| Metric | 4057084:ltcusd:double_gx:lsma35_10 | 4057084:LTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 21.3% | -35.15% |
| Max Drawdown | -63.33% | -72.26% |
| Sharpe | 0.18 | 0.13 |
| Sortino | 0.28 | 0.18 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.11 | 0.95 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.07 | 0.93 |
| Outlier Win Ratio | 11.36 | 4.28 |
| Outlier Loss Ratio | 4.39 | 3.61 |
| Volatility (ann.) | 28.06% | 39.76% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.08 | -0.14 |
| Skew | 0.57 | -0.05 |
| Kurtosis | 29.1 | 10.07 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.4% | -0.9% |
| Expected Yearly % | 4.95% | -10.26% |
| Kelly Criterion | -2.0% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -3.41% |
| Expected Shortfall (cVaR) | -2.4% | -3.41% |
| Year | 4057084:LTCUSD | 4057084:ltcusd:double_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.43 | -20.64 | 0.44 | + |
| 2023 | 3.88 | -3.45 | -0.89 | - |
| 2024 | 41.56 | 191.39 | 4.61 | + |
| 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.) | 13.82% | 3.6% |
| 5Y (ann.) | 5.05% | -10.46% |
| Metric | 4057084:ltcusd:double_gx:lsma35_10 | 4057084:LTCUSD |
|---|---|---|
| Max Drawdown | -63.33% | -72.26% |
| Longest DD Days | 762.0 | 1423.0 |
| Avg. Drawdown | -8.38% | -21.02% |
| Avg. Drawdown Days | 44.0 | 356.0 |
| Recovery Factor | 0.34 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-12-10 | -63.33 | 327 |
| 2022-02-08 | 2024-03-11 | -43.64 | 762 |
| 2024-03-27 | 2024-11-06 | -27.55 | 223 |
| 2025-01-06 | 2025-01-15 | -11.10 | 9 |
| 2022-01-30 | 2022-02-07 | -10.73 | 8 |
| 2024-11-23 | 2024-12-01 | -10.32 | 8 |
| 2024-03-11 | 2024-03-24 | -9.26 | 12 |
| 2024-11-17 | 2024-11-23 | -8.77 | 6 |
| 2022-01-15 | 2022-01-26 | -8.50 | 11 |
| 2024-12-17 | 2024-12-24 | -7.86 | 6 |
| 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% | -29.9% |
| Best Month | 36.86% | 48.49% |
| Worst Month | -27.5% | -35.2% |
| Best Year | 191.39% | 41.56% |
| Worst Year | -45.67% | -46.43% |
| Avg. Up Day | 1.35% | 1.36% |
| Avg. Down Day | -1.25% | -1.29% |
| Avg. Up Week | 7.19% | 9.67% |
| Avg. Down Week | -4.9% | -6.86% |
| Avg. Up Month | 12.87% | 17.51% |
| Avg. Down Month | -10.04% | -14.86% |
| Win Days % | 47.06% | 52.01% |
| Win Month % | 52.08% | 52.08% |
| Win Week % | 45.37% | 48.56% |
| Win Quarter % | 43.75% | 50.0% |
| Win Year % | 25.0% | 50.0% |