| Metric | 6921300:ltcusd:triple_gx:lsma225_85_50 | 6921300:LTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 147.31% | 19.16% |
| Max Drawdown | -31.28% | -50.72% |
| Sharpe | 0.75 | 0.44 |
| Sortino | 1.17 | 0.65 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.32 | 1.09 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 14.22 | 3.85 |
| Outlier Loss Ratio | 3.39 | 3.42 |
| Volatility (ann.) | 50.56% | 76.23% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.93 | 0.1 |
| Skew | 0.82 | 0.29 |
| Kurtosis | 13.99 | 5.21 |
| Expected Daily % | 0.07% | 0.01% |
| Expected Monthly % | 2.08% | 0.4% |
| Expected Yearly % | 25.4% | 4.48% |
| Kelly Criterion | 8.27% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.25% | -6.47% |
| Expected Shortfall (cVaR) | -4.25% | -6.47% |
| Year | 6921300:LTCUSD | 6921300:ltcusd:triple_gx:lsma225_85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -2.68 | 9.80 | -3.66 | + |
| 2023 | 3.88 | 3.45 | 0.89 | - |
| 2024 | 41.56 | 67.14 | 1.62 | + |
| 2025 | -16.74 | 30.26 | -1.81 | + |
| Metric | 6921300:ltcusd:triple_gx:lsma225_85_50 | 6921300:LTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.0% | -25.32% |
| 6M | 23.17% | -1.62% |
| YTD | 30.26% | -16.74% |
| 1Y | -5.26% | -36.41% |
| 3Y (ann.) | 23.35% | 3.11% |
| 5Y (ann.) | 28.95% | 5.05% |
| Metric | 6921300:ltcusd:triple_gx:lsma225_85_50 | 6921300:LTCUSD |
|---|---|---|
| Max Drawdown | -31.28% | -50.72% |
| Longest DD Days | 451.0 | 517.0 |
| Avg. Drawdown | -13.52% | -16.35% |
| Avg. Drawdown Days | 65.0 | 80.0 |
| Recovery Factor | 4.71 | 0.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2024-11-16 | -31.28 | 231 |
| 2024-12-07 | 2025-08-04 | -28.01 | 240 |
| 2022-11-06 | 2022-11-22 | -27.09 | 16 |
| 2022-12-06 | 2024-03-01 | -26.89 | 451 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2022-08-14 | 2022-11-04 | -17.89 | 82 |
| 2025-08-14 | 2025-12-09 | -16.65 | 117 |
| 2022-06-26 | 2022-07-18 | -16.59 | 22 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| Metric | 6921300:ltcusd:triple_gx:lsma225_85_50 | 6921300:LTCUSD |
|---|---|---|
| Best Day | 19.54% | 28.3% |
| Worst Day | -18.13% | -22.22% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.61% | -23.4% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -25.76% | -35.2% |
| Best Year | 67.14% | 41.56% |
| Worst Year | 3.45% | -16.74% |
| Avg. Up Day | 3.23% | 3.23% |
| Avg. Down Day | -2.85% | -2.89% |
| Avg. Up Week | 8.4% | 8.93% |
| Avg. Down Week | -6.37% | -7.05% |
| Avg. Up Month | 14.57% | 17.82% |
| Avg. Down Month | -10.99% | -21.16% |
| Win Days % | 51.26% | 52.04% |
| Win Month % | 61.54% | 52.27% |
| Win Week % | 54.43% | 48.42% |
| Win Quarter % | 61.54% | 53.33% |
| Win Year % | 100.0% | 50.0% |