| Metric | 6884553:ltcusd:triple_gx:lsma155_65_30 | 6884553:LTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 382.98% | 15.46% |
| Max Drawdown | -39.87% | -66.87% |
| Sharpe | 1.18 | 0.44 |
| Sortino | 1.87 | 0.64 |
| Payoff Ratio | 1.23 | 0.99 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | 1.87 | 1.03 |
| CPC Index | 0.84 | 0.56 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 14.0 | 3.81 |
| Outlier Loss Ratio | 3.77 | 3.37 |
| Volatility (ann.) | 50.19% | 77.11% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.49 | 0.06 |
| Skew | 0.71 | 0.22 |
| Kurtosis | 15.86 | 4.9 |
| Expected Daily % | 0.13% | 0.01% |
| Expected Monthly % | 3.92% | 0.35% |
| Expected Yearly % | 48.25% | 3.66% |
| Kelly Criterion | 10.24% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.16% | -6.55% |
| Expected Shortfall (cVaR) | -4.16% | -6.55% |
| Year | 6884553:LTCUSD | 6884553:ltcusd:triple_gx:lsma155_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.64 | -3.81 | 0.12 | + |
| 2023 | 3.88 | 39.75 | 10.24 | + |
| 2024 | 41.56 | 229.28 | 5.52 | + |
| 2025 | 13.19 | 9.12 | 0.69 | - |
| Metric | 6884553:ltcusd:triple_gx:lsma155_65_30 | 6884553:LTCUSD |
|---|---|---|
| MTD | 30.91% | 35.62% |
| 3M | 46.21% | 53.51% |
| 6M | 9.12% | -14.9% |
| YTD | 9.12% | 13.19% |
| 1Y | 143.24% | 58.84% |
| 3Y (ann.) | 82.55% | 26.27% |
| 5Y (ann.) | 59.33% | 4.34% |
| Metric | 6884553:ltcusd:triple_gx:lsma155_65_30 | 6884553:LTCUSD |
|---|---|---|
| Max Drawdown | -39.87% | -66.87% |
| Longest DD Days | 320.0 | 977.0 |
| Avg. Drawdown | -9.49% | -14.85% |
| Avg. Drawdown Days | 47.0 | 111.0 |
| Recovery Factor | 9.61 | 0.23 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-06 | 2023-01-20 | -39.87 | 320 |
| 2025-01-26 | 2025-07-19 | -31.31 | 174 |
| 2024-03-12 | 2024-08-06 | -24.46 | 147 |
| 2023-03-24 | 2023-10-23 | -22.05 | 213 |
| 2023-01-21 | 2023-03-13 | -13.87 | 51 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2023-03-15 | 2023-03-17 | -8.93 | 2 |
| 2023-03-18 | 2023-03-22 | -8.62 | 4 |
| 2023-11-12 | 2023-12-22 | -7.92 | 40 |
| Metric | 6884553:ltcusd:triple_gx:lsma155_65_30 | 6884553:LTCUSD |
|---|---|---|
| Best Day | 19.54% | 28.3% |
| Worst Day | -19.18% | -19.18% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -29.9% | -29.9% |
| Best Month | 47.8% | 48.49% |
| Worst Month | -26.92% | -35.2% |
| Best Year | 229.28% | 41.56% |
| Worst Year | -3.81% | -30.64% |
| Avg. Up Day | 3.39% | 3.41% |
| Avg. Down Day | -2.76% | -3.43% |
| Avg. Up Week | 8.4% | 10.11% |
| Avg. Down Week | -4.17% | -7.12% |
| Avg. Up Month | 14.01% | 19.16% |
| Avg. Down Month | -6.92% | -16.68% |
| Win Days % | 50.57% | 52.49% |
| Win Month % | 61.29% | 53.66% |
| Win Week % | 53.76% | 49.44% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |