| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 151.55% | -11.74% |
| Max Drawdown | -34.51% | -70.44% |
| Sharpe | 0.44 | 0.18 |
| Sortino | 0.72 | 0.25 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.25 | 0.97 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.07 | 0.94 |
| Outlier Win Ratio | 28.63 | 3.73 |
| Outlier Loss Ratio | 3.92 | 3.1 |
| Volatility (ann.) | 17.37% | 39.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.82 | -0.05 |
| Skew | 2.79 | -0.15 |
| Kurtosis | 47.99 | 9.93 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.03% | -0.27% |
| Expected Yearly % | 25.94% | -3.07% |
| Kelly Criterion | 3.23% | 9.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.37% |
| Expected Shortfall (cVaR) | -1.47% | -3.37% |
| Year | 12570409:LTCUSD | 12570409:ltcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.53 | 57.82 | -1.67 | + |
| 2023 | 3.88 | -6.61 | -1.70 | - |
| 2024 | 41.56 | 88.33 | 2.13 | + |
| 2025 | -8.33 | -9.38 | 1.12 | - |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| MTD | 10.9% | -11.61% |
| 3M | 18.84% | -1.97% |
| 6M | 12.51% | 25.68% |
| YTD | -9.38% | -8.33% |
| 1Y | 25.12% | 33.31% |
| 3Y (ann.) | 25.14% | 23.28% |
| 5Y (ann.) | 28.19% | -3.31% |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Max Drawdown | -34.51% | -70.44% |
| Longest DD Days | 369.0 | 1029.0 |
| Avg. Drawdown | -6.77% | -14.55% |
| Avg. Drawdown Days | 44.0 | 135.0 |
| Recovery Factor | 4.39 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-10-16 | -34.51 | 271 |
| 2022-02-08 | 2022-09-01 | -28.91 | 205 |
| 2023-03-24 | 2024-03-27 | -23.65 | 369 |
| 2024-04-03 | 2024-11-09 | -19.04 | 220 |
| 2024-12-03 | 2025-01-17 | -12.11 | 45 |
| 2023-02-02 | 2023-03-23 | -12.02 | 48 |
| 2022-09-03 | 2022-10-26 | -11.93 | 52 |
| 2022-11-23 | 2022-12-25 | -10.31 | 32 |
| 2022-11-20 | 2022-11-23 | -6.60 | 3 |
| 2022-12-27 | 2023-02-01 | -6.30 | 36 |
| Metric | 12570409:ltcusd:triple_med_gx:lsma105_15 | 12570409:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -9.2% | -23.18% |
| Best Week | 28.61% | 31.91% |
| Worst Week | -15.71% | -29.9% |
| Best Month | 25.69% | 48.49% |
| Worst Month | -20.43% | -35.2% |
| Best Year | 88.33% | 41.56% |
| Worst Year | -9.38% | -34.53% |
| Avg. Up Day | 1.36% | 1.37% |
| Avg. Down Day | -1.19% | -1.22% |
| Avg. Up Week | 6.39% | 10.7% |
| Avg. Down Week | -3.43% | -5.35% |
| Avg. Up Month | 10.23% | 15.07% |
| Avg. Down Month | -4.92% | -14.98% |
| Win Days % | 48.34% | 52.05% |
| Win Month % | 56.82% | 54.35% |
| Win Week % | 49.12% | 48.99% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 50.0% |