| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 418.52% | 13.22% |
| Max Drawdown | -41.23% | -66.87% |
| Sharpe | 1.21 | 0.43 |
| Sortino | 1.92 | 0.63 |
| Payoff Ratio | 1.24 | 1.01 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | 1.97 | 1.02 |
| CPC Index | 0.85 | 0.57 |
| Tail Ratio | 1.45 | 0.95 |
| Outlier Win Ratio | 13.46 | 3.81 |
| Outlier Loss Ratio | 3.81 | 3.37 |
| Volatility (ann.) | 51.03% | 77.36% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.51 | 0.06 |
| Skew | 0.68 | 0.22 |
| Kurtosis | 14.94 | 4.83 |
| Expected Daily % | 0.13% | 0.01% |
| Expected Monthly % | 4.0% | 0.3% |
| Expected Yearly % | 50.9% | 3.15% |
| Kelly Criterion | 10.39% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.22% | -6.57% |
| Expected Shortfall (cVaR) | -4.22% | -6.57% |
| Year | 6884687:LTCUSD | 6884687:ltcusd:triple_gx:lsma150_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.98 | -0.14 | 0.00 | + |
| 2023 | 3.88 | 35.20 | 9.07 | + |
| 2024 | 41.56 | 226.33 | 5.45 | + |
| 2025 | 13.19 | 17.69 | 1.34 | + |
| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| MTD | 35.62% | 35.62% |
| 3M | 48.58% | 53.51% |
| 6M | 17.69% | -14.9% |
| YTD | 17.69% | 13.19% |
| 1Y | 183.96% | 58.84% |
| 3Y (ann.) | 86.23% | 26.27% |
| 5Y (ann.) | 62.39% | 3.72% |
| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| Max Drawdown | -41.23% | -66.87% |
| Longest DD Days | 331.0 | 977.0 |
| Avg. Drawdown | -8.78% | -18.32% |
| Avg. Drawdown Days | 41.0 | 136.0 |
| Recovery Factor | 10.15 | 0.2 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-17 | 2023-03-14 | -41.23 | 331 |
| 2025-01-26 | 2025-07-19 | -28.07 | 174 |
| 2024-03-12 | 2024-08-15 | -26.84 | 156 |
| 2023-03-24 | 2023-10-23 | -23.93 | 213 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2023-11-12 | 2023-12-27 | -12.07 | 45 |
| 2022-04-08 | 2022-04-16 | -10.19 | 8 |
| 2023-03-15 | 2023-03-17 | -8.93 | 2 |
| 2023-03-18 | 2023-03-22 | -8.62 | 4 |
| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| Best Day | 19.54% | 28.3% |
| Worst Day | -19.18% | -19.18% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -29.9% | -29.9% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -29.07% | -35.2% |
| Best Year | 226.33% | 41.56% |
| Worst Year | -0.14% | -31.98% |
| Avg. Up Day | 3.4% | 3.42% |
| Avg. Down Day | -2.73% | -3.37% |
| Avg. Up Week | 8.01% | 9.79% |
| Avg. Down Week | -4.31% | -6.99% |
| Avg. Up Month | 13.11% | 15.94% |
| Avg. Down Month | -6.66% | -16.57% |
| Win Days % | 50.33% | 52.44% |
| Win Month % | 62.86% | 54.76% |
| Win Week % | 55.56% | 49.17% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |