| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 25.61% | -6.81% |
| Max Drawdown | -37.26% | -68.54% |
| Sharpe | 0.19 | 0.18 |
| Sortino | 0.29 | 0.26 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.04 | 0.96 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 0.97 | 0.94 |
| Outlier Win Ratio | 35.43 | 3.54 |
| Outlier Loss Ratio | 3.83 | 3.06 |
| Volatility (ann.) | 15.52% | 39.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.19 | -0.03 |
| Skew | 2.05 | 0.08 |
| Kurtosis | 56.36 | 7.56 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.57% | -0.18% |
| Expected Yearly % | 5.87% | -1.75% |
| Kelly Criterion | 1.56% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -3.39% |
| Expected Shortfall (cVaR) | -1.33% | -3.39% |
| Year | 12590968:LTCUSD | 12590968:ltcusd:triple_med_gx:lsma200_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.87 | 9.94 | -0.30 | + |
| 2023 | 3.88 | 26.14 | 6.74 | + |
| 2024 | 41.56 | 11.37 | 0.27 | - |
| 2025 | -5.60 | -18.67 | 3.34 | - |
| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| MTD | -2.47% | 16.49% |
| 3M | -18.64% | -14.95% |
| 6M | -18.67% | 5.43% |
| YTD | -18.67% | -5.6% |
| 1Y | -21.07% | 14.24% |
| 3Y (ann.) | 3.41% | 16.5% |
| 5Y (ann.) | 7.24% | -2.14% |
| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| Max Drawdown | -37.26% | -68.54% |
| Longest DD Days | 289.0 | 978.0 |
| Avg. Drawdown | -9.08% | -17.7% |
| Avg. Drawdown Days | 68.0 | 118.0 |
| Recovery Factor | 0.69 | -0.1 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-28 | -37.26 | 131 |
| 2022-09-13 | 2023-06-30 | -20.75 | 289 |
| 2023-07-03 | 2024-02-29 | -19.87 | 241 |
| 2022-05-31 | 2022-09-13 | -13.56 | 105 |
| 2024-09-28 | 2025-01-17 | -13.24 | 111 |
| 2024-03-01 | 2024-07-17 | -11.46 | 137 |
| 2024-08-24 | 2024-09-27 | -10.49 | 33 |
| 2022-03-28 | 2022-05-30 | -4.53 | 62 |
| 2024-07-17 | 2024-08-24 | -4.47 | 38 |
| 2022-03-20 | 2022-03-22 | -4.06 | 2 |
| Metric | 12590968:ltcusd:triple_med_gx:lsma200_85 | 12590968:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 12.8% |
| Worst Day | -9.2% | -14.92% |
| Best Week | 24.49% | 31.91% |
| Worst Week | -14.75% | -29.9% |
| Best Month | 26.06% | 48.49% |
| Worst Month | -9.93% | -35.2% |
| Best Year | 26.14% | 41.56% |
| Worst Year | -18.67% | -32.87% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -1.16% | -1.18% |
| Avg. Up Week | 7.04% | 9.17% |
| Avg. Down Week | -5.41% | -6.84% |
| Avg. Up Month | 9.39% | 13.99% |
| Avg. Down Month | -4.73% | -16.17% |
| Win Days % | 49.19% | 52.15% |
| Win Month % | 48.48% | 55.0% |
| Win Week % | 46.03% | 48.85% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 50.0% |