| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 215.26% | -7.89% |
| Max Drawdown | -16.03% | -70.44% |
| Sharpe | 0.71 | 0.18 |
| Sortino | 1.28 | 0.26 |
| Payoff Ratio | 1.33 | 1.2 |
| Profit Factor | 1.36 | 1.03 |
| Common Sense Ratio | 2.07 | 0.96 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 1.52 | 0.93 |
| Outlier Win Ratio | 44.32 | 3.56 |
| Outlier Loss Ratio | 4.18 | 2.88 |
| Volatility (ann.) | 13.27% | 39.63% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.56 | -0.03 |
| Skew | 4.82 | 0.08 |
| Kurtosis | 84.81 | 7.39 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.84% | -0.2% |
| Expected Yearly % | 33.25% | -2.03% |
| Kelly Criterion | 10.51% | 12.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.39% |
| Expected Shortfall (cVaR) | -1.12% | -3.39% |
| Year | 12576394:LTCUSD | 12576394:ltcusd:triple_med_gx:lsma75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.65 | 63.71 | -1.89 | + |
| 2023 | 3.88 | 21.15 | 5.45 | + |
| 2024 | 41.56 | 62.06 | 1.49 | + |
| 2025 | -5.60 | -1.91 | 0.34 | + |
| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| MTD | 2.15% | 16.49% |
| 3M | 0.58% | -14.95% |
| 6M | 16.05% | 5.43% |
| YTD | -1.91% | -5.6% |
| 1Y | 42.59% | 14.24% |
| 3Y (ann.) | 35.75% | 16.5% |
| 5Y (ann.) | 41.03% | -2.43% |
| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| Max Drawdown | -16.03% | -70.44% |
| Longest DD Days | 219.0 | 1029.0 |
| Avg. Drawdown | -3.24% | -15.26% |
| Avg. Drawdown Days | 29.0 | 121.0 |
| Recovery Factor | 13.43 | -0.11 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-30 | 2024-02-29 | -16.03 | 213 |
| 2024-03-30 | 2024-09-18 | -14.35 | 172 |
| 2022-04-17 | 2022-11-22 | -13.97 | 219 |
| 2025-01-02 | 2025-05-28 | -11.06 | 145 |
| 2023-03-18 | 2023-06-21 | -10.61 | 94 |
| 2023-02-19 | 2023-03-17 | -7.55 | 26 |
| 2022-02-02 | 2022-02-04 | -6.21 | 2 |
| 2024-03-27 | 2024-03-29 | -4.28 | 1 |
| 2024-02-29 | 2024-03-26 | -3.74 | 26 |
| 2022-11-23 | 2022-12-25 | -3.64 | 32 |
| Metric | 12576394:ltcusd:triple_med_gx:lsma75_40 | 12576394:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -5.71% | -14.92% |
| Best Week | 24.88% | 31.91% |
| Worst Week | -11.69% | -29.9% |
| Best Month | 24.88% | 48.49% |
| Worst Month | -9.97% | -35.2% |
| Best Year | 63.71% | 41.56% |
| Worst Year | -1.91% | -33.65% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.03% | -1.15% |
| Avg. Up Week | 6.12% | 10.52% |
| Avg. Down Week | -3.82% | -8.06% |
| Avg. Up Month | 8.52% | 11.46% |
| Avg. Down Month | -4.82% | -14.75% |
| Win Days % | 48.87% | 52.17% |
| Win Month % | 65.0% | 56.1% |
| Win Week % | 58.33% | 48.88% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |