| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 157.47% | -34.62% |
| Max Drawdown | -44.56% | -70.44% |
| Sharpe | 0.38 | 0.13 |
| Sortino | 0.57 | 0.18 |
| Payoff Ratio | 1.04 | 0.99 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.24 | 0.95 |
| CPC Index | 0.59 | 0.53 |
| Tail Ratio | 1.11 | 0.93 |
| Outlier Win Ratio | 19.04 | 4.01 |
| Outlier Loss Ratio | 3.8 | 3.56 |
| Volatility (ann.) | 23.42% | 39.73% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.62 | -0.15 |
| Skew | 1.18 | -0.04 |
| Kurtosis | 35.74 | 10.16 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.99% | -0.88% |
| Expected Yearly % | 26.67% | -10.08% |
| Kelly Criterion | 3.41% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -3.41% |
| Expected Shortfall (cVaR) | -1.99% | -3.41% |
| Year | 12588330:LTCUSD | 12588330:ltcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.00 | -40.11 | 0.87 | + |
| 2023 | 3.88 | 42.75 | 11.02 | + |
| 2024 | 41.56 | 38.12 | 0.92 | - |
| 2025 | -17.67 | 118.02 | -6.68 | + |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| MTD | 0.0% | 3.0% |
| 3M | 9.8% | -24.19% |
| 6M | 18.62% | -9.09% |
| YTD | 118.02% | -17.67% |
| 1Y | 122.18% | -23.2% |
| 3Y (ann.) | 52.07% | 3.6% |
| 5Y (ann.) | 27.54% | -10.36% |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Max Drawdown | -44.56% | -70.44% |
| Longest DD Days | 1038.0 | 1029.0 |
| Avg. Drawdown | -7.86% | -38.23% |
| Avg. Drawdown Days | 64.0 | 354.0 |
| Recovery Factor | 3.53 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-11-29 | -44.56 | 1038 |
| 2025-03-06 | 2025-08-04 | -22.97 | 151 |
| 2025-08-23 | 2025-11-07 | -19.89 | 76 |
| 2025-02-24 | 2025-03-06 | -13.82 | 10 |
| 2025-08-17 | 2025-08-22 | -8.24 | 5 |
| 2024-12-17 | 2025-01-15 | -8.02 | 29 |
| 2024-12-14 | 2024-12-17 | -7.19 | 3 |
| 2022-01-24 | 2022-01-24 | -6.94 | 0 |
| 2025-02-04 | 2025-02-10 | -6.90 | 6 |
| 2025-11-20 | 2025-12-10 | -6.25 | 19 |
| Metric | 12588330:ltcusd:triple_med_gx:lsma40_80 | 12588330:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -14.92% | -23.18% |
| Best Week | 30.73% | 31.91% |
| Worst Week | -17.01% | -29.9% |
| Best Month | 58.77% | 48.49% |
| Worst Month | -18.64% | -35.2% |
| Best Year | 118.02% | 41.56% |
| Worst Year | -40.11% | -46.0% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.36% | -1.44% |
| Avg. Up Week | 5.6% | 8.75% |
| Avg. Down Week | -3.59% | -7.11% |
| Avg. Up Month | 10.7% | 14.85% |
| Avg. Down Month | -9.14% | -15.95% |
| Win Days % | 50.77% | 52.02% |
| Win Month % | 55.32% | 52.08% |
| Win Week % | 51.09% | 48.31% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |