| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 52.88% | -16.72% |
| Max Drawdown | -39.54% | -66.87% |
| Sharpe | 0.47 | 0.33 |
| Sortino | 0.73 | 0.47 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.09 | 1.04 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 12.23 | 3.62 |
| Outlier Loss Ratio | 3.59 | 3.4 |
| Volatility (ann.) | 51.09% | 77.57% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.3 | -0.07 |
| Skew | 1.26 | 0.13 |
| Kurtosis | 18.08 | 5.04 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 0.91% | -0.39% |
| Expected Yearly % | 11.19% | -4.47% |
| Kelly Criterion | 4.18% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.33% | -6.61% |
| Expected Shortfall (cVaR) | -4.33% | -6.61% |
| Year | 6924640:LTCUSD | 6924640:ltcusd:triple_gx:lsma150_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.98 | 15.33 | -0.48 | + |
| 2023 | 3.88 | 2.92 | 0.75 | - |
| 2024 | 41.56 | 54.34 | 1.31 | + |
| 2025 | -16.74 | -16.55 | 0.99 | + |
| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.0% | -25.32% |
| 6M | -9.92% | -1.62% |
| YTD | -16.55% | -16.74% |
| 1Y | -36.27% | -36.41% |
| 3Y (ann.) | 5.08% | 3.11% |
| 5Y (ann.) | 11.87% | -4.72% |
| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| Max Drawdown | -39.54% | -66.87% |
| Longest DD Days | 367.0 | 977.0 |
| Avg. Drawdown | -13.57% | -18.32% |
| Avg. Drawdown Days | 80.0 | 152.0 |
| Recovery Factor | 1.34 | -0.25 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-12-09 | -39.54 | 367 |
| 2022-03-31 | 2022-11-22 | -33.33 | 236 |
| 2024-03-30 | 2024-11-16 | -29.47 | 231 |
| 2023-07-03 | 2024-03-11 | -28.34 | 252 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2022-12-06 | 2023-07-02 | -23.97 | 208 |
| 2022-03-01 | 2022-03-19 | -12.80 | 18 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2022-11-24 | 2022-11-30 | -6.32 | 6 |
| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| Best Day | 28.3% | 28.3% |
| Worst Day | -18.13% | -22.22% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.61% | -29.9% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -22.59% | -35.2% |
| Best Year | 54.34% | 41.56% |
| Worst Year | -16.55% | -31.98% |
| Avg. Up Day | 2.9% | 2.9% |
| Avg. Down Day | -2.77% | -2.79% |
| Avg. Up Week | 6.88% | 7.1% |
| Avg. Down Week | -6.03% | -6.37% |
| Avg. Up Month | 13.34% | 14.85% |
| Avg. Down Month | -10.02% | -12.77% |
| Win Days % | 51.0% | 51.97% |
| Win Month % | 56.67% | 53.19% |
| Win Week % | 52.58% | 48.76% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |