| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 206.37% | -20.25% |
| Max Drawdown | -32.8% | -70.44% |
| Sharpe | 0.52 | 0.16 |
| Sortino | 0.76 | 0.22 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.17 | 1.03 |
| Common Sense Ratio | 1.36 | 0.95 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | 1.16 | 0.93 |
| Outlier Win Ratio | 22.72 | 3.92 |
| Outlier Loss Ratio | 3.82 | 3.33 |
| Volatility (ann.) | 20.31% | 39.65% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.23 | -0.09 |
| Skew | 0.23 | 0.08 |
| Kurtosis | 35.53 | 7.43 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.84% | -0.56% |
| Expected Yearly % | 32.3% | -5.5% |
| Kelly Criterion | 5.34% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.4% |
| Expected Shortfall (cVaR) | -1.72% | -3.4% |
| Year | 12611858:LTCUSD | 12611858:ltcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.22 | 51.22 | -1.21 | + |
| 2023 | 3.88 | 28.96 | 7.46 | + |
| 2024 | 41.56 | 80.08 | 1.93 | + |
| 2025 | -6.13 | -12.76 | 2.08 | - |
| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| MTD | 2.24% | 15.83% |
| 3M | -13.44% | -15.44% |
| 6M | -22.34% | 4.27% |
| YTD | -12.76% | -6.13% |
| 1Y | 15.24% | 16.08% |
| 3Y (ann.) | 37.59% | 15.36% |
| 5Y (ann.) | 40.22% | -6.6% |
| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| Max Drawdown | -32.8% | -70.44% |
| Longest DD Days | 162.0 | 1029.0 |
| Avg. Drawdown | -4.27% | -22.11% |
| Avg. Drawdown Days | 16.0 | 201.0 |
| Recovery Factor | 6.29 | -0.29 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-29 | -32.80 | 162 |
| 2023-03-02 | 2023-07-30 | -26.37 | 150 |
| 2022-08-17 | 2022-11-22 | -18.54 | 97 |
| 2024-06-06 | 2024-08-08 | -14.43 | 62 |
| 2022-12-14 | 2023-01-29 | -14.29 | 45 |
| 2022-03-01 | 2022-05-13 | -13.83 | 73 |
| 2022-06-16 | 2022-06-19 | -12.50 | 3 |
| 2023-10-16 | 2023-12-27 | -11.68 | 71 |
| 2022-05-18 | 2022-06-15 | -9.98 | 28 |
| 2022-05-13 | 2022-05-17 | -9.25 | 4 |
| Metric | 12611858:ltcusd:triple_med_gx:lsma40_140 | 12611858:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.23% | -14.92% |
| Best Week | 14.42% | 31.91% |
| Worst Week | -21.36% | -29.9% |
| Best Month | 18.79% | 48.49% |
| Worst Month | -13.19% | -35.2% |
| Best Year | 80.08% | 41.56% |
| Worst Year | -12.76% | -42.22% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.28% | -1.35% |
| Avg. Up Week | 5.69% | 9.24% |
| Avg. Down Week | -4.28% | -8.02% |
| Avg. Up Month | 7.52% | 19.12% |
| Avg. Down Month | -6.38% | -13.96% |
| Win Days % | 51.83% | 52.19% |
| Win Month % | 61.54% | 52.5% |
| Win Week % | 59.6% | 48.3% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 50.0% |