| Metric | 6893134:ltcusd:triple_gx:lsma230_95_50 | 6893134:LTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 378.0% | 66.2% |
| Max Drawdown | -32.0% | -50.72% |
| Sharpe | 1.2 | 0.59 |
| Sortino | 2.03 | 0.87 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.38 | 1.09 |
| Common Sense Ratio | 1.78 | 1.1 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.29 | 1.01 |
| Outlier Win Ratio | 14.76 | 4.03 |
| Outlier Loss Ratio | 3.43 | 3.37 |
| Volatility (ann.) | 52.28% | 75.89% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.0 | 0.34 |
| Skew | 1.79 | 0.41 |
| Kurtosis | 22.34 | 4.99 |
| Expected Daily % | 0.14% | 0.04% |
| Expected Monthly % | 4.09% | 1.31% |
| Expected Yearly % | 47.86% | 13.54% |
| Kelly Criterion | 12.89% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.33% | -6.41% |
| Expected Shortfall (cVaR) | -4.33% | -6.41% |
| Year | 6893134:LTCUSD | 6893134:ltcusd:triple_gx:lsma230_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.16 | 2.56 | -16.33 | + |
| 2023 | 3.88 | 64.85 | 16.71 | + |
| 2024 | 41.56 | 97.36 | 2.34 | + |
| 2025 | 13.19 | 43.25 | 3.28 | + |
| Metric | 6893134:ltcusd:triple_gx:lsma230_95_50 | 6893134:LTCUSD |
|---|---|---|
| MTD | 22.15% | 35.62% |
| 3M | 22.15% | 53.51% |
| 6M | 43.25% | -14.9% |
| YTD | 43.25% | 13.19% |
| 1Y | 101.98% | 58.84% |
| 3Y (ann.) | 74.56% | 26.27% |
| 5Y (ann.) | 64.09% | 17.45% |
| Metric | 6893134:ltcusd:triple_gx:lsma230_95_50 | 6893134:LTCUSD |
|---|---|---|
| Max Drawdown | -32.0% | -50.72% |
| Longest DD Days | 243.0 | 517.0 |
| Avg. Drawdown | -10.1% | -16.25% |
| Avg. Drawdown Days | 41.0 | 71.0 |
| Recovery Factor | 11.81 | 1.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2022-11-23 | -32.00 | 182 |
| 2024-12-07 | 2025-07-19 | -27.09 | 224 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2024-07-22 | 2024-11-11 | -24.33 | 112 |
| 2023-07-03 | 2024-03-02 | -20.37 | 243 |
| 2023-06-06 | 2023-06-23 | -19.71 | 17 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-03-30 | 2024-07-15 | -11.71 | 107 |
| 2023-06-24 | 2023-06-30 | -9.10 | 6 |
| Metric | 6893134:ltcusd:triple_gx:lsma230_95_50 | 6893134:LTCUSD |
|---|---|---|
| Best Day | 28.3% | 28.3% |
| Worst Day | -18.13% | -18.13% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.61% | -23.4% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -11.11% | -35.2% |
| Best Year | 97.36% | 41.56% |
| Worst Year | 2.56% | -0.16% |
| Avg. Up Day | 3.46% | 3.47% |
| Avg. Down Day | -2.84% | -3.15% |
| Avg. Up Week | 8.53% | 9.39% |
| Avg. Down Week | -6.05% | -8.02% |
| Avg. Up Month | 17.21% | 24.77% |
| Avg. Down Month | -6.77% | -13.72% |
| Win Days % | 52.14% | 52.52% |
| Win Month % | 66.67% | 53.85% |
| Win Week % | 61.11% | 49.11% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |