| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 167.78% | -14.84% |
| Max Drawdown | -18.62% | -70.44% |
| Sharpe | 0.58 | 0.17 |
| Sortino | 0.96 | 0.24 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 2.26 | 0.95 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.72 | 0.93 |
| Outlier Win Ratio | 45.22 | 3.57 |
| Outlier Loss Ratio | 3.44 | 2.85 |
| Volatility (ann.) | 14.79% | 39.67% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.86 | -0.07 |
| Skew | 3.36 | 0.08 |
| Kurtosis | 82.18 | 7.41 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.49% | -0.4% |
| Expected Yearly % | 27.92% | -3.94% |
| Kelly Criterion | 9.08% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -3.4% |
| Expected Shortfall (cVaR) | -1.25% | -3.4% |
| Year | 12590447:LTCUSD | 12590447:ltcusd:triple_med_gx:lsma30_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.66 | 22.69 | -0.59 | + |
| 2023 | 3.88 | 0.36 | 0.09 | - |
| 2024 | 41.56 | 52.52 | 1.26 | + |
| 2025 | -5.60 | 42.59 | -7.61 | + |
| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| MTD | 12.41% | 16.49% |
| 3M | 4.36% | -14.95% |
| 6M | 99.23% | 5.43% |
| YTD | 42.59% | -5.6% |
| 1Y | 123.94% | 14.24% |
| 3Y (ann.) | 41.45% | 16.5% |
| 5Y (ann.) | 34.57% | -4.73% |
| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| Max Drawdown | -18.62% | -70.44% |
| Longest DD Days | 397.0 | 1029.0 |
| Avg. Drawdown | -5.69% | -19.74% |
| Avg. Drawdown Days | 39.0 | 172.0 |
| Recovery Factor | 9.01 | -0.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-27 | 2025-05-28 | -18.62 | 89 |
| 2023-02-08 | 2024-03-11 | -18.50 | 397 |
| 2024-04-08 | 2024-08-30 | -16.61 | 144 |
| 2022-09-17 | 2022-11-10 | -13.82 | 53 |
| 2024-12-14 | 2025-01-15 | -10.68 | 32 |
| 2024-12-10 | 2024-12-11 | -10.63 | 1 |
| 2022-02-18 | 2022-07-07 | -10.31 | 139 |
| 2022-11-11 | 2023-01-20 | -9.37 | 70 |
| 2024-10-30 | 2024-11-29 | -8.49 | 30 |
| 2025-01-25 | 2025-01-30 | -8.39 | 4 |
| Metric | 12590447:ltcusd:triple_med_gx:lsma30_85 | 12590447:LTCUSD |
|---|---|---|
| Best Day | 11.88% | 12.8% |
| Worst Day | -9.24% | -14.92% |
| Best Week | 21.18% | 31.91% |
| Worst Week | -16.48% | -29.9% |
| Best Month | 36.65% | 48.49% |
| Worst Month | -14.6% | -35.2% |
| Best Year | 52.52% | 41.56% |
| Worst Year | 0.36% | -38.66% |
| Avg. Up Day | 1.51% | 1.52% |
| Avg. Down Day | -1.26% | -1.37% |
| Avg. Up Week | 8.91% | 9.27% |
| Avg. Down Week | -3.17% | -7.19% |
| Avg. Up Month | 13.41% | 20.36% |
| Avg. Down Month | -4.45% | -13.57% |
| Win Days % | 50.41% | 52.18% |
| Win Month % | 51.52% | 52.5% |
| Win Week % | 47.76% | 48.59% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |