| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 355.08% | -23.02% |
| Max Drawdown | -32.8% | -70.44% |
| Sharpe | 0.58 | 0.15 |
| Sortino | 0.89 | 0.22 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.28 | 0.96 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 1.09 | 0.93 |
| Outlier Win Ratio | 19.29 | 4.12 |
| Outlier Loss Ratio | 3.78 | 3.37 |
| Volatility (ann.) | 21.65% | 39.39% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.55 | -0.1 |
| Skew | 0.95 | -0.15 |
| Kurtosis | 27.28 | 9.95 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.42% | -0.58% |
| Expected Yearly % | 46.06% | -6.33% |
| Kelly Criterion | 6.68% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -3.37% |
| Expected Shortfall (cVaR) | -1.83% | -3.37% |
| Year | 12613941:LTCUSD | 12613941:ltcusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.90 | 33.61 | -0.78 | + |
| 2023 | 3.88 | 17.06 | 4.40 | + |
| 2024 | 41.56 | 129.06 | 3.11 | + |
| 2025 | -8.33 | 27.03 | -3.24 | + |
| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| MTD | 11.43% | -11.61% |
| 3M | 16.26% | -1.97% |
| 6M | 11.32% | 25.68% |
| YTD | 27.03% | -8.33% |
| 1Y | 31.42% | 33.31% |
| 3Y (ann.) | 60.2% | 23.28% |
| 5Y (ann.) | 50.73% | -6.84% |
| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| Max Drawdown | -32.8% | -70.44% |
| Longest DD Days | 221.0 | 1029.0 |
| Avg. Drawdown | -4.9% | -32.9% |
| Avg. Drawdown Days | 19.0 | 336.0 |
| Recovery Factor | 10.83 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-02-11 | -32.80 | 55 |
| 2023-02-16 | 2023-08-29 | -28.85 | 194 |
| 2025-03-08 | 2025-10-16 | -26.14 | 221 |
| 2022-07-19 | 2022-11-19 | -21.99 | 123 |
| 2022-11-23 | 2023-02-15 | -20.61 | 84 |
| 2024-04-27 | 2024-08-15 | -19.22 | 110 |
| 2022-03-01 | 2022-06-19 | -18.89 | 110 |
| 2023-08-29 | 2023-12-03 | -10.02 | 95 |
| 2025-02-11 | 2025-02-14 | -9.70 | 3 |
| 2023-12-28 | 2024-01-10 | -7.38 | 13 |
| Metric | 12613941:ltcusd:triple_med_gx:lsma85_145 | 12613941:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.1% | -23.18% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -20.47% | -29.9% |
| Best Month | 35.33% | 48.49% |
| Worst Month | -17.43% | -35.2% |
| Best Year | 129.06% | 41.56% |
| Worst Year | 17.06% | -42.9% |
| Avg. Up Day | 1.32% | 1.32% |
| Avg. Down Day | -1.27% | -1.3% |
| Avg. Up Week | 7.17% | 8.8% |
| Avg. Down Week | -4.95% | -7.54% |
| Avg. Up Month | 11.53% | 19.4% |
| Avg. Down Month | -8.22% | -15.7% |
| Win Days % | 52.45% | 52.06% |
| Win Month % | 60.47% | 51.11% |
| Win Week % | 58.18% | 48.47% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |