| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 65.44% | -9.87% |
| Max Drawdown | -18.48% | -70.44% |
| Sharpe | 0.45 | 0.18 |
| Sortino | 0.81 | 0.25 |
| Payoff Ratio | 1.32 | 1.15 |
| Profit Factor | 1.4 | 1.03 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 97.1 | 3.11 |
| Outlier Loss Ratio | 3.54 | 2.48 |
| Volatility (ann.) | 9.3% | 39.68% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.89 | -0.04 |
| Skew | 7.7 | 0.08 |
| Kurtosis | 215.18 | 7.41 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.27% | -0.26% |
| Expected Yearly % | 13.41% | -2.57% |
| Kelly Criterion | 7.55% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.4% |
| Expected Shortfall (cVaR) | -0.79% | -3.4% |
| Year | 12580765:LTCUSD | 12580765:ltcusd:triple_med_gx:lsma40_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.08 | -3.00 | 0.09 | + |
| 2023 | 3.88 | -5.07 | -1.31 | - |
| 2024 | 41.56 | 83.52 | 2.01 | + |
| 2025 | -5.60 | -2.10 | 0.37 | + |
| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| MTD | 2.24% | 16.49% |
| 3M | 2.76% | -14.95% |
| 6M | 33.66% | 5.43% |
| YTD | -2.1% | -5.6% |
| 1Y | 53.89% | 14.24% |
| 3Y (ann.) | 21.15% | 16.5% |
| 5Y (ann.) | 16.41% | -3.09% |
| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| Max Drawdown | -18.48% | -70.44% |
| Longest DD Days | 396.0 | 1029.0 |
| Avg. Drawdown | -4.68% | -22.11% |
| Avg. Drawdown Days | 71.0 | 201.0 |
| Recovery Factor | 3.54 | -0.14 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-01-20 | -18.48 | 336 |
| 2025-01-25 | 2025-05-28 | -15.40 | 122 |
| 2023-02-09 | 2024-03-11 | -15.31 | 396 |
| 2024-04-08 | 2024-07-06 | -6.68 | 89 |
| 2025-01-01 | 2025-01-14 | -5.66 | 13 |
| 2024-03-11 | 2024-04-08 | -1.77 | 27 |
| 2024-07-07 | 2024-07-29 | -1.61 | 22 |
| 2024-10-02 | 2024-10-16 | -1.53 | 13 |
| 2024-10-26 | 2024-10-27 | -1.50 | 1 |
| 2025-01-15 | 2025-01-25 | -0.87 | 10 |
| Metric | 12580765:ltcusd:triple_med_gx:lsma40_55 | 12580765:LTCUSD |
|---|---|---|
| Best Day | 12.08% | 12.8% |
| Worst Day | -5.6% | -14.92% |
| Best Week | 22.64% | 31.91% |
| Worst Week | -6.62% | -29.9% |
| Best Month | 36.53% | 48.49% |
| Worst Month | -5.79% | -35.2% |
| Best Year | 83.52% | 41.56% |
| Worst Year | -5.07% | -35.08% |
| Avg. Up Day | 1.52% | 1.55% |
| Avg. Down Day | -1.15% | -1.34% |
| Avg. Up Week | 5.55% | 9.84% |
| Avg. Down Week | -2.06% | -9.36% |
| Avg. Up Month | 8.21% | 10.84% |
| Avg. Down Month | -3.34% | -12.18% |
| Win Days % | 47.45% | 52.23% |
| Win Month % | 48.39% | 55.0% |
| Win Week % | 50.0% | 48.59% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 50.0% |