| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 40.16% | -14.86% |
| Max Drawdown | -9.73% | -68.54% |
| Sharpe | 0.6 | 0.17 |
| Sortino | 1.19 | 0.24 |
| Payoff Ratio | 1.81 | 1.11 |
| Profit Factor | 2.04 | 1.03 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 1.67 | 0.59 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 229.53 | 2.57 |
| Outlier Loss Ratio | 5.35 | 2.24 |
| Volatility (ann.) | 4.49% | 39.64% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.12 | -0.07 |
| Skew | 8.98 | 0.08 |
| Kurtosis | 320.41 | 7.53 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.85% | -0.4% |
| Expected Yearly % | 8.81% | -3.94% |
| Kelly Criterion | 15.09% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -3.39% |
| Expected Shortfall (cVaR) | -0.38% | -3.39% |
| Year | 12575635:LTCUSD | 12575635:ltcusd:triple_med_gx:lsma30_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.32 | 34.85 | -0.91 | + |
| 2023 | 3.88 | 6.63 | 1.71 | + |
| 2024 | 41.56 | 7.75 | 0.19 | - |
| 2025 | -6.13 | -9.54 | 1.56 | - |
| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| MTD | 0.0% | 15.83% |
| 3M | -5.97% | -15.44% |
| 6M | -9.73% | 4.27% |
| YTD | -9.54% | -6.13% |
| 1Y | -0.39% | 16.08% |
| 3Y (ann.) | 10.48% | 15.36% |
| 5Y (ann.) | 10.88% | -4.8% |
| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| Max Drawdown | -9.73% | -68.54% |
| Longest DD Days | 290.0 | 978.0 |
| Avg. Drawdown | -1.61% | -19.19% |
| Avg. Drawdown Days | 50.0 | 132.0 |
| Recovery Factor | 4.13 | -0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-29 | -9.73 | 169 |
| 2023-11-16 | 2024-08-30 | -5.66 | 288 |
| 2023-01-29 | 2023-11-15 | -3.73 | 290 |
| 2024-08-30 | 2024-08-30 | -1.40 | 0 |
| 2022-08-04 | 2022-08-04 | -1.23 | 0 |
| 2024-09-10 | 2024-10-24 | -1.20 | 44 |
| 2022-05-28 | 2022-05-29 | -1.00 | 0 |
| 2022-03-05 | 2022-03-16 | -0.40 | 10 |
| 2022-09-16 | 2022-09-17 | -0.18 | 0 |
| 2022-06-13 | 2022-06-13 | -0.18 | 0 |
| Metric | 12575635:ltcusd:triple_med_gx:lsma30_35 | 12575635:LTCUSD |
|---|---|---|
| Best Day | 6.26% | 12.8% |
| Worst Day | -5.37% | -14.92% |
| Best Week | 7.76% | 31.91% |
| Worst Week | -5.97% | -29.9% |
| Best Month | 7.76% | 48.49% |
| Worst Month | -5.97% | -35.2% |
| Best Year | 34.85% | 41.56% |
| Worst Year | -9.54% | -38.32% |
| Avg. Up Day | 1.44% | 1.51% |
| Avg. Down Day | -0.79% | -1.36% |
| Avg. Up Week | 3.58% | 4.11% |
| Avg. Down Week | -1.36% | -6.74% |
| Avg. Up Month | 3.35% | 20.98% |
| Avg. Down Month | -1.45% | -9.88% |
| Win Days % | 45.28% | 52.15% |
| Win Month % | 52.0% | 55.0% |
| Win Week % | 60.0% | 48.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 50.0% |