| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 314.11% | -20.73% |
| Max Drawdown | -42.85% | -70.44% |
| Sharpe | 0.6 | 0.15 |
| Sortino | 0.91 | 0.22 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.2 | 1.03 |
| Common Sense Ratio | 1.35 | 0.95 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.13 | 0.92 |
| Outlier Win Ratio | 21.02 | 4.14 |
| Outlier Loss Ratio | 3.76 | 3.36 |
| Volatility (ann.) | 21.91% | 39.68% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.25 | -0.1 |
| Skew | 0.84 | 0.08 |
| Kurtosis | 32.89 | 7.42 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.62% | -0.58% |
| Expected Yearly % | 42.65% | -5.64% |
| Kelly Criterion | 6.98% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.4% |
| Expected Shortfall (cVaR) | -1.85% | -3.4% |
| Year | 12613880:LTCUSD | 12613880:ltcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.90 | 61.56 | -1.44 | + |
| 2023 | 3.88 | 49.47 | 12.75 | + |
| 2024 | 41.56 | 97.20 | 2.34 | + |
| 2025 | -5.60 | -13.04 | 2.33 | - |
| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| MTD | 2.82% | 16.49% |
| 3M | -11.25% | -14.95% |
| 6M | -24.32% | 5.43% |
| YTD | -13.04% | -5.6% |
| 1Y | 1.16% | 14.24% |
| 3Y (ann.) | 49.51% | 16.5% |
| 5Y (ann.) | 53.68% | -6.78% |
| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| Max Drawdown | -42.85% | -70.44% |
| Longest DD Days | 161.0 | 1029.0 |
| Avg. Drawdown | -5.13% | -32.9% |
| Avg. Drawdown Days | 17.0 | 301.0 |
| Recovery Factor | 7.33 | -0.29 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -42.85 | 161 |
| 2023-02-16 | 2023-05-15 | -32.13 | 88 |
| 2022-11-23 | 2023-02-15 | -21.42 | 84 |
| 2022-08-14 | 2022-11-22 | -19.65 | 100 |
| 2024-06-06 | 2024-09-13 | -18.98 | 99 |
| 2022-03-01 | 2022-05-12 | -15.53 | 72 |
| 2022-06-16 | 2022-06-19 | -12.50 | 3 |
| 2023-11-16 | 2023-12-28 | -10.40 | 42 |
| 2022-05-18 | 2022-06-14 | -9.87 | 27 |
| 2022-05-13 | 2022-05-17 | -9.25 | 4 |
| Metric | 12613880:ltcusd:triple_med_gx:lsma65_145 | 12613880:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.23% | -14.92% |
| Best Week | 30.58% | 31.91% |
| Worst Week | -20.89% | -29.9% |
| Best Month | 26.58% | 48.49% |
| Worst Month | -15.85% | -35.2% |
| Best Year | 97.2% | 41.56% |
| Worst Year | -13.04% | -42.9% |
| Avg. Up Day | 1.38% | 1.38% |
| Avg. Down Day | -1.3% | -1.35% |
| Avg. Up Week | 7.43% | 9.03% |
| Avg. Down Week | -5.08% | -7.7% |
| Avg. Up Month | 10.97% | 18.78% |
| Avg. Down Month | -8.03% | -14.38% |
| Win Days % | 52.13% | 52.17% |
| Win Month % | 63.16% | 52.5% |
| Win Week % | 57.78% | 48.3% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 50.0% |