| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 39.43% | -15.84% |
| Max Drawdown | -15.29% | -68.54% |
| Sharpe | 0.34 | 0.17 |
| Sortino | 0.58 | 0.23 |
| Payoff Ratio | 1.25 | 1.13 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 100.78 | 3.03 |
| Outlier Loss Ratio | 3.68 | 2.52 |
| Volatility (ann.) | 8.52% | 39.64% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.7 | -0.07 |
| Skew | 7.03 | 0.08 |
| Kurtosis | 208.75 | 7.52 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.83% | -0.43% |
| Expected Yearly % | 8.66% | -4.22% |
| Kelly Criterion | 3.3% | 9.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -3.4% |
| Expected Shortfall (cVaR) | -0.73% | -3.4% |
| Year | 12578285:LTCUSD | 12578285:ltcusd:triple_med_gx:lsma65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.37 | -1.04 | 0.03 | + |
| 2023 | 3.88 | 28.35 | 7.31 | + |
| 2024 | 41.56 | 9.25 | 0.22 | - |
| 2025 | -5.60 | 0.48 | -0.09 | + |
| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | 0.27% | -14.95% |
| 6M | 0.48% | 5.43% |
| YTD | 0.48% | -5.6% |
| 1Y | 6.12% | 14.24% |
| 3Y (ann.) | 12.9% | 16.5% |
| 5Y (ann.) | 10.7% | -5.14% |
| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| Max Drawdown | -15.29% | -68.54% |
| Longest DD Days | 250.0 | 978.0 |
| Avg. Drawdown | -4.63% | -20.07% |
| Avg. Drawdown Days | 60.0 | 148.0 |
| Recovery Factor | 2.58 | -0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-16 | 2025-05-28 | -15.29 | 223 |
| 2022-05-23 | 2023-01-29 | -13.24 | 250 |
| 2022-03-04 | 2022-05-23 | -9.58 | 80 |
| 2023-08-29 | 2023-12-27 | -8.06 | 119 |
| 2023-03-19 | 2023-06-23 | -7.88 | 95 |
| 2024-03-30 | 2024-09-18 | -6.47 | 172 |
| 2024-01-14 | 2024-03-29 | -5.88 | 75 |
| 2023-01-29 | 2023-02-01 | -4.47 | 3 |
| 2023-06-24 | 2023-08-29 | -3.98 | 66 |
| 2024-09-20 | 2024-09-21 | -2.36 | 1 |
| Metric | 12578285:ltcusd:triple_med_gx:lsma65_45 | 12578285:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -5.33% | -14.92% |
| Best Week | 15.71% | 31.91% |
| Worst Week | -9.86% | -29.9% |
| Best Month | 11.17% | 48.49% |
| Worst Month | -9.86% | -35.2% |
| Best Year | 28.35% | 41.56% |
| Worst Year | -1.04% | -39.37% |
| Avg. Up Day | 1.41% | 1.44% |
| Avg. Down Day | -1.12% | -1.27% |
| Avg. Up Week | 3.76% | 9.58% |
| Avg. Down Week | -4.79% | -5.04% |
| Avg. Up Month | 4.13% | 16.61% |
| Avg. Down Month | -2.27% | -16.2% |
| Win Days % | 46.24% | 52.13% |
| Win Month % | 64.29% | 52.5% |
| Win Week % | 65.12% | 48.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |