| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | -14.06% | 7.95% |
| Max Drawdown | -60.37% | -53.06% |
| Sharpe | 0.07 | 0.24 |
| Sortino | 0.1 | 0.34 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.07 | 0.99 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.06 | 0.95 |
| Outlier Win Ratio | 12.04 | 4.08 |
| Outlier Loss Ratio | 4.07 | 3.43 |
| Volatility (ann.) | 29.44% | 41.97% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.15 | 0.09 |
| Skew | 0.33 | -0.02 |
| Kurtosis | 43.99 | 13.17 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.75% | 0.38% |
| Expected Yearly % | -7.3% | 3.9% |
| Kelly Criterion | -2.77% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -3.59% |
| Expected Shortfall (cVaR) | -2.53% | -3.59% |
| Year | 9892821:LTCUSD | 9892821:ltcusd:triple_gx:lsma45_40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | 34.02 | 1.09 | + |
| 2025 | -17.67 | -35.88 | 2.03 | - |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| MTD | -4.41% | 3.0% |
| 3M | -24.38% | -24.19% |
| 6M | -24.89% | -9.09% |
| YTD | -35.88% | -17.67% |
| 1Y | -42.64% | -23.2% |
| 3Y (ann.) | -9.19% | 4.99% |
| 5Y (ann.) | -9.19% | 4.99% |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Max Drawdown | -60.37% | -53.06% |
| Longest DD Days | 327.0 | 369.0 |
| Avg. Drawdown | -8.23% | -11.58% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | -0.23 | 0.15 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-12-10 | -60.37 | 327 |
| 2024-05-18 | 2024-09-13 | -22.89 | 118 |
| 2024-12-03 | 2025-01-15 | -18.26 | 43 |
| 2024-09-14 | 2024-10-19 | -11.29 | 34 |
| 2024-11-23 | 2024-12-01 | -10.32 | 8 |
| 2024-11-17 | 2024-11-23 | -8.77 | 6 |
| 2024-10-30 | 2024-11-10 | -7.73 | 11 |
| 2024-11-12 | 2024-11-16 | -7.47 | 4 |
| 2024-12-02 | 2024-12-02 | -5.11 | 0 |
| 2025-01-16 | 2025-01-17 | -3.60 | 0 |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 33.6% | 31.91% |
| Worst Week | -25.21% | -19.48% |
| Best Month | 19.69% | 48.49% |
| Worst Month | -26.77% | -35.2% |
| Best Year | 34.02% | 31.12% |
| Worst Year | -35.88% | -17.67% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.31% | -1.33% |
| Avg. Up Week | 7.95% | 10.74% |
| Avg. Down Week | -6.39% | -7.25% |
| Avg. Up Month | 8.18% | 15.26% |
| Avg. Down Month | -14.26% | -11.72% |
| Win Days % | 46.64% | 51.64% |
| Win Month % | 55.0% | 55.0% |
| Win Week % | 48.78% | 47.62% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |