| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 165.77% | 8.49% |
| Max Drawdown | -46.29% | -66.87% |
| Sharpe | 0.8 | 0.42 |
| Sortino | 1.19 | 0.6 |
| Payoff Ratio | 1.12 | 0.96 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.58 | 1.02 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 11.91 | 3.81 |
| Outlier Loss Ratio | 3.86 | 3.66 |
| Volatility (ann.) | 55.05% | 77.3% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.72 | 0.04 |
| Skew | 0.16 | 0.23 |
| Kurtosis | 12.64 | 4.82 |
| Expected Daily % | 0.08% | 0.01% |
| Expected Monthly % | 2.35% | 0.19% |
| Expected Yearly % | 27.68% | 2.06% |
| Kelly Criterion | 5.85% | 2.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.62% | -6.57% |
| Expected Shortfall (cVaR) | -4.62% | -6.57% |
| Year | 6885698:LTCUSD | 6885698:ltcusd:triple_gx:lsma145_110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.82 | -11.03 | 0.32 | + |
| 2023 | 3.88 | 23.98 | 6.18 | + |
| 2024 | 41.56 | 138.72 | 3.34 | + |
| 2025 | 13.19 | 0.93 | 0.07 | - |
| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| MTD | 23.52% | 35.62% |
| 3M | 43.08% | 53.51% |
| 6M | 0.93% | -14.9% |
| YTD | 0.93% | 13.19% |
| 1Y | 59.29% | 58.84% |
| 3Y (ann.) | 50.77% | 26.27% |
| 5Y (ann.) | 33.22% | 2.42% |
| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| Max Drawdown | -46.29% | -66.87% |
| Longest DD Days | 387.0 | 977.0 |
| Avg. Drawdown | -12.64% | -15.78% |
| Avg. Drawdown Days | 64.0 | 112.0 |
| Recovery Factor | 3.58 | 0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -46.29 | 225 |
| 2022-03-01 | 2023-03-23 | -45.62 | 387 |
| 2024-03-12 | 2024-06-29 | -24.46 | 109 |
| 2023-03-24 | 2023-11-01 | -23.51 | 222 |
| 2024-07-03 | 2024-10-29 | -20.65 | 118 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2023-11-12 | 2024-01-12 | -12.07 | 61 |
| 2024-10-30 | 2024-11-08 | -8.69 | 9 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698: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 | 48.49% | 48.49% |
| Worst Month | -34.43% | -35.2% |
| Best Year | 138.72% | 41.56% |
| Worst Year | -11.03% | -34.82% |
| Avg. Up Day | 3.25% | 3.27% |
| Avg. Down Day | -2.89% | -3.4% |
| Avg. Up Week | 7.59% | 9.65% |
| Avg. Down Week | -4.87% | -7.32% |
| Avg. Up Month | 12.44% | 16.91% |
| Avg. Down Month | -9.95% | -15.58% |
| Win Days % | 50.19% | 52.31% |
| Win Month % | 61.11% | 54.76% |
| Win Week % | 50.91% | 49.45% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |