| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 162.19% | -22.55% |
| Max Drawdown | -20.94% | -68.54% |
| Sharpe | 0.65 | 0.15 |
| Sortino | 1.17 | 0.21 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.43 | 1.02 |
| Common Sense Ratio | NaN | 0.95 |
| CPC Index | 0.98 | 0.65 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 58.18 | 3.42 |
| Outlier Loss Ratio | 3.58 | 2.79 |
| Volatility (ann.) | 12.38% | 39.61% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.63 | -0.11 |
| Skew | 5.22 | 0.08 |
| Kurtosis | 116.72 | 7.5 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.44% | -0.64% |
| Expected Yearly % | 27.25% | -6.19% |
| Kelly Criterion | 12.87% | 12.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.39% |
| Expected Shortfall (cVaR) | -1.04% | -3.39% |
| Year | 12614288:LTCUSD | 12614288:ltcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.21 | 51.08 | -1.16 | + |
| 2023 | 3.88 | 37.73 | 9.72 | + |
| 2024 | 41.56 | 50.86 | 1.22 | + |
| 2025 | -5.60 | -16.48 | 2.94 | - |
| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| MTD | 0.04% | 16.49% |
| 3M | -16.48% | -14.95% |
| 6M | -16.48% | 5.43% |
| YTD | -16.48% | -5.6% |
| 1Y | 6.58% | 14.24% |
| 3Y (ann.) | 29.23% | 16.5% |
| 5Y (ann.) | 34.04% | -7.47% |
| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -68.54% |
| Longest DD Days | 157.0 | 978.0 |
| Avg. Drawdown | -2.92% | -23.49% |
| Avg. Drawdown Days | 19.0 | 171.0 |
| Recovery Factor | 7.75 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-08 | 2025-05-28 | -20.94 | 81 |
| 2022-08-14 | 2022-11-22 | -13.16 | 100 |
| 2022-11-23 | 2023-02-02 | -12.58 | 71 |
| 2022-03-01 | 2022-05-12 | -12.04 | 72 |
| 2022-05-13 | 2022-06-19 | -9.25 | 36 |
| 2023-06-13 | 2023-06-30 | -7.74 | 16 |
| 2022-07-20 | 2022-08-13 | -5.93 | 23 |
| 2024-04-22 | 2024-08-08 | -5.25 | 108 |
| 2024-01-20 | 2024-02-11 | -4.34 | 21 |
| 2023-07-20 | 2023-12-25 | -3.60 | 157 |
| Metric | 12614288:ltcusd:triple_med_gx:lsma115_145 | 12614288:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -9.82% | -14.92% |
| Best Week | 19.88% | 31.91% |
| Worst Week | -12.79% | -29.9% |
| Best Month | 23.21% | 48.49% |
| Worst Month | -12.73% | -35.2% |
| Best Year | 51.08% | 41.56% |
| Worst Year | -16.48% | -44.21% |
| Avg. Up Day | 1.59% | 1.6% |
| Avg. Down Day | -1.15% | -1.32% |
| Avg. Up Week | 5.11% | 9.07% |
| Avg. Down Week | -3.79% | -7.45% |
| Avg. Up Month | 6.13% | 18.64% |
| Avg. Down Month | -5.73% | -18.44% |
| Win Days % | 49.55% | 52.11% |
| Win Month % | 74.19% | 52.5% |
| Win Week % | 71.11% | 48.0% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 75.0% | 50.0% |