| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 60.62% | -16.23% |
| Max Drawdown | -21.38% | -68.54% |
| Sharpe | 0.34 | 0.16 |
| Sortino | 0.54 | 0.23 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 1.15 | 1.03 |
| Common Sense Ratio | 1.71 | 0.96 |
| CPC Index | 0.62 | 0.53 |
| Tail Ratio | 1.48 | 0.93 |
| Outlier Win Ratio | 45.18 | 3.49 |
| Outlier Loss Ratio | 3.59 | 3.0 |
| Volatility (ann.) | 13.45% | 39.64% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.73 | -0.08 |
| Skew | 3.61 | 0.08 |
| Kurtosis | 75.95 | 7.52 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.19% | -0.44% |
| Expected Yearly % | 12.58% | -4.33% |
| Kelly Criterion | 4.69% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.39% |
| Expected Shortfall (cVaR) | -1.15% | -3.39% |
| Year | 12575593:LTCUSD | 12575593:ltcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.66 | 23.60 | -0.60 | + |
| 2023 | 3.88 | 26.67 | 6.87 | + |
| 2024 | 41.56 | 8.86 | 0.21 | - |
| 2025 | -5.60 | -5.75 | 1.03 | - |
| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -3.39% | -14.95% |
| 6M | -5.75% | 5.43% |
| YTD | -5.75% | -5.6% |
| 1Y | 14.08% | 14.24% |
| 3Y (ann.) | 23.06% | 16.5% |
| 5Y (ann.) | 15.59% | -5.27% |
| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -68.54% |
| Longest DD Days | 319.0 | 978.0 |
| Avg. Drawdown | -8.85% | -18.02% |
| Avg. Drawdown Days | 70.0 | 132.0 |
| Recovery Factor | 2.84 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2024-11-11 | -21.38 | 319 |
| 2024-11-14 | 2025-05-28 | -16.56 | 195 |
| 2022-05-23 | 2022-06-25 | -16.05 | 33 |
| 2022-06-26 | 2022-11-22 | -14.64 | 149 |
| 2023-02-02 | 2023-03-23 | -11.74 | 48 |
| 2022-03-02 | 2022-05-22 | -10.75 | 81 |
| 2023-08-29 | 2023-12-27 | -10.65 | 119 |
| 2023-06-24 | 2023-06-30 | -10.18 | 5 |
| 2024-11-12 | 2024-11-14 | -9.21 | 2 |
| 2023-03-24 | 2023-05-17 | -5.76 | 53 |
| Metric | 12575593:ltcusd:triple_med_gx:lsma105_35 | 12575593:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -6.63% | -14.92% |
| Best Week | 26.47% | 31.91% |
| Worst Week | -12.02% | -29.9% |
| Best Month | 26.47% | 48.49% |
| Worst Month | -12.1% | -35.2% |
| Best Year | 26.67% | 41.56% |
| Worst Year | -5.75% | -39.66% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -1.22% | -1.31% |
| Avg. Up Week | 5.53% | 10.92% |
| Avg. Down Week | -4.37% | -7.08% |
| Avg. Up Month | 7.88% | 17.97% |
| Avg. Down Month | -5.89% | -16.7% |
| Win Days % | 50.95% | 52.11% |
| Win Month % | 61.29% | 52.5% |
| Win Week % | 57.41% | 48.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |