| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 177.97% | -14.03% |
| Max Drawdown | -25.85% | -70.44% |
| Sharpe | 0.49 | 0.17 |
| Sortino | 0.79 | 0.24 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.32 | 0.97 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.12 | 0.94 |
| Outlier Win Ratio | 28.08 | 3.74 |
| Outlier Loss Ratio | 4.2 | 3.14 |
| Volatility (ann.) | 17.08% | 39.42% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.22 | -0.06 |
| Skew | 2.48 | -0.15 |
| Kurtosis | 41.04 | 9.83 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.25% | -0.33% |
| Expected Yearly % | 29.12% | -3.71% |
| Kelly Criterion | 3.01% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.38% |
| Expected Shortfall (cVaR) | -1.45% | -3.38% |
| Year | 12570343:LTCUSD | 12570343:ltcusd:triple_med_gx:lsma85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.22 | 39.44 | -1.09 | + |
| 2023 | 3.88 | -11.67 | -3.01 | - |
| 2024 | 41.56 | 62.07 | 1.49 | + |
| 2025 | -8.33 | 39.26 | -4.71 | + |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| MTD | 12.67% | -11.61% |
| 3M | 7.73% | -1.97% |
| 6M | 20.46% | 25.68% |
| YTD | 39.26% | -8.33% |
| 1Y | 68.23% | 33.31% |
| 3Y (ann.) | 36.94% | 23.28% |
| 5Y (ann.) | 31.54% | -3.97% |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Max Drawdown | -25.85% | -70.44% |
| Longest DD Days | 228.0 | 1029.0 |
| Avg. Drawdown | -5.98% | -16.81% |
| Avg. Drawdown Days | 31.0 | 151.0 |
| Recovery Factor | 6.89 | -0.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-26 | 2024-12-01 | -25.85 | 219 |
| 2022-05-05 | 2022-11-23 | -24.93 | 201 |
| 2023-02-02 | 2023-09-19 | -20.46 | 228 |
| 2023-10-02 | 2024-02-29 | -18.36 | 149 |
| 2025-08-05 | 2025-10-02 | -14.50 | 57 |
| 2025-01-31 | 2025-02-11 | -14.16 | 10 |
| 2024-12-02 | 2024-12-05 | -10.50 | 3 |
| 2025-02-11 | 2025-02-14 | -9.70 | 3 |
| 2022-12-27 | 2023-02-01 | -8.08 | 36 |
| 2022-11-23 | 2022-12-26 | -7.40 | 33 |
| Metric | 12570343:ltcusd:triple_med_gx:lsma85_15 | 12570343:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -7.3% | -23.18% |
| Best Week | 26.52% | 31.91% |
| Worst Week | -11.53% | -29.9% |
| Best Month | 26.28% | 48.49% |
| Worst Month | -17.68% | -35.2% |
| Best Year | 62.07% | 41.56% |
| Worst Year | -11.67% | -36.22% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.14% | -1.16% |
| Avg. Up Week | 6.63% | 10.61% |
| Avg. Down Week | -4.19% | -6.13% |
| Avg. Up Month | 8.78% | 13.86% |
| Avg. Down Month | -5.25% | -9.53% |
| Win Days % | 47.08% | 52.05% |
| Win Month % | 65.22% | 52.17% |
| Win Week % | 50.42% | 48.48% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |