| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | -14.23% | 2.66% |
| Max Drawdown | -60.04% | -51.42% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.2 | 0.63 |
| Payoff Ratio | 1.03 | 1.06 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.0 | 1.14 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.97 | 1.07 |
| Outlier Win Ratio | 11.15 | 4.37 |
| Outlier Loss Ratio | 4.71 | 3.71 |
| Volatility (ann.) | 59.41% | 82.76% |
| R^2 | 0.52 | 0.52 |
| Calmar | -0.16 | 0.03 |
| Skew | 0.71 | -0.11 |
| Kurtosis | 17.38 | 5.53 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -0.76% | 0.13% |
| Expected Yearly % | -7.39% | 1.32% |
| Kelly Criterion | -4.48% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.09% | -7.03% |
| Expected Shortfall (cVaR) | -5.09% | -7.03% |
| Year | 9892821:LTCUSD | 9892821:ltcusd:triple_gx:lsma45_40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 19.39 | 34.51 | 1.78 | + |
| 2025 | -14.02 | -36.23 | 2.59 | - |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| MTD | -4.77% | 0.9% |
| 3M | -24.77% | -25.19% |
| 6M | -21.51% | -3.06% |
| YTD | -36.23% | -14.02% |
| 1Y | -42.86% | -35.27% |
| 3Y (ann.) | -9.32% | 1.69% |
| 5Y (ann.) | -9.32% | 1.69% |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Max Drawdown | -60.04% | -51.42% |
| Longest DD Days | 326.0 | 326.0 |
| Avg. Drawdown | -12.31% | -17.44% |
| Avg. Drawdown Days | 50.0 | 70.0 |
| Recovery Factor | -0.24 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-12-10 | -60.04 | 326 |
| 2024-05-20 | 2024-09-14 | -22.76 | 117 |
| 2024-12-04 | 2025-01-16 | -16.21 | 43 |
| 2024-11-24 | 2024-12-02 | -10.32 | 8 |
| 2024-09-16 | 2024-10-19 | -8.88 | 33 |
| 2024-11-13 | 2024-11-16 | -5.03 | 3 |
| 2024-10-31 | 2024-11-10 | -4.64 | 10 |
| 2024-11-19 | 2024-11-23 | -4.46 | 4 |
| 2024-11-11 | 2024-11-12 | -1.63 | 1 |
| 2024-10-21 | 2024-10-29 | -1.23 | 8 |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Best Day | 23.08% | 23.08% |
| Worst Day | -24.88% | -24.23% |
| Best Week | 34.98% | 41.62% |
| Worst Week | -30.28% | -29.8% |
| Best Month | 15.65% | 42.38% |
| Worst Month | -21.59% | -28.86% |
| Best Year | 34.51% | 19.39% |
| Worst Year | -36.23% | -14.02% |
| Avg. Up Day | 2.74% | 3.01% |
| Avg. Down Day | -2.66% | -2.83% |
| Avg. Up Week | 6.96% | 10.68% |
| Avg. Down Week | -6.19% | -7.99% |
| Avg. Up Month | 11.54% | 26.34% |
| Avg. Down Month | -11.74% | -12.54% |
| Win Days % | 46.99% | 51.92% |
| Win Month % | 45.0% | 50.0% |
| Win Week % | 48.78% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |