| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 20.64% | 20.19% |
| Max Drawdown | -37.34% | -53.06% |
| Sharpe | 0.26 | 0.29 |
| Sortino | 0.36 | 0.41 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 1.15 | 1.01 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 13.29 | 4.0 |
| Outlier Loss Ratio | 3.69 | 3.35 |
| Volatility (ann.) | 26.97% | 41.56% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.38 | 0.26 |
| Skew | -1.39 | -0.27 |
| Kurtosis | 48.31 | 12.87 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.05% | 1.03% |
| Expected Yearly % | 9.84% | 9.63% |
| Kelly Criterion | 2.08% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -3.55% |
| Expected Shortfall (cVaR) | -2.3% | -3.55% |
| Year | 9943666:LTCUSD | 9943666:ltcusd:triple_gx:lsma95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | 22.10 | 0.71 | - |
| 2025 | -8.33 | -1.19 | 0.14 | + |
| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| MTD | -11.0% | -11.61% |
| 3M | 6.79% | -1.97% |
| 6M | 21.68% | 25.68% |
| YTD | -1.19% | -8.33% |
| 1Y | 19.93% | 33.31% |
| 3Y (ann.) | 14.14% | 13.83% |
| 5Y (ann.) | 14.14% | 13.83% |
| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| Max Drawdown | -37.34% | -53.06% |
| Longest DD Days | 308.0 | 314.0 |
| Avg. Drawdown | -9.64% | -11.58% |
| Avg. Drawdown Days | 42.0 | 42.0 |
| Recovery Factor | 0.55 | 0.38 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-10 | -37.34 | 308 |
| 2025-10-10 | 2025-10-16 | -25.91 | 5 |
| 2024-05-21 | 2024-11-14 | -25.11 | 176 |
| 2024-11-17 | 2024-12-02 | -12.59 | 15 |
| 2024-12-03 | 2024-12-05 | -6.54 | 1 |
| 2024-11-14 | 2024-11-15 | -2.46 | 1 |
| 2024-05-18 | 2024-05-20 | -2.20 | 2 |
| 2024-11-15 | 2024-11-16 | -1.69 | 0 |
| 2024-05-21 | 2024-05-21 | -0.91 | 0 |
| 2024-05-18 | 2024-05-18 | -0.37 | 0 |
| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| Best Day | 11.6% | 12.8% |
| Worst Day | -23.18% | -23.18% |
| Best Week | 16.08% | 31.91% |
| Worst Week | -18.81% | -19.48% |
| Best Month | 27.77% | 48.49% |
| Worst Month | -14.72% | -35.2% |
| Best Year | 22.1% | 31.12% |
| Worst Year | -1.19% | -8.33% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.32% | -1.34% |
| Avg. Up Week | 6.47% | 9.06% |
| Avg. Down Week | -5.61% | -5.1% |
| Avg. Up Month | 12.58% | 14.35% |
| Avg. Down Month | -8.12% | -10.96% |
| Win Days % | 50.71% | 51.67% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 50.88% | 47.37% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |