| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 32.68% | -6.73% |
| Max Drawdown | -34.87% | -68.54% |
| Sharpe | 0.22 | 0.18 |
| Sortino | 0.33 | 0.26 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.09 | 1.03 |
| Common Sense Ratio | 1.12 | 0.96 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.03 | 0.93 |
| Outlier Win Ratio | 36.61 | 3.57 |
| Outlier Loss Ratio | 3.61 | 3.07 |
| Volatility (ann.) | 15.56% | 39.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.26 | -0.03 |
| Skew | 2.01 | 0.1 |
| Kurtosis | 56.6 | 7.59 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.71% | -0.17% |
| Expected Yearly % | 7.33% | -1.73% |
| Kelly Criterion | 2.57% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -3.38% |
| Expected Shortfall (cVaR) | -1.33% | -3.38% |
| Year | 12589316:LTCUSD | 12589316:ltcusd:triple_med_gx:lsma195_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.81 | 18.92 | -0.58 | + |
| 2023 | 3.88 | 25.80 | 6.65 | + |
| 2024 | 41.56 | 3.33 | 0.08 | - |
| 2025 | -5.60 | -14.17 | 2.53 | - |
| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| MTD | 0.0% | 16.49% |
| 3M | -9.92% | -14.95% |
| 6M | -14.17% | 5.43% |
| YTD | -14.17% | -5.6% |
| 1Y | -17.44% | 14.24% |
| 3Y (ann.) | 4.87% | 16.5% |
| 5Y (ann.) | 9.08% | -2.12% |
| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| Max Drawdown | -34.87% | -68.54% |
| Longest DD Days | 289.0 | 978.0 |
| Avg. Drawdown | -8.94% | -16.3% |
| Avg. Drawdown Days | 72.0 | 118.0 |
| Recovery Factor | 0.94 | -0.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-28 | -34.87 | 131 |
| 2022-09-13 | 2023-06-30 | -24.71 | 289 |
| 2023-07-03 | 2024-03-01 | -19.21 | 242 |
| 2022-05-31 | 2022-09-09 | -14.19 | 100 |
| 2024-03-01 | 2024-09-27 | -13.92 | 210 |
| 2024-09-28 | 2025-01-17 | -13.00 | 111 |
| 2022-03-20 | 2022-03-22 | -4.06 | 2 |
| 2022-09-10 | 2022-09-13 | -3.82 | 2 |
| 2023-07-01 | 2023-07-02 | -3.57 | 1 |
| 2022-03-28 | 2022-05-28 | -3.39 | 61 |
| Metric | 12589316:ltcusd:triple_med_gx:lsma195_80 | 12589316:LTCUSD |
|---|---|---|
| Best Day | 11.38% | 12.8% |
| Worst Day | -9.2% | -14.92% |
| Best Week | 23.63% | 31.91% |
| Worst Week | -18.22% | -29.9% |
| Best Month | 28.58% | 48.49% |
| Worst Month | -10.25% | -35.2% |
| Best Year | 25.8% | 41.56% |
| Worst Year | -14.17% | -32.81% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.22% | -1.25% |
| Avg. Up Week | 5.72% | 7.23% |
| Avg. Down Week | -5.59% | -7.1% |
| Avg. Up Month | 7.6% | 14.84% |
| Avg. Down Month | -6.88% | -14.59% |
| Win Days % | 49.94% | 52.13% |
| Win Month % | 58.06% | 55.0% |
| Win Week % | 53.7% | 48.85% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |