| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 190.57% | 15.46% |
| Max Drawdown | -50.5% | -66.87% |
| Sharpe | 0.84 | 0.44 |
| Sortino | 1.31 | 0.64 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.55 | 1.03 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.25 | 0.97 |
| Outlier Win Ratio | 12.91 | 3.83 |
| Outlier Loss Ratio | 3.48 | 3.57 |
| Volatility (ann.) | 56.0% | 77.11% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.73 | 0.06 |
| Skew | 0.95 | 0.22 |
| Kurtosis | 18.47 | 4.9 |
| Expected Daily % | 0.09% | 0.01% |
| Expected Monthly % | 2.64% | 0.35% |
| Expected Yearly % | 30.56% | 3.66% |
| Kelly Criterion | 6.94% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -6.55% |
| Expected Shortfall (cVaR) | -4.69% | -6.55% |
| Year | 6889518:LTCUSD | 6889518:ltcusd:triple_gx:lsma155_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.64 | -20.25 | 0.66 | + |
| 2023 | 3.88 | 44.00 | 11.34 | + |
| 2024 | 41.56 | 84.15 | 2.02 | + |
| 2025 | 13.19 | 37.39 | 2.83 | + |
| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| MTD | 27.25% | 35.62% |
| 3M | 30.31% | 53.51% |
| 6M | 37.39% | -14.9% |
| YTD | 37.39% | 13.19% |
| 1Y | 110.08% | 58.84% |
| 3Y (ann.) | 63.98% | 26.27% |
| 5Y (ann.) | 37.09% | 4.34% |
| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| Max Drawdown | -50.5% | -66.87% |
| Longest DD Days | 340.0 | 977.0 |
| Avg. Drawdown | -15.07% | -14.85% |
| Avg. Drawdown Days | 81.0 | 111.0 |
| Recovery Factor | 3.77 | 0.23 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-17 | 2023-03-23 | -50.50 | 340 |
| 2024-12-07 | 2025-07-20 | -36.31 | 225 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2023-07-03 | 2024-03-11 | -22.84 | 252 |
| 2023-03-24 | 2023-06-30 | -20.94 | 98 |
| 2024-03-30 | 2024-08-16 | -20.33 | 139 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-08-18 | 2024-11-07 | -8.43 | 81 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2022-03-06 | 2022-03-09 | -6.24 | 3 |
| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| Best Day | 28.3% | 28.3% |
| Worst Day | -19.18% | -19.18% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -29.9% | -29.9% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -28.75% | -35.2% |
| Best Year | 84.15% | 41.56% |
| Worst Year | -20.25% | -30.64% |
| Avg. Up Day | 3.49% | 3.51% |
| Avg. Down Day | -3.14% | -3.47% |
| Avg. Up Week | 8.78% | 9.86% |
| Avg. Down Week | -6.17% | -7.88% |
| Avg. Up Month | 19.52% | 26.47% |
| Avg. Down Month | -8.97% | -14.76% |
| Win Days % | 50.98% | 52.49% |
| Win Month % | 54.84% | 53.66% |
| Win Week % | 52.81% | 49.44% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |