| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 3.44% | 20.19% |
| Max Drawdown | -32.54% | -53.06% |
| Sharpe | 0.15 | 0.29 |
| Sortino | 0.21 | 0.41 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 1.04 | 1.05 |
| Common Sense Ratio | 1.06 | 1.01 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 1.01 | 0.97 |
| Outlier Win Ratio | 17.88 | 3.99 |
| Outlier Loss Ratio | 3.36 | 3.21 |
| Volatility (ann.) | 25.3% | 41.56% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.07 | 0.26 |
| Skew | -1.66 | -0.27 |
| Kurtosis | 62.56 | 12.87 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.19% | 1.03% |
| Expected Yearly % | 1.71% | 9.63% |
| Kelly Criterion | 0.45% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -3.55% |
| Expected Shortfall (cVaR) | -2.17% | -3.55% |
| Year | 9943810:LTCUSD | 9943810:ltcusd:triple_gx:lsma220_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | -6.14 | -0.20 | - |
| 2025 | -8.33 | 10.20 | -1.22 | + |
| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| MTD | -14.68% | -11.61% |
| 3M | 0.03% | -1.97% |
| 6M | 23.32% | 25.68% |
| YTD | 10.2% | -8.33% |
| 1Y | 25.43% | 33.31% |
| 3Y (ann.) | 2.41% | 13.83% |
| 5Y (ann.) | 2.41% | 13.83% |
| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| Max Drawdown | -32.54% | -53.06% |
| Longest DD Days | 226.0 | 314.0 |
| Avg. Drawdown | -9.14% | -11.58% |
| Avg. Drawdown Days | 36.0 | 42.0 |
| Recovery Factor | 0.11 | 0.38 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-12-05 | -32.54 | 197 |
| 2024-12-05 | 2025-07-19 | -30.31 | 226 |
| 2025-10-10 | 2025-10-16 | -25.91 | 5 |
| 2025-08-13 | 2025-10-10 | -11.55 | 57 |
| 2025-07-23 | 2025-08-09 | -9.21 | 17 |
| 2025-08-11 | 2025-08-12 | -5.85 | 1 |
| 2025-08-09 | 2025-08-11 | -3.95 | 1 |
| 2025-07-21 | 2025-07-22 | -2.98 | 1 |
| 2024-05-18 | 2024-05-20 | -2.20 | 2 |
| 2025-07-20 | 2025-07-21 | -1.40 | 0 |
| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| Best Day | 11.6% | 12.8% |
| Worst Day | -23.18% | -23.18% |
| Best Week | 16.08% | 31.91% |
| Worst Week | -21.03% | -19.48% |
| Best Month | 22.94% | 48.49% |
| Worst Month | -17.19% | -35.2% |
| Best Year | 10.2% | 31.12% |
| Worst Year | -6.14% | -8.33% |
| Avg. Up Day | 1.41% | 1.41% |
| Avg. Down Day | -1.4% | -1.43% |
| Avg. Up Week | 5.5% | 10.61% |
| Avg. Down Week | -6.57% | -5.8% |
| Avg. Up Month | 10.52% | 14.2% |
| Avg. Down Month | -9.12% | -12.56% |
| Win Days % | 50.13% | 51.67% |
| Win Month % | 47.06% | 55.56% |
| Win Week % | 57.78% | 47.37% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |