| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 131.97% | -13.68% |
| Max Drawdown | -28.59% | -70.44% |
| Sharpe | 0.45 | 0.17 |
| Sortino | 0.75 | 0.24 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.19 | 1.03 |
| Common Sense Ratio | 1.31 | 0.97 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.1 | 0.94 |
| Outlier Win Ratio | 35.99 | 3.58 |
| Outlier Loss Ratio | 4.09 | 3.02 |
| Volatility (ann.) | 15.14% | 39.37% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.89 | -0.06 |
| Skew | 3.42 | -0.15 |
| Kurtosis | 61.02 | 9.92 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 1.85% | -0.32% |
| Expected Yearly % | 23.41% | -3.61% |
| Kelly Criterion | 3.58% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.37% |
| Expected Shortfall (cVaR) | -1.29% | -3.37% |
| Year | 12569378:LTCUSD | 12569378:ltcusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.96 | 6.89 | -0.19 | + |
| 2023 | 3.88 | 7.93 | 2.04 | + |
| 2024 | 41.56 | 80.02 | 1.93 | + |
| 2025 | -8.33 | 11.70 | -1.40 | + |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| MTD | 6.9% | -11.61% |
| 3M | -2.2% | -1.97% |
| 6M | 1.86% | 25.68% |
| YTD | 11.7% | -8.33% |
| 1Y | 54.49% | 33.31% |
| 3Y (ann.) | 35.87% | 23.28% |
| 5Y (ann.) | 25.44% | -3.88% |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Max Drawdown | -28.59% | -70.44% |
| Longest DD Days | 289.0 | 1029.0 |
| Avg. Drawdown | -6.12% | -18.1% |
| Avg. Drawdown Days | 47.0 | 169.0 |
| Recovery Factor | 4.62 | -0.19 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-06 | 2022-11-23 | -28.59 | 289 |
| 2022-12-27 | 2023-06-23 | -22.16 | 178 |
| 2024-03-30 | 2024-08-15 | -17.86 | 138 |
| 2024-01-12 | 2024-03-25 | -14.18 | 73 |
| 2025-02-11 | 2025-10-16 | -11.95 | 246 |
| 2023-07-27 | 2023-12-28 | -9.30 | 154 |
| 2024-08-17 | 2024-10-17 | -8.04 | 61 |
| 2022-02-02 | 2022-02-04 | -6.21 | 2 |
| 2022-01-30 | 2022-02-01 | -5.91 | 2 |
| 2022-11-23 | 2022-12-26 | -5.88 | 33 |
| Metric | 12569378:ltcusd:triple_med_gx:lsma80_10 | 12569378:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -7.3% | -23.18% |
| Best Week | 30.57% | 31.91% |
| Worst Week | -9.61% | -29.9% |
| Best Month | 29.05% | 48.49% |
| Worst Month | -9.24% | -35.2% |
| Best Year | 80.02% | 41.56% |
| Worst Year | 6.89% | -35.96% |
| Avg. Up Day | 1.35% | 1.37% |
| Avg. Down Day | -1.12% | -1.16% |
| Avg. Up Week | 5.92% | 11.52% |
| Avg. Down Week | -3.13% | -5.13% |
| Avg. Up Month | 9.21% | 15.0% |
| Avg. Down Month | -4.75% | -14.04% |
| Win Days % | 47.27% | 52.07% |
| Win Month % | 54.55% | 54.35% |
| Win Week % | 47.87% | 48.73% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |