| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 186.22% | -20.73% |
| Max Drawdown | -40.39% | -70.44% |
| Sharpe | 0.48 | 0.15 |
| Sortino | 0.71 | 0.22 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.25 | 0.95 |
| CPC Index | 0.62 | 0.55 |
| Tail Ratio | 1.08 | 0.92 |
| Outlier Win Ratio | 21.9 | 4.07 |
| Outlier Loss Ratio | 3.75 | 3.39 |
| Volatility (ann.) | 21.34% | 39.68% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.93 | -0.1 |
| Skew | 0.51 | 0.08 |
| Kurtosis | 33.34 | 7.42 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.66% | -0.58% |
| Expected Yearly % | 30.07% | -5.64% |
| Kelly Criterion | 5.56% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.4% |
| Expected Shortfall (cVaR) | -1.81% | -3.4% |
| Year | 12613934:LTCUSD | 12613934:ltcusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.90 | 32.16 | -0.75 | + |
| 2023 | 3.88 | 45.17 | 11.64 | + |
| 2024 | 41.56 | 77.73 | 1.87 | + |
| 2025 | -5.60 | -16.06 | 2.87 | - |
| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| MTD | 2.75% | 16.49% |
| 3M | -14.56% | -14.95% |
| 6M | -27.47% | 5.43% |
| YTD | -16.06% | -5.6% |
| 1Y | -0.09% | 14.24% |
| 3Y (ann.) | 38.71% | 16.5% |
| 5Y (ann.) | 37.44% | -6.78% |
| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| Max Drawdown | -40.39% | -70.44% |
| Longest DD Days | 161.0 | 1029.0 |
| Avg. Drawdown | -4.53% | -32.9% |
| Avg. Drawdown Days | 13.0 | 301.0 |
| Recovery Factor | 4.61 | -0.29 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -40.39 | 161 |
| 2023-02-16 | 2023-06-21 | -33.71 | 125 |
| 2022-08-14 | 2022-11-22 | -19.59 | 100 |
| 2022-11-23 | 2023-02-15 | -19.57 | 84 |
| 2024-06-06 | 2024-08-15 | -18.98 | 69 |
| 2022-03-01 | 2022-05-13 | -15.87 | 73 |
| 2022-06-16 | 2022-06-19 | -12.50 | 3 |
| 2022-05-18 | 2022-06-14 | -9.87 | 27 |
| 2022-05-13 | 2022-05-17 | -9.25 | 4 |
| 2023-11-16 | 2023-11-25 | -7.57 | 9 |
| Metric | 12613934:ltcusd:triple_med_gx:lsma60_145 | 12613934:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.23% | -14.92% |
| Best Week | 26.7% | 31.91% |
| Worst Week | -20.89% | -29.9% |
| Best Month | 27.56% | 48.49% |
| Worst Month | -17.43% | -35.2% |
| Best Year | 77.73% | 41.56% |
| Worst Year | -16.06% | -42.9% |
| Avg. Up Day | 1.36% | 1.36% |
| Avg. Down Day | -1.31% | -1.33% |
| Avg. Up Week | 6.63% | 8.98% |
| Avg. Down Week | -5.53% | -7.3% |
| Avg. Up Month | 9.27% | 19.13% |
| Avg. Down Month | -9.78% | -13.32% |
| Win Days % | 51.89% | 52.17% |
| Win Month % | 65.79% | 52.5% |
| Win Week % | 60.87% | 48.3% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 50.0% |