| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 297.2% | -26.17% |
| Max Drawdown | -42.24% | -70.44% |
| Sharpe | 0.58 | 0.14 |
| Sortino | 0.88 | 0.2 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.29 | 0.95 |
| CPC Index | 0.65 | 0.54 |
| Tail Ratio | 1.09 | 0.93 |
| Outlier Win Ratio | 20.49 | 4.2 |
| Outlier Loss Ratio | 3.78 | 3.38 |
| Volatility (ann.) | 22.22% | 39.66% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.22 | -0.12 |
| Skew | 0.86 | 0.08 |
| Kurtosis | 31.25 | 7.42 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.51% | -0.76% |
| Expected Yearly % | 41.17% | -7.3% |
| Kelly Criterion | 6.7% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.4% |
| Expected Shortfall (cVaR) | -1.88% | -3.4% |
| Year | 12613876:LTCUSD | 12613876:ltcusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.90 | 74.79 | -1.74 | + |
| 2023 | 3.88 | 53.70 | 13.84 | + |
| 2024 | 41.56 | 79.01 | 1.90 | + |
| 2025 | -12.08 | -17.41 | 1.44 | - |
| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| MTD | -5.56% | 8.49% |
| 3M | -16.59% | -28.51% |
| 6M | -28.12% | -6.82% |
| YTD | -17.41% | -12.08% |
| 1Y | -7.53% | 8.57% |
| 3Y (ann.) | 47.88% | 12.53% |
| 5Y (ann.) | 51.65% | -8.75% |
| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| Max Drawdown | -42.24% | -70.44% |
| Longest DD Days | 163.0 | 1029.0 |
| Avg. Drawdown | -5.29% | -32.9% |
| Avg. Drawdown Days | 17.0 | 302.0 |
| Recovery Factor | 7.04 | -0.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-30 | -42.24 | 163 |
| 2023-02-16 | 2023-05-15 | -32.13 | 88 |
| 2022-11-23 | 2023-02-15 | -20.65 | 84 |
| 2022-08-14 | 2022-11-22 | -19.44 | 100 |
| 2024-06-06 | 2024-10-12 | -18.98 | 127 |
| 2022-03-01 | 2022-05-12 | -17.39 | 72 |
| 2022-06-16 | 2022-06-19 | -12.50 | 3 |
| 2023-10-23 | 2023-12-27 | -10.75 | 65 |
| 2022-05-18 | 2022-05-23 | -9.87 | 5 |
| 2022-05-13 | 2022-05-17 | -9.25 | 4 |
| Metric | 12613876:ltcusd:triple_med_gx:lsma70_145 | 12613876:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.23% | -14.92% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -20.89% | -29.9% |
| Best Month | 27.74% | 48.49% |
| Worst Month | -15.64% | -35.2% |
| Best Year | 79.01% | 41.56% |
| Worst Year | -17.41% | -42.9% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.29% | -1.36% |
| Avg. Up Week | 7.72% | 9.23% |
| Avg. Down Week | -5.07% | -7.66% |
| Avg. Up Month | 11.78% | 18.97% |
| Avg. Down Month | -7.69% | -14.38% |
| Win Days % | 51.98% | 52.15% |
| Win Month % | 60.53% | 52.5% |
| Win Week % | 56.04% | 47.73% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |