| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 190.97% | -12.41% |
| Max Drawdown | -27.35% | -70.44% |
| Sharpe | 0.52 | 0.17 |
| Sortino | 0.88 | 0.25 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 1.36 | 0.97 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.11 | 0.94 |
| Outlier Win Ratio | 33.75 | 3.72 |
| Outlier Loss Ratio | 3.97 | 3.08 |
| Volatility (ann.) | 16.25% | 39.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.21 | -0.05 |
| Skew | 3.36 | -0.15 |
| Kurtosis | 54.82 | 9.92 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.35% | -0.29% |
| Expected Yearly % | 30.61% | -3.26% |
| Kelly Criterion | 5.64% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.37% |
| Expected Shortfall (cVaR) | -1.38% | -3.37% |
| Year | 12571470:LTCUSD | 12571470:ltcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.02 | 57.45 | -1.64 | + |
| 2023 | 3.88 | 4.25 | 1.09 | + |
| 2024 | 41.56 | 36.92 | 0.89 | - |
| 2025 | -8.33 | 29.47 | -3.54 | + |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| MTD | 13.46% | -11.61% |
| 3M | 9.75% | -1.97% |
| 6M | 22.59% | 25.68% |
| YTD | 29.47% | -8.33% |
| 1Y | 54.62% | 33.31% |
| 3Y (ann.) | 31.74% | 23.28% |
| 5Y (ann.) | 33.22% | -3.5% |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Max Drawdown | -27.35% | -70.44% |
| Longest DD Days | 301.0 | 1029.0 |
| Avg. Drawdown | -6.15% | -16.71% |
| Avg. Drawdown Days | 36.0 | 150.0 |
| Recovery Factor | 6.98 | -0.18 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2024-12-01 | -27.35 | 246 |
| 2022-07-10 | 2022-11-22 | -19.62 | 135 |
| 2025-01-31 | 2025-04-13 | -17.87 | 72 |
| 2023-05-30 | 2024-03-26 | -16.71 | 301 |
| 2022-05-05 | 2022-06-19 | -15.21 | 45 |
| 2023-03-14 | 2023-03-18 | -11.97 | 3 |
| 2025-05-11 | 2025-10-01 | -10.66 | 143 |
| 2023-03-18 | 2023-05-16 | -8.85 | 58 |
| 2022-12-27 | 2023-02-01 | -8.64 | 36 |
| 2024-12-26 | 2025-01-16 | -7.29 | 21 |
| Metric | 12571470:ltcusd:triple_med_gx:lsma75_20 | 12571470:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -7.3% | -23.18% |
| Best Week | 29.93% | 31.91% |
| Worst Week | -14.2% | -29.9% |
| Best Month | 23.61% | 48.49% |
| Worst Month | -18.4% | -35.2% |
| Best Year | 57.45% | 41.56% |
| Worst Year | 4.25% | -35.02% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.15% | -1.2% |
| Avg. Up Week | 7.35% | 11.73% |
| Avg. Down Week | -4.18% | -6.37% |
| Avg. Up Month | 8.79% | 14.69% |
| Avg. Down Month | -5.62% | -10.7% |
| Win Days % | 48.16% | 52.05% |
| Win Month % | 64.44% | 54.35% |
| Win Week % | 51.06% | 48.99% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 50.0% |