| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 172.03% | -21.85% |
| Max Drawdown | -17.51% | -70.44% |
| Sharpe | 0.53 | 0.16 |
| Sortino | 0.94 | 0.23 |
| Payoff Ratio | 1.24 | 1.13 |
| Profit Factor | 1.3 | 1.03 |
| Common Sense Ratio | 1.59 | 0.96 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.22 | 0.93 |
| Outlier Win Ratio | 48.01 | 3.43 |
| Outlier Loss Ratio | 3.56 | 2.92 |
| Volatility (ann.) | 14.21% | 39.64% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.69 | -0.09 |
| Skew | 6.35 | -0.03 |
| Kurtosis | 132.91 | 10.3 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.11% | -0.51% |
| Expected Yearly % | 28.43% | -5.98% |
| Kelly Criterion | 8.55% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.4% |
| Expected Shortfall (cVaR) | -1.2% | -3.4% |
| Year | 12588671:LTCUSD | 12588671:ltcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.45 | -2.70 | 0.08 | + |
| 2023 | 3.88 | 28.12 | 7.24 | + |
| 2024 | 41.56 | 28.53 | 0.69 | - |
| 2025 | -17.67 | 69.78 | -3.95 | + |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| MTD | 0.0% | 3.0% |
| 3M | -2.25% | -24.19% |
| 6M | -6.65% | -9.09% |
| YTD | 69.78% | -17.67% |
| 1Y | 81.66% | -23.2% |
| 3Y (ann.) | 40.83% | 3.6% |
| 5Y (ann.) | 29.59% | -6.19% |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Max Drawdown | -17.51% | -70.44% |
| Longest DD Days | 262.0 | 1029.0 |
| Avg. Drawdown | -4.31% | -14.24% |
| Avg. Drawdown Days | 28.0 | 140.0 |
| Recovery Factor | 9.82 | -0.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-11-29 | -17.51 | 262 |
| 2025-06-24 | 2025-11-07 | -16.49 | 136 |
| 2022-02-17 | 2022-07-28 | -16.42 | 160 |
| 2025-11-18 | 2025-12-10 | -14.84 | 21 |
| 2025-01-26 | 2025-01-30 | -13.97 | 3 |
| 2022-10-14 | 2023-03-01 | -10.46 | 137 |
| 2025-02-27 | 2025-05-06 | -9.87 | 68 |
| 2025-01-31 | 2025-02-26 | -8.69 | 25 |
| 2025-05-19 | 2025-06-23 | -7.41 | 35 |
| 2024-12-14 | 2025-01-14 | -6.02 | 31 |
| Metric | 12588671:ltcusd:triple_med_gx:lsma45_80 | 12588671:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -6.01% | -23.18% |
| Best Week | 46.58% | 31.91% |
| Worst Week | -9.54% | -29.9% |
| Best Month | 51.24% | 48.49% |
| Worst Month | -9.1% | -35.2% |
| Best Year | 69.78% | 41.56% |
| Worst Year | -2.7% | -35.45% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.23% | -1.36% |
| Avg. Up Week | 6.94% | 6.75% |
| Avg. Down Week | -3.02% | -8.24% |
| Avg. Up Month | 8.44% | 12.97% |
| Avg. Down Month | -3.31% | -14.1% |
| Win Days % | 49.39% | 52.03% |
| Win Month % | 64.29% | 54.17% |
| Win Week % | 57.53% | 48.78% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |