.84% |
| Max Drawdown | -12.99% | -68.54% |
| Sharpe | 0.35 | 0.17 |
| Sortino | 0.62 | 0.23 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.25 | 1.03 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 87.73 | 3.08 |
| Outlier Loss Ratio | 3.75 | 2.66 |
| Volatility (ann.) | 9.34% | 39.64% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.91 | -0.07 |
| Skew | 6.9 | 0.08 |
| Kurtosis | 157.78 | 7.52 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.92% | -0.43% |
| Expected Yearly % | 9.57% | -4.22% |
| Kelly Criterion | 4.25% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.4% |
| Expected Shortfall (cVaR) | -0.8% | -3.4% |
| Year | 12573136:LTCUSD | 12573136:ltcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.37 | 18.01 | -0.46 | + |
| 2023 | 3.88 | 20.45 | 5.27 | + |
| 2024 | 41.56 | 4.69 | 0.11 | - |
| 2025 | -5.60 | -3.15 | 0.56 | + |
| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -6.54% | -14.95% |
| 6M | -3.15% | 5.43% |
| YTD | -3.15% | -5.6% |
| 1Y | -5.62% | 14.24% |
| 3Y (ann.) | 12.05% | 16.5% |
| 5Y (ann.) | 11.83% | -5.14% |
| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| Max Drawdown | -12.99% | -68.54% |
| Longest DD Days | 228.0 | 978.0 |
| Avg. Drawdown | -4.79% | -20.07% |
| Avg. Drawdown Days | 53.0 | 148.0 |
| Recovery Factor | 3.4 | -0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-01-29 | -12.99 | 136 |
| 2022-06-20 | 2022-11-22 | -12.20 | 155 |
| 2025-03-03 | 2025-05-28 | -10.33 | 86 |
| 2025-01-29 | 2025-03-02 | -10.28 | 32 |
| 2023-07-13 | 2024-02-27 | -9.72 | 228 |
| 2022-05-22 | 2022-06-19 | -8.09 | 27 |
| 2024-05-07 | 2024-09-13 | -7.69 | 129 |
| 2023-02-19 | 2023-05-16 | -6.43 | 86 |
| 2024-03-27 | 2024-03-29 | -4.45 | 2 |
| 2022-03-02 | 2022-05-22 | -3.31 | 80 |
| Metric | 12573136:ltcusd:triple_med_gx:lsma50_25 | 12573136:LTCUSD |
|---|---|---|
| Best Day | 10.66% | 12.8% |
| Worst Day | -6.02% | -14.92% |
| Best Week | 12.03% | 31.91% |
| Worst Week | -6.54% | -29.9% |
| Best Month | 12.03% | 48.49% |
| Worst Month | -9.95% | -35.2% |
| Best Year | 20.45% | 41.56% |
| Worst Year | -3.15% | -39.37% |
| Avg. Up Day | 1.39% | 1.42% |
| Avg. Down Day | -1.12% | -1.23% |
| Avg. Up Week | 3.94% | 13.78% |
| Avg. Down Week | -2.22% | -5.92% |
| Avg. Up Month | 4.82% | 20.5% |
| Avg. Down Month | -2.99% | -13.01% |
| Win Days % | 47.06% | 52.13% |
| Win Month % | 60.71% | 52.5% |
| Win Week % | 52.08% | 48.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |