| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 503.29% | -22.12% |
| Max Drawdown | -44.92% | -70.44% |
| Sharpe | 0.67 | 0.15 |
| Sortino | 1.02 | 0.22 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 1.39 | 0.96 |
| CPC Index | 0.68 | 0.55 |
| Tail Ratio | 1.14 | 0.93 |
| Outlier Win Ratio | 20.27 | 4.11 |
| Outlier Loss Ratio | 3.79 | 3.34 |
| Volatility (ann.) | 21.55% | 39.37% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.39 | -0.09 |
| Skew | 0.81 | -0.15 |
| Kurtosis | 32.07 | 9.96 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 4.07% | -0.55% |
| Expected Yearly % | 56.72% | -6.06% |
| Kelly Criterion | 8.09% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -3.37% |
| Expected Shortfall (cVaR) | -1.82% | -3.37% |
| Year | 12611812:LTCUSD | 12611812:ltcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.22 | 86.93 | -2.06 | + |
| 2023 | 3.88 | 51.71 | 13.32 | + |
| 2024 | 41.56 | 101.53 | 2.44 | + |
| 2025 | -8.33 | 5.56 | -0.67 | + |
| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| MTD | 12.71% | -11.61% |
| 3M | 31.82% | -1.97% |
| 6M | 35.61% | 25.68% |
| YTD | 5.56% | -8.33% |
| 1Y | 6.34% | 33.31% |
| 3Y (ann.) | 53.35% | 23.28% |
| 5Y (ann.) | 62.62% | -6.54% |
| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| Max Drawdown | -44.92% | -70.44% |
| Longest DD Days | 302.0 | 1029.0 |
| Avg. Drawdown | -4.81% | -22.11% |
| Avg. Drawdown Days | 16.0 | 224.0 |
| Recovery Factor | 11.2 | -0.31 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-10-16 | -44.92 | 302 |
| 2023-02-16 | 2023-04-26 | -31.63 | 69 |
| 2022-08-14 | 2022-11-22 | -19.59 | 100 |
| 2022-12-14 | 2023-02-15 | -18.12 | 63 |
| 2022-03-01 | 2022-05-12 | -16.04 | 72 |
| 2023-04-26 | 2023-06-20 | -15.00 | 55 |
| 2024-06-10 | 2024-08-08 | -13.88 | 59 |
| 2022-06-16 | 2022-06-19 | -12.50 | 3 |
| 2023-11-16 | 2023-12-22 | -10.76 | 36 |
| 2022-05-18 | 2022-06-14 | -9.87 | 27 |
| Metric | 12611812:ltcusd:triple_med_gx:lsma65_140 | 12611812:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.23% | -23.18% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -20.74% | -29.9% |
| Best Month | 26.25% | 48.49% |
| Worst Month | -16.04% | -35.2% |
| Best Year | 101.53% | 41.56% |
| Worst Year | 5.56% | -42.22% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.25% | -1.3% |
| Avg. Up Week | 6.93% | 8.5% |
| Avg. Down Week | -5.72% | -8.23% |
| Avg. Up Month | 10.58% | 18.18% |
| Avg. Down Month | -10.5% | -11.78% |
| Win Days % | 52.43% | 52.07% |
| Win Month % | 71.43% | 51.11% |
| Win Week % | 63.89% | 48.47% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |