| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944:LTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 327.39% | 7.68% |
| Max Drawdown | -39.97% | -69.01% |
| Sharpe | 1.07 | 0.41 |
| Sortino | 1.68 | 0.6 |
| Payoff Ratio | 1.2 | 0.99 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.8 | 1.01 |
| CPC Index | 0.79 | 0.55 |
| Tail Ratio | 1.38 | 0.95 |
| Outlier Win Ratio | 13.18 | 3.78 |
| Outlier Loss Ratio | 3.84 | 3.4 |
| Volatility (ann.) | 51.48% | 77.59% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.3 | 0.03 |
| Skew | 0.62 | 0.22 |
| Kurtosis | 14.29 | 4.66 |
| Expected Daily % | 0.12% | 0.01% |
| Expected Monthly % | 3.52% | 0.18% |
| Expected Yearly % | 43.78% | 1.87% |
| Kelly Criterion | 8.8% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -6.59% |
| Expected Shortfall (cVaR) | -4.28% | -6.59% |
| Year | 6884944:LTCUSD | 6884944:ltcusd:triple_gx:lsma125_80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.31 | 5.71 | -0.16 | + |
| 2023 | 3.88 | 31.17 | 8.03 | + |
| 2024 | 41.56 | 225.35 | 5.42 | + |
| 2025 | 13.19 | -5.26 | -0.40 | - |
| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944:LTCUSD |
|---|---|---|
| MTD | 22.84% | 35.62% |
| 3M | 40.12% | 53.51% |
| 6M | -5.26% | -14.9% |
| YTD | -5.26% | 13.19% |
| 1Y | 140.75% | 58.84% |
| 3Y (ann.) | 70.09% | 26.27% |
| 5Y (ann.) | 52.11% | 2.16% |
| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944:LTCUSD |
|---|---|---|
| Max Drawdown | -39.97% | -69.01% |
| Longest DD Days | 229.0 | 1256.0 |
| Avg. Drawdown | -8.88% | -35.87% |
| Avg. Drawdown Days | 38.0 | 628.0 |
| Recovery Factor | 8.19 | 0.11 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2022-11-23 | -39.97 | 229 |
| 2025-01-21 | 2025-07-20 | -34.36 | 180 |
| 2024-03-12 | 2024-08-16 | -27.49 | 157 |
| 2023-03-24 | 2023-10-23 | -23.93 | 213 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-10-20 | 2024-11-10 | -12.67 | 21 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2023-11-12 | 2024-02-29 | -12.23 | 109 |
| 2023-02-01 | 2023-03-13 | -12.13 | 40 |
| 2023-03-15 | 2023-03-17 | -8.93 | 2 |
| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944: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 | 225.35% | 41.56% |
| Worst Year | -5.26% | -35.31% |
| Avg. Up Day | 3.3% | 3.32% |
| Avg. Down Day | -2.75% | -3.35% |
| Avg. Up Week | 8.13% | 10.23% |
| Avg. Down Week | -4.47% | -7.34% |
| Avg. Up Month | 16.35% | 18.31% |
| Avg. Down Month | -9.24% | -12.98% |
| Win Days % | 50.2% | 52.27% |
| Win Month % | 61.76% | 54.76% |
| Win Week % | 52.0% | 49.19% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |