| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 170.41% | -11.74% |
| Max Drawdown | -31.53% | -70.44% |
| Sharpe | 0.48 | 0.18 |
| Sortino | 0.79 | 0.25 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.29 | 0.97 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.09 | 0.94 |
| Outlier Win Ratio | 29.8 | 3.73 |
| Outlier Loss Ratio | 3.92 | 3.09 |
| Volatility (ann.) | 16.8% | 39.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.97 | -0.05 |
| Skew | 2.85 | -0.15 |
| Kurtosis | 48.57 | 9.93 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.19% | -0.27% |
| Expected Yearly % | 28.24% | -3.07% |
| Kelly Criterion | 4.13% | 10.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -3.37% |
| Expected Shortfall (cVaR) | -1.42% | -3.37% |
| Year | 12570408:LTCUSD | 12570408:ltcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.53 | 74.79 | -2.17 | + |
| 2023 | 3.88 | 5.39 | 1.39 | + |
| 2024 | 41.56 | 54.20 | 1.30 | + |
| 2025 | -8.33 | -4.80 | 0.58 | + |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| MTD | 12.05% | -11.61% |
| 3M | 10.79% | -1.97% |
| 6M | 5.74% | 25.68% |
| YTD | -4.8% | -8.33% |
| 1Y | 24.96% | 33.31% |
| 3Y (ann.) | 20.99% | 23.28% |
| 5Y (ann.) | 30.7% | -3.31% |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Max Drawdown | -31.53% | -70.44% |
| Longest DD Days | 271.0 | 1029.0 |
| Avg. Drawdown | -5.34% | -14.55% |
| Avg. Drawdown Days | 29.0 | 135.0 |
| Recovery Factor | 5.4 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-10-16 | -31.53 | 271 |
| 2024-04-24 | 2024-12-01 | -21.43 | 221 |
| 2022-02-08 | 2022-07-18 | -20.40 | 159 |
| 2023-06-24 | 2024-02-29 | -17.58 | 249 |
| 2023-04-18 | 2023-06-23 | -13.81 | 66 |
| 2023-03-14 | 2023-03-18 | -11.97 | 3 |
| 2022-11-23 | 2022-12-26 | -10.31 | 33 |
| 2023-03-18 | 2023-03-22 | -10.09 | 4 |
| 2022-12-27 | 2023-02-01 | -8.02 | 36 |
| 2023-02-02 | 2023-03-14 | -7.65 | 39 |
| Metric | 12570408:ltcusd:triple_med_gx:lsma100_15 | 12570408:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -9.36% | -23.18% |
| Best Week | 28.61% | 31.91% |
| Worst Week | -15.71% | -29.9% |
| Best Month | 23.87% | 48.49% |
| Worst Month | -11.78% | -35.2% |
| Best Year | 74.79% | 41.56% |
| Worst Year | -4.8% | -34.53% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.18% | -1.2% |
| Avg. Up Week | 6.69% | 11.18% |
| Avg. Down Week | -2.94% | -5.51% |
| Avg. Up Month | 8.47% | 14.92% |
| Avg. Down Month | -4.57% | -14.2% |
| Win Days % | 48.35% | 52.05% |
| Win Month % | 58.7% | 54.35% |
| Win Week % | 48.65% | 48.99% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 50.0% |