| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 178.56% | -7.09% |
| Max Drawdown | -54.24% | -66.87% |
| Sharpe | 0.8 | 0.36 |
| Sortino | 1.21 | 0.52 |
| Payoff Ratio | 1.22 | 1.0 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.52 | 1.02 |
| CPC Index | 0.72 | 0.55 |
| Tail Ratio | 1.24 | 0.96 |
| Outlier Win Ratio | 14.2 | 3.8 |
| Outlier Loss Ratio | 4.02 | 3.39 |
| Volatility (ann.) | 50.86% | 77.74% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.58 | -0.03 |
| Skew | 0.24 | 0.13 |
| Kurtosis | 17.55 | 5.08 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.25% | -0.16% |
| Expected Yearly % | 29.19% | -1.82% |
| Kelly Criterion | 5.28% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.27% | -6.62% |
| Expected Shortfall (cVaR) | -4.27% | -6.62% |
| Year | 6884103:LTCUSD | 6884103:ltcusd:triple_gx:lsma150_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.98 | -5.26 | 0.16 | + |
| 2023 | 3.88 | 14.62 | 3.77 | + |
| 2024 | 41.56 | 210.55 | 5.07 | + |
| 2025 | -7.11 | -17.39 | 2.45 | - |
| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| MTD | -4.09% | 0.41% |
| 3M | -18.71% | -19.69% |
| 6M | 5.56% | -3.79% |
| YTD | -17.39% | -7.11% |
| 1Y | 31.87% | 14.36% |
| 3Y (ann.) | 55.27% | 18.21% |
| 5Y (ann.) | 31.7% | -1.96% |
| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| Max Drawdown | -54.24% | -66.87% |
| Longest DD Days | 387.0 | 977.0 |
| Avg. Drawdown | -10.84% | -18.32% |
| Avg. Drawdown Days | 59.0 | 149.0 |
| Recovery Factor | 3.29 | -0.11 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-03-23 | -54.24 | 387 |
| 2025-01-26 | 2025-08-26 | -29.90 | 212 |
| 2025-10-10 | 2025-11-16 | -28.47 | 37 |
| 2024-03-12 | 2024-08-08 | -24.46 | 149 |
| 2023-03-24 | 2023-11-06 | -22.65 | 227 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-08-18 | 2024-11-08 | -9.13 | 82 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2023-11-12 | 2023-12-28 | -7.13 | 46 |
| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| Best Day | 19.54% | 28.3% |
| Worst Day | -22.22% | -22.22% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -29.9% | -29.9% |
| Best Month | 42.71% | 48.49% |
| Worst Month | -28.16% | -35.2% |
| Best Year | 210.55% | 41.56% |
| Worst Year | -17.39% | -31.98% |
| Avg. Up Day | 3.25% | 3.27% |
| Avg. Down Day | -2.65% | -3.26% |
| Avg. Up Week | 6.83% | 9.68% |
| Avg. Down Week | -4.9% | -7.43% |
| Avg. Up Month | 10.64% | 14.7% |
| Avg. Down Month | -10.05% | -15.55% |
| Win Days % | 47.87% | 52.19% |
| Win Month % | 63.41% | 54.35% |
| Win Week % | 54.46% | 48.48% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 50.0% | 50.0% |