| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 206.37% | -10.4% |
| Max Drawdown | -15.49% | -70.44% |
| Sharpe | 0.68 | 0.18 |
| Sortino | 1.23 | 0.25 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.91 | 0.96 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.44 | 0.93 |
| Outlier Win Ratio | 40.53 | 3.51 |
| Outlier Loss Ratio | 4.06 | 2.97 |
| Volatility (ann.) | 13.85% | 39.67% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.59 | -0.05 |
| Skew | 4.85 | 0.08 |
| Kurtosis | 75.49 | 7.39 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.77% | -0.27% |
| Expected Yearly % | 32.3% | -2.71% |
| Kelly Criterion | 9.59% | 12.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.4% |
| Expected Shortfall (cVaR) | -1.17% | -3.4% |
| Year | 12575170:LTCUSD | 12575170:ltcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.45 | 106.17 | -2.99 | + |
| 2023 | 3.88 | 12.54 | 3.23 | + |
| 2024 | 41.56 | 49.69 | 1.20 | + |
| 2025 | -5.60 | -11.79 | 2.11 | - |
| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -7.98% | -14.95% |
| 6M | 0.57% | 5.43% |
| YTD | -11.79% | -5.6% |
| 1Y | 12.84% | 14.24% |
| 3Y (ann.) | 39.41% | 16.5% |
| 5Y (ann.) | 40.06% | -3.25% |
| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| Max Drawdown | -15.49% | -70.44% |
| Longest DD Days | 138.0 | 1029.0 |
| Avg. Drawdown | -3.57% | -14.24% |
| Avg. Drawdown Days | 21.0 | 121.0 |
| Recovery Factor | 13.32 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-24 | 2023-10-24 | -15.49 | 122 |
| 2023-04-18 | 2023-06-24 | -15.16 | 66 |
| 2023-02-02 | 2023-04-16 | -13.54 | 72 |
| 2025-02-11 | 2025-05-28 | -13.39 | 106 |
| 2022-03-02 | 2022-07-18 | -11.83 | 138 |
| 2023-12-28 | 2024-02-29 | -10.98 | 62 |
| 2024-03-30 | 2024-08-15 | -8.33 | 138 |
| 2024-09-05 | 2024-11-10 | -7.18 | 65 |
| 2022-11-23 | 2022-12-25 | -6.51 | 32 |
| 2022-12-27 | 2023-02-01 | -6.30 | 36 |
| Metric | 12575170:ltcusd:triple_med_gx:lsma90_35 | 12575170:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -5.71% | -14.92% |
| Best Week | 23.27% | 31.91% |
| Worst Week | -10.75% | -29.9% |
| Best Month | 28.78% | 48.49% |
| Worst Month | -10.87% | -35.2% |
| Best Year | 106.17% | 41.56% |
| Worst Year | -11.79% | -35.45% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.09% | -1.15% |
| Avg. Up Week | 6.27% | 10.69% |
| Avg. Down Week | -4.3% | -5.21% |
| Avg. Up Month | 8.61% | 12.78% |
| Avg. Down Month | -4.08% | -15.52% |
| Win Days % | 49.53% | 52.17% |
| Win Month % | 68.57% | 56.1% |
| Win Week % | 59.46% | 48.59% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |