| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 2.21% | -36.48% |
| Max Drawdown | -59.77% | -72.26% |
| Sharpe | 0.13 | 0.12 |
| Sortino | 0.19 | 0.17 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.12 | 0.95 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 1.08 | 0.93 |
| Outlier Win Ratio | 13.31 | 4.17 |
| Outlier Loss Ratio | 4.21 | 3.63 |
| Volatility (ann.) | 25.57% | 39.54% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.01 | -0.16 |
| Skew | -0.2 | -0.16 |
| Kurtosis | 30.96 | 9.7 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.05% | -0.98% |
| Expected Yearly % | 0.55% | -10.72% |
| Kelly Criterion | -1.2% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -3.39% |
| Expected Shortfall (cVaR) | -2.19% | -3.39% |
| Year | 9896708:LTCUSD | 9896708:ltcusd:triple_gx:lsma65_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.87 | 23.94 | -0.45 | + |
| 2023 | 3.88 | 10.15 | 2.61 | + |
| 2024 | 41.56 | 36.17 | 0.87 | - |
| 2025 | -8.33 | -45.02 | 5.40 | - |
| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| MTD | -14.38% | -11.61% |
| 3M | -18.93% | -1.97% |
| 6M | -24.1% | 25.68% |
| YTD | -45.02% | -8.33% |
| 1Y | -47.12% | 33.31% |
| 3Y (ann.) | 0.72% | 23.28% |
| 5Y (ann.) | 0.59% | -11.4% |
| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| Max Drawdown | -59.77% | -72.26% |
| Longest DD Days | 314.0 | 1367.0 |
| Avg. Drawdown | -10.71% | -72.26% |
| Avg. Drawdown Days | 46.0 | 1367.0 |
| Recovery Factor | 0.04 | -0.5 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-16 | -59.77 | 314 |
| 2023-06-24 | 2024-03-02 | -29.73 | 251 |
| 2022-07-20 | 2023-01-04 | -28.33 | 167 |
| 2024-05-21 | 2024-11-16 | -22.99 | 178 |
| 2022-02-10 | 2022-06-24 | -22.70 | 133 |
| 2024-11-17 | 2024-12-02 | -21.70 | 15 |
| 2023-02-16 | 2023-06-21 | -21.50 | 125 |
| 2024-03-03 | 2024-03-27 | -14.84 | 24 |
| 2022-07-10 | 2022-07-18 | -11.23 | 7 |
| 2024-03-30 | 2024-05-20 | -11.15 | 51 |
| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -24.14% | -29.9% |
| Best Month | 27.52% | 48.49% |
| Worst Month | -17.4% | -35.2% |
| Best Year | 36.17% | 41.56% |
| Worst Year | -45.02% | -52.87% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.27% | -1.3% |
| Avg. Up Week | 7.37% | 10.03% |
| Avg. Down Week | -4.75% | -6.71% |
| Avg. Up Month | 8.41% | 15.83% |
| Avg. Down Month | -7.69% | -15.2% |
| Win Days % | 48.91% | 52.05% |
| Win Month % | 50.0% | 52.17% |
| Win Week % | 43.33% | 48.24% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 75.0% | 50.0% |