| Metric | 4057084:ltcusd:double_gx:lsma35_10 | 4057084:LTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | -1.73% | 7.95% |
| Max Drawdown | -63.33% | -53.06% |
| Sharpe | 0.14 | 0.24 |
| Sortino | 0.22 | 0.34 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.03 | 1.04 |
| Common Sense Ratio | 1.08 | 0.99 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.05 | 0.95 |
| Outlier Win Ratio | 10.99 | 4.19 |
| Outlier Loss Ratio | 4.13 | 3.44 |
| Volatility (ann.) | 30.47% | 41.97% |
| R^2 | 0.52 | 0.52 |
| Calmar | -0.02 | 0.09 |
| Skew | 0.5 | -0.02 |
| Kurtosis | 38.55 | 13.17 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.09% | 0.38% |
| Expected Yearly % | -0.87% | 3.9% |
| Kelly Criterion | -1.98% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -3.59% |
| Expected Shortfall (cVaR) | -2.61% | -3.59% |
| Year | 4057084:LTCUSD | 4057084:ltcusd:double_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | 80.90 | 2.60 | + |
| 2025 | -17.67 | -45.67 | 2.59 | - |
| Metric | 4057084:ltcusd:double_gx:lsma35_10 | 4057084:LTCUSD |
|---|---|---|
| MTD | -2.1% | 3.0% |
| 3M | -28.05% | -24.19% |
| 6M | -34.5% | -9.09% |
| YTD | -45.67% | -17.67% |
| 1Y | -45.27% | -23.2% |
| 3Y (ann.) | -1.1% | 4.99% |
| 5Y (ann.) | -1.1% | 4.99% |
| Metric | 4057084:ltcusd:double_gx:lsma35_10 | 4057084:LTCUSD |
|---|---|---|
| Max Drawdown | -63.33% | -53.06% |
| Longest DD Days | 327.0 | 369.0 |
| Avg. Drawdown | -6.26% | -11.58% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | -0.03 | 0.15 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-12-10 | -63.33 | 327 |
| 2024-05-18 | 2024-10-15 | -21.17 | 150 |
| 2025-01-06 | 2025-01-15 | -11.10 | 9 |
| 2024-11-23 | 2024-12-01 | -10.32 | 8 |
| 2024-11-17 | 2024-11-23 | -8.77 | 6 |
| 2024-12-17 | 2024-12-24 | -7.86 | 6 |
| 2024-12-26 | 2025-01-03 | -7.29 | 8 |
| 2024-12-14 | 2024-12-17 | -7.19 | 3 |
| 2024-10-20 | 2024-11-06 | -6.74 | 16 |
| 2024-12-03 | 2024-12-13 | -6.54 | 10 |
| Metric | 4057084:ltcusd:double_gx:lsma35_10 | 4057084:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -23.18% | -23.18% |
| Best Week | 27.45% | 31.91% |
| Worst Week | -23.92% | -19.48% |
| Best Month | 31.27% | 48.49% |
| Worst Month | -27.5% | -35.2% |
| Best Year | 80.9% | 31.12% |
| Worst Year | -45.67% | -17.67% |
| Avg. Up Day | 1.44% | 1.44% |
| Avg. Down Day | -1.29% | -1.33% |
| Avg. Up Week | 7.67% | 10.32% |
| Avg. Down Week | -5.98% | -7.36% |
| Avg. Up Month | 13.36% | 14.78% |
| Avg. Down Month | -12.48% | -12.03% |
| Win Days % | 46.3% | 51.64% |
| Win Month % | 50.0% | 55.0% |
| Win Week % | 50.0% | 47.62% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |