| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 153.19% | -10.4% |
| Max Drawdown | -15.3% | -70.44% |
| Sharpe | 0.63 | 0.18 |
| Sortino | 1.12 | 0.25 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.4 | 1.03 |
| Common Sense Ratio | inf | 0.96 |
| CPC Index | 0.88 | 0.59 |
| Tail Ratio | inf | 0.93 |
| Outlier Win Ratio | 56.71 | 3.38 |
| Outlier Loss Ratio | 3.53 | 2.73 |
| Volatility (ann.) | 12.38% | 39.67% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.11 | -0.05 |
| Skew | 5.59 | 0.08 |
| Kurtosis | 110.86 | 7.39 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.29% | -0.27% |
| Expected Yearly % | 26.14% | -2.71% |
| Kelly Criterion | 11.63% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.4% |
| Expected Shortfall (cVaR) | -1.04% | -3.4% |
| Year | 12586993:LTCUSD | 12586993:ltcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.45 | 2.20 | -0.06 | + |
| 2023 | 3.88 | 12.21 | 3.15 | + |
| 2024 | 41.56 | 40.44 | 0.97 | - |
| 2025 | -5.60 | 57.22 | -10.22 | + |
| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| MTD | -5.05% | 16.49% |
| 3M | 7.9% | -14.95% |
| 6M | 77.44% | 5.43% |
| YTD | 57.22% | -5.6% |
| 1Y | 105.03% | 14.24% |
| 3Y (ann.) | 41.2% | 16.5% |
| 5Y (ann.) | 32.25% | -3.25% |
| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| Max Drawdown | -15.3% | -70.44% |
| Longest DD Days | 231.0 | 1029.0 |
| Avg. Drawdown | -4.34% | -14.24% |
| Avg. Drawdown Days | 31.0 | 121.0 |
| Recovery Factor | 10.01 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-17 | 2022-07-28 | -15.30 | 160 |
| 2025-01-26 | 2025-01-30 | -13.97 | 3 |
| 2024-03-11 | 2024-10-29 | -12.70 | 231 |
| 2025-05-05 | 2025-05-28 | -11.56 | 23 |
| 2023-04-05 | 2023-05-30 | -9.67 | 54 |
| 2022-12-05 | 2023-03-01 | -8.71 | 85 |
| 2025-01-31 | 2025-02-26 | -8.69 | 25 |
| 2022-10-14 | 2022-12-05 | -7.72 | 51 |
| 2024-12-14 | 2025-01-14 | -6.36 | 31 |
| 2023-05-30 | 2023-10-01 | -5.70 | 123 |
| Metric | 12586993:ltcusd:triple_med_gx:lsma45_75 | 12586993:LTCUSD |
|---|---|---|
| Best Day | 11.95% | 12.8% |
| Worst Day | -5.74% | -14.92% |
| Best Week | 46.58% | 31.91% |
| Worst Week | -8.52% | -29.9% |
| Best Month | 51.24% | 48.49% |
| Worst Month | -7.64% | -35.2% |
| Best Year | 57.22% | 41.56% |
| Worst Year | 2.2% | -35.45% |
| Avg. Up Day | 1.45% | 1.46% |
| Avg. Down Day | -1.17% | -1.33% |
| Avg. Up Week | 6.55% | 6.0% |
| Avg. Down Week | -2.47% | -8.19% |
| Avg. Up Month | 8.2% | 12.86% |
| Avg. Down Month | -3.6% | -16.06% |
| Win Days % | 51.13% | 52.17% |
| Win Month % | 69.44% | 56.1% |
| Win Week % | 56.67% | 48.59% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 50.0% |