| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 189.79% | -22.78% |
| Max Drawdown | -51.28% | -70.44% |
| Sharpe | 0.41 | 0.16 |
| Sortino | 0.62 | 0.22 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 1.13 | 1.03 |
| Common Sense Ratio | 1.3 | 0.96 |
| CPC Index | 0.6 | 0.53 |
| Tail Ratio | 1.15 | 0.94 |
| Outlier Win Ratio | 19.84 | 3.98 |
| Outlier Loss Ratio | 3.75 | 3.53 |
| Volatility (ann.) | 22.79% | 39.68% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.61 | -0.09 |
| Skew | 0.88 | -0.03 |
| Kurtosis | 37.16 | 10.22 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.24% | -0.54% |
| Expected Yearly % | 30.47% | -6.26% |
| Kelly Criterion | 4.08% | 3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -3.4% |
| Expected Shortfall (cVaR) | -1.94% | -3.4% |
| Year | 12591740:LTCUSD | 12591740:ltcusd:triple_med_gx:lsma40_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.22 | -44.23 | 1.22 | - |
| 2023 | 3.88 | 37.72 | 9.72 | + |
| 2024 | 41.56 | 52.79 | 1.27 | + |
| 2025 | -17.67 | 146.96 | -8.32 | + |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| MTD | 0.0% | 3.0% |
| 3M | 6.78% | -24.19% |
| 6M | 21.01% | -9.09% |
| YTD | 146.96% | -17.67% |
| 1Y | 166.77% | -23.2% |
| 3Y (ann.) | 64.44% | 3.6% |
| 5Y (ann.) | 31.53% | -6.44% |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Max Drawdown | -51.28% | -70.44% |
| Longest DD Days | 1040.0 | 1029.0 |
| Avg. Drawdown | -6.89% | -16.81% |
| Avg. Drawdown Days | 53.0 | 157.0 |
| Recovery Factor | 3.7 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-12-01 | -51.28 | 1040 |
| 2025-03-06 | 2025-05-20 | -22.61 | 75 |
| 2025-08-23 | 2025-11-08 | -22.50 | 77 |
| 2025-05-23 | 2025-08-04 | -10.05 | 73 |
| 2025-02-24 | 2025-02-26 | -9.96 | 1 |
| 2024-12-17 | 2024-12-24 | -8.02 | 6 |
| 2025-02-27 | 2025-03-06 | -7.77 | 6 |
| 2024-12-14 | 2024-12-17 | -7.19 | 3 |
| 2025-02-04 | 2025-02-09 | -6.56 | 5 |
| 2025-11-20 | 2025-12-10 | -6.25 | 19 |
| Metric | 12591740:ltcusd:triple_med_gx:lsma40_90 | 12591740:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -14.92% | -23.18% |
| Best Week | 35.4% | 31.91% |
| Worst Week | -17.41% | -29.9% |
| Best Month | 53.2% | 48.49% |
| Worst Month | -18.26% | -35.2% |
| Best Year | 146.96% | 41.56% |
| Worst Year | -44.23% | -36.22% |
| Avg. Up Day | 1.43% | 1.44% |
| Avg. Down Day | -1.36% | -1.45% |
| Avg. Up Week | 6.13% | 9.03% |
| Avg. Down Week | -3.91% | -7.68% |
| Avg. Up Month | 10.97% | 13.07% |
| Avg. Down Month | -7.31% | -16.4% |
| Win Days % | 50.95% | 52.02% |
| Win Month % | 52.17% | 52.08% |
| Win Week % | 55.04% | 48.54% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |