| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 186.42% | -16.36% |
| Max Drawdown | -34.44% | -68.54% |
| Sharpe | 0.62 | 0.16 |
| Sortino | 0.96 | 0.23 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 1.59 | 0.96 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.29 | 0.93 |
| Outlier Win Ratio | 31.05 | 3.56 |
| Outlier Loss Ratio | 4.44 | 3.06 |
| Volatility (ann.) | 14.8% | 39.62% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.1 | -0.08 |
| Skew | 1.61 | 0.08 |
| Kurtosis | 48.6 | 7.52 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.67% | -0.45% |
| Expected Yearly % | 30.09% | -4.37% |
| Kelly Criterion | 6.23% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -3.39% |
| Expected Shortfall (cVaR) | -1.25% | -3.39% |
| Year | 12655801:LTCUSD | 12655801:ltcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.66 | 13.66 | -0.34 | + |
| 2023 | 3.88 | 41.25 | 10.63 | + |
| 2024 | 41.56 | 18.69 | 0.45 | - |
| 2025 | -5.74 | 50.30 | -8.76 | + |
| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| MTD | 4.78% | 16.31% |
| 3M | 15.65% | -21.95% |
| 6M | 60.66% | 4.7% |
| YTD | 50.3% | -5.74% |
| 1Y | 74.15% | 16.56% |
| 3Y (ann.) | 52.57% | 15.52% |
| 5Y (ann.) | 37.91% | -5.31% |
| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| Max Drawdown | -34.44% | -68.54% |
| Longest DD Days | 505.0 | 978.0 |
| Avg. Drawdown | -3.91% | -18.02% |
| Avg. Drawdown Days | 26.0 | 132.0 |
| Recovery Factor | 5.41 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-13 | 2024-11-29 | -34.44 | 505 |
| 2022-03-01 | 2022-09-07 | -27.55 | 190 |
| 2025-01-31 | 2025-04-12 | -20.19 | 71 |
| 2025-05-14 | 2025-05-22 | -7.81 | 8 |
| 2022-09-08 | 2022-11-04 | -7.24 | 56 |
| 2023-05-18 | 2023-06-02 | -6.65 | 15 |
| 2022-02-27 | 2022-02-28 | -5.68 | 1 |
| 2023-04-21 | 2023-04-25 | -4.73 | 4 |
| 2023-01-26 | 2023-04-20 | -4.12 | 84 |
| 2023-01-04 | 2023-01-19 | -3.82 | 14 |
| Metric | 12655801:ltcusd:triple_med_gx:lsma185_135 | 12655801:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 12.8% |
| Worst Day | -9.82% | -14.92% |
| Best Week | 17.57% | 31.91% |
| Worst Week | -14.9% | -29.9% |
| Best Month | 41.26% | 48.49% |
| Worst Month | -13.91% | -35.2% |
| Best Year | 50.3% | 41.56% |
| Worst Year | 13.66% | -39.66% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -1.04% | -1.11% |
| Avg. Up Week | 6.33% | 9.75% |
| Avg. Down Week | -3.7% | -7.69% |
| Avg. Up Month | 10.67% | 15.9% |
| Avg. Down Month | -5.47% | -14.32% |
| Win Days % | 51.05% | 52.13% |
| Win Month % | 57.89% | 52.5% |
| Win Week % | 56.38% | 48.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 50.0% |