| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 21.0% | -27.8% |
| Max Drawdown | -27.31% | -72.26% |
| Sharpe | 0.17 | 0.14 |
| Sortino | 0.3 | 0.2 |
| Payoff Ratio | 1.49 | 1.3 |
| Profit Factor | 1.09 | 1.02 |
| Common Sense Ratio | 0.0 | 0.95 |
| CPC Index | 0.59 | 0.69 |
| Tail Ratio | 0.0 | 0.93 |
| Outlier Win Ratio | 60.27 | 3.22 |
| Outlier Loss Ratio | 5.28 | 2.8 |
| Volatility (ann.) | 11.43% | 39.51% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.19 | -0.11 |
| Skew | 6.78 | -0.16 |
| Kurtosis | 139.62 | 9.68 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.42% | -0.71% |
| Expected Yearly % | 4.88% | -7.82% |
| Kelly Criterion | -6.27% | 15.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.39% |
| Expected Shortfall (cVaR) | -0.98% | -3.39% |
| Year | 12569184:LTCUSD | 12569184:ltcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.43 | 29.80 | -0.64 | + |
| 2023 | 3.88 | -4.71 | -1.21 | - |
| 2024 | 41.56 | 21.95 | 0.53 | - |
| 2025 | -8.33 | -19.78 | 2.37 | - |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| MTD | 1.72% | -11.61% |
| 3M | -7.41% | -1.97% |
| 6M | -16.05% | 25.68% |
| YTD | -19.78% | -8.33% |
| 1Y | -5.08% | 33.31% |
| 3Y (ann.) | 0.95% | 23.28% |
| 5Y (ann.) | 5.19% | -8.28% |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Max Drawdown | -27.31% | -72.26% |
| Longest DD Days | 503.0 | 1367.0 |
| Avg. Drawdown | -6.0% | -21.02% |
| Avg. Drawdown Days | 65.0 | 342.0 |
| Recovery Factor | 0.77 | -0.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-10-16 | -27.31 | 251 |
| 2023-07-09 | 2024-11-23 | -23.48 | 503 |
| 2022-06-24 | 2022-11-23 | -11.64 | 151 |
| 2023-02-03 | 2023-04-24 | -11.43 | 80 |
| 2022-12-01 | 2023-01-29 | -8.65 | 59 |
| 2022-01-09 | 2022-03-09 | -8.18 | 58 |
| 2024-12-17 | 2025-02-06 | -7.86 | 50 |
| 2022-04-04 | 2022-06-06 | -6.04 | 63 |
| 2024-11-23 | 2024-12-17 | -3.81 | 24 |
| 2022-03-28 | 2022-04-03 | -3.13 | 6 |
| Metric | 12569184:ltcusd:triple_med_gx:lsma20_10 | 12569184:LTCUSD |
|---|---|---|
| Best Day | 12.55% | 12.8% |
| Worst Day | -6.78% | -23.18% |
| Best Week | 16.83% | 31.91% |
| Worst Week | -8.84% | -29.9% |
| Best Month | 20.42% | 48.49% |
| Worst Month | -11.27% | -35.2% |
| Best Year | 29.8% | 41.56% |
| Worst Year | -19.78% | -46.43% |
| Avg. Up Day | 1.4% | 1.46% |
| Avg. Down Day | -0.94% | -1.12% |
| Avg. Up Week | 2.19% | 8.09% |
| Avg. Down Week | -1.99% | -6.12% |
| Avg. Up Month | 5.17% | 17.85% |
| Avg. Down Month | -3.98% | -12.5% |
| Win Days % | 36.42% | 52.04% |
| Win Month % | 47.83% | 52.17% |
| Win Week % | 51.55% | 48.5% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 50.0% | 50.0% |