| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 289.59% | -14.84% |
| Max Drawdown | -17.9% | -70.44% |
| Sharpe | 0.81 | 0.17 |
| Sortino | 1.48 | 0.24 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.52 | 1.03 |
| Common Sense Ratio | 1.95 | 0.95 |
| CPC Index | 1.03 | 0.64 |
| Tail Ratio | 1.28 | 0.93 |
| Outlier Win Ratio | 48.44 | 3.52 |
| Outlier Loss Ratio | 3.52 | 2.78 |
| Volatility (ann.) | 13.87% | 39.67% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.83 | -0.07 |
| Skew | 4.81 | 0.08 |
| Kurtosis | 97.89 | 7.41 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.46% | -0.4% |
| Expected Yearly % | 40.49% | -3.94% |
| Kelly Criterion | 14.87% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.4% |
| Expected Shortfall (cVaR) | -1.16% | -3.4% |
| Year | 12587035:LTCUSD | 12587035:ltcusd:triple_med_gx:lsma30_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.66 | 30.07 | -0.78 | + |
| 2023 | 3.88 | 1.83 | 0.47 | - |
| 2024 | 41.56 | 84.92 | 2.04 | + |
| 2025 | -5.60 | 59.07 | -10.55 | + |
| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| MTD | 5.31% | 16.49% |
| 3M | 16.43% | -14.95% |
| 6M | 119.05% | 5.43% |
| YTD | 59.07% | -5.6% |
| 1Y | 164.26% | 14.24% |
| 3Y (ann.) | 59.63% | 16.5% |
| 5Y (ann.) | 50.66% | -4.73% |
| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| Max Drawdown | -17.9% | -70.44% |
| Longest DD Days | 397.0 | 1029.0 |
| Avg. Drawdown | -4.01% | -19.74% |
| Avg. Drawdown Days | 27.0 | 172.0 |
| Recovery Factor | 16.18 | -0.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-08 | 2024-03-11 | -17.90 | 397 |
| 2024-12-14 | 2025-01-15 | -11.97 | 32 |
| 2022-09-17 | 2022-11-10 | -11.37 | 53 |
| 2024-12-10 | 2024-12-11 | -10.63 | 1 |
| 2022-02-18 | 2022-07-07 | -10.44 | 139 |
| 2022-11-11 | 2023-01-20 | -8.88 | 70 |
| 2025-01-25 | 2025-01-30 | -8.39 | 4 |
| 2025-05-16 | 2025-05-28 | -7.79 | 11 |
| 2024-03-16 | 2024-07-06 | -6.44 | 111 |
| 2025-01-31 | 2025-02-26 | -5.40 | 25 |
| Metric | 12587035:ltcusd:triple_med_gx:lsma30_75 | 12587035:LTCUSD |
|---|---|---|
| Best Day | 11.88% | 12.8% |
| Worst Day | -9.24% | -14.92% |
| Best Week | 21.18% | 31.91% |
| Worst Week | -8.24% | -29.9% |
| Best Month | 36.65% | 48.49% |
| Worst Month | -6.71% | -35.2% |
| Best Year | 84.92% | 41.56% |
| Worst Year | 1.83% | -38.66% |
| Avg. Up Day | 1.58% | 1.6% |
| Avg. Down Day | -1.19% | -1.33% |
| Avg. Up Week | 8.09% | 8.65% |
| Avg. Down Week | -2.58% | -6.91% |
| Avg. Up Month | 12.54% | 20.42% |
| Avg. Down Month | -3.74% | -9.97% |
| Win Days % | 51.49% | 52.18% |
| Win Month % | 60.0% | 52.5% |
| Win Week % | 56.45% | 48.59% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |