| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 214.58% | -11.74% |
| Max Drawdown | -21.88% | -70.44% |
| Sharpe | 0.55 | 0.18 |
| Sortino | 0.94 | 0.25 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.21 | 1.03 |
| Common Sense Ratio | 1.33 | 0.97 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.09 | 0.94 |
| Outlier Win Ratio | 30.08 | 3.67 |
| Outlier Loss Ratio | 4.07 | 3.06 |
| Volatility (ann.) | 16.38% | 39.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.65 | -0.05 |
| Skew | 3.39 | -0.15 |
| Kurtosis | 51.25 | 9.93 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.52% | -0.27% |
| Expected Yearly % | 33.18% | -3.07% |
| Kelly Criterion | 5.07% | 11.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.37% |
| Expected Shortfall (cVaR) | -1.39% | -3.37% |
| Year | 12569369:LTCUSD | 12569369:ltcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.53 | 39.08 | -1.13 | + |
| 2023 | 3.88 | -2.53 | -0.65 | - |
| 2024 | 41.56 | 58.33 | 1.40 | + |
| 2025 | -8.33 | 46.56 | -5.59 | + |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| MTD | 9.15% | -11.61% |
| 3M | 14.17% | -1.97% |
| 6M | 15.75% | 25.68% |
| YTD | 46.56% | -8.33% |
| 1Y | 99.62% | 33.31% |
| 3Y (ann.) | 36.68% | 23.28% |
| 5Y (ann.) | 36.14% | -3.31% |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Max Drawdown | -21.88% | -70.44% |
| Longest DD Days | 488.0 | 1029.0 |
| Avg. Drawdown | -4.79% | -14.55% |
| Avg. Drawdown Days | 33.0 | 135.0 |
| Recovery Factor | 9.81 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-23 | 2024-03-26 | -21.88 | 488 |
| 2022-04-17 | 2022-07-18 | -20.47 | 92 |
| 2024-05-10 | 2024-11-10 | -17.30 | 183 |
| 2022-07-19 | 2022-09-29 | -14.85 | 72 |
| 2025-02-11 | 2025-08-05 | -13.17 | 175 |
| 2022-03-02 | 2022-04-16 | -10.70 | 45 |
| 2024-12-26 | 2025-01-16 | -9.35 | 21 |
| 2025-08-05 | 2025-08-12 | -8.77 | 7 |
| 2022-01-30 | 2022-02-04 | -7.00 | 5 |
| 2024-12-02 | 2024-12-02 | -5.11 | 0 |
| Metric | 12569369:ltcusd:triple_med_gx:lsma95_10 | 12569369:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -7.3% | -23.18% |
| Best Week | 29.96% | 31.91% |
| Worst Week | -10.2% | -29.9% |
| Best Month | 25.21% | 48.49% |
| Worst Month | -10.11% | -35.2% |
| Best Year | 58.33% | 41.56% |
| Worst Year | -2.53% | -34.53% |
| Avg. Up Day | 1.36% | 1.37% |
| Avg. Down Day | -1.13% | -1.16% |
| Avg. Up Week | 6.21% | 11.36% |
| Avg. Down Week | -3.34% | -4.67% |
| Avg. Up Month | 10.3% | 16.23% |
| Avg. Down Month | -6.89% | -13.17% |
| Win Days % | 48.16% | 52.05% |
| Win Month % | 60.87% | 54.35% |
| Win Week % | 51.96% | 48.99% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |