| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 4.34% | -27.8% |
| Max Drawdown | -44.8% | -72.26% |
| Sharpe | 0.09 | 0.14 |
| Sortino | 0.14 | 0.2 |
| Payoff Ratio | 1.28 | 1.06 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.02 | 0.95 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 0.98 | 0.93 |
| Outlier Win Ratio | 39.92 | 3.46 |
| Outlier Loss Ratio | 5.02 | 2.96 |
| Volatility (ann.) | 13.93% | 39.51% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.03 | -0.11 |
| Skew | 2.37 | -0.16 |
| Kurtosis | 61.4 | 9.68 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.09% | -0.71% |
| Expected Yearly % | 1.07% | -7.82% |
| Kelly Criterion | -6.16% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.39% |
| Expected Shortfall (cVaR) | -1.2% | -3.39% |
| Year | 12571214:LTCUSD | 12571214:ltcusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.43 | 22.18 | -0.48 | + |
| 2023 | 3.88 | -2.01 | -0.52 | - |
| 2024 | 41.56 | 27.71 | 0.67 | - |
| 2025 | -8.33 | -31.76 | 3.81 | - |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| MTD | 2.8% | -11.61% |
| 3M | 11.93% | -1.97% |
| 6M | 8.1% | 25.68% |
| YTD | -31.76% | -8.33% |
| 1Y | -23.89% | 33.31% |
| 3Y (ann.) | -2.61% | 23.28% |
| 5Y (ann.) | 1.13% | -8.28% |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Max Drawdown | -44.8% | -72.26% |
| Longest DD Days | 594.0 | 1367.0 |
| Avg. Drawdown | -6.96% | -21.02% |
| Avg. Drawdown Days | 64.0 | 342.0 |
| Recovery Factor | 0.1 | -0.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-10-16 | -44.80 | 303 |
| 2022-08-08 | 2024-03-24 | -20.81 | 594 |
| 2022-03-20 | 2022-06-19 | -19.16 | 91 |
| 2024-03-27 | 2024-10-27 | -13.24 | 214 |
| 2024-11-18 | 2024-12-15 | -9.49 | 27 |
| 2022-02-08 | 2022-02-18 | -7.00 | 9 |
| 2024-10-28 | 2024-11-10 | -6.20 | 13 |
| 2022-07-08 | 2022-08-08 | -5.28 | 31 |
| 2022-01-11 | 2022-01-29 | -3.62 | 18 |
| 2024-11-10 | 2024-11-18 | -3.57 | 7 |
| Metric | 12571214:ltcusd:triple_med_gx:lsma35_20 | 12571214:LTCUSD |
|---|---|---|
| Best Day | 11.28% | 12.8% |
| Worst Day | -9.82% | -23.18% |
| Best Week | 17.5% | 31.91% |
| Worst Week | -14.88% | -29.9% |
| Best Month | 20.63% | 48.49% |
| Worst Month | -23.66% | -35.2% |
| Best Year | 27.71% | 41.56% |
| Worst Year | -31.76% | -46.43% |
| Avg. Up Day | 1.26% | 1.3% |
| Avg. Down Day | -0.98% | -1.22% |
| Avg. Up Week | 3.68% | 8.61% |
| Avg. Down Week | -2.94% | -6.33% |
| Avg. Up Month | 7.58% | 11.7% |
| Avg. Down Month | -7.06% | -12.69% |
| Win Days % | 40.33% | 52.04% |
| Win Month % | 52.17% | 52.17% |
| Win Week % | 47.19% | 48.5% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 50.0% | 50.0% |