| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 302.34% | -23.02% |
| Max Drawdown | -32.8% | -70.44% |
| Sharpe | 0.54 | 0.15 |
| Sortino | 0.82 | 0.22 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.22 | 0.96 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.05 | 0.93 |
| Outlier Win Ratio | 18.3 | 4.12 |
| Outlier Loss Ratio | 3.89 | 3.44 |
| Volatility (ann.) | 22.04% | 39.39% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.4 | -0.1 |
| Skew | 0.98 | -0.15 |
| Kurtosis | 26.13 | 9.95 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.14% | -0.58% |
| Expected Yearly % | 41.63% | -6.33% |
| Kelly Criterion | 5.98% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.37% |
| Expected Shortfall (cVaR) | -1.86% | -3.37% |
| Year | 12613939:LTCUSD | 12613939:ltcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.90 | 26.97 | -0.63 | + |
| 2023 | 3.88 | 18.13 | 4.67 | + |
| 2024 | 41.56 | 128.04 | 3.08 | + |
| 2025 | -8.33 | 17.63 | -2.12 | + |
| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| MTD | 10.49% | -11.61% |
| 3M | 10.52% | -1.97% |
| 6M | 10.95% | 25.68% |
| YTD | 17.63% | -8.33% |
| 1Y | 31.84% | 33.31% |
| 3Y (ann.) | 50.93% | 23.28% |
| 5Y (ann.) | 45.78% | -6.84% |
| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| Max Drawdown | -32.8% | -70.44% |
| Longest DD Days | 315.0 | 1029.0 |
| Avg. Drawdown | -4.71% | -32.9% |
| Avg. Drawdown Days | 21.0 | 336.0 |
| Recovery Factor | 9.22 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-10-16 | -32.80 | 302 |
| 2023-02-16 | 2023-12-28 | -31.66 | 315 |
| 2022-11-23 | 2023-02-15 | -27.53 | 84 |
| 2024-04-27 | 2024-08-17 | -21.26 | 112 |
| 2022-03-01 | 2022-06-19 | -18.64 | 110 |
| 2022-07-20 | 2022-09-23 | -15.01 | 65 |
| 2024-11-12 | 2024-11-14 | -9.21 | 2 |
| 2022-02-26 | 2022-02-28 | -6.69 | 2 |
| 2023-12-28 | 2024-01-11 | -6.42 | 13 |
| 2022-11-20 | 2022-11-22 | -6.26 | 2 |
| Metric | 12613939:ltcusd:triple_med_gx:lsma100_145 | 12613939:LTCUSD |
|---|---|---|
| Best Day | 12.8% | 12.8% |
| Worst Day | -13.1% | -23.18% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.44% | -29.9% |
| Best Month | 26.77% | 48.49% |
| Worst Month | -13.59% | -35.2% |
| Best Year | 128.04% | 41.56% |
| Worst Year | 17.63% | -42.9% |
| Avg. Up Day | 1.29% | 1.29% |
| Avg. Down Day | -1.25% | -1.28% |
| Avg. Up Week | 6.82% | 8.61% |
| Avg. Down Week | -4.75% | -7.13% |
| Avg. Up Month | 10.42% | 19.4% |
| Avg. Down Month | -6.42% | -14.48% |
| Win Days % | 52.35% | 52.06% |
| Win Month % | 59.09% | 51.11% |
| Win Week % | 58.12% | 48.47% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |