| Metric | 6889633:ltcusd:triple_gx:lsma155_100_40 | 6889633:LTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 151.12% | 15.46% |
| Max Drawdown | -52.39% | -66.87% |
| Sharpe | 0.76 | 0.44 |
| Sortino | 1.18 | 0.64 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.51 | 1.03 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 12.88 | 3.83 |
| Outlier Loss Ratio | 3.49 | 3.58 |
| Volatility (ann.) | 56.24% | 77.11% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.6 | 0.06 |
| Skew | 0.92 | 0.22 |
| Kurtosis | 18.23 | 4.9 |
| Expected Daily % | 0.08% | 0.01% |
| Expected Monthly % | 2.27% | 0.35% |
| Expected Yearly % | 25.88% | 3.66% |
| Kelly Criterion | 6.03% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.72% | -6.55% |
| Expected Shortfall (cVaR) | -4.72% | -6.55% |
| Year | 6889633:LTCUSD | 6889633:ltcusd:triple_gx:lsma155_100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.64 | -23.21 | 0.76 | + |
| 2023 | 3.88 | 52.29 | 13.48 | + |
| 2024 | 41.56 | 58.07 | 1.40 | + |
| 2025 | 13.19 | 35.84 | 2.72 | + |
| Metric | 6889633:ltcusd:triple_gx:lsma155_100_40 | 6889633:LTCUSD |
|---|---|---|
| MTD | 25.81% | 35.62% |
| 3M | 28.84% | 53.51% |
| 6M | 35.84% | -14.9% |
| YTD | 35.84% | 13.19% |
| 1Y | 83.37% | 58.84% |
| 3Y (ann.) | 59.46% | 26.27% |
| 5Y (ann.) | 31.3% | 4.34% |
| Metric | 6889633:ltcusd:triple_gx:lsma155_100_40 | 6889633:LTCUSD |
|---|---|---|
| Max Drawdown | -52.39% | -66.87% |
| Longest DD Days | 378.0 | 977.0 |
| Avg. Drawdown | -16.87% | -14.85% |
| Avg. Drawdown Days | 93.0 | 111.0 |
| Recovery Factor | 2.88 | 0.23 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-03-23 | -52.39 | 378 |
| 2024-12-07 | 2025-07-20 | -36.31 | 225 |
| 2023-07-03 | 2024-03-11 | -25.84 | 252 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2024-03-30 | 2024-11-11 | -22.46 | 226 |
| 2023-03-24 | 2023-06-30 | -20.94 | 98 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2022-03-06 | 2022-03-09 | -6.24 | 3 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| Metric | 6889633:ltcusd:triple_gx:lsma155_100_40 | 6889633: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 | 58.07% | 41.56% |
| Worst Year | -23.21% | -30.64% |
| Avg. Up Day | 3.47% | 3.49% |
| Avg. Down Day | -3.14% | -3.45% |
| Avg. Up Week | 8.68% | 9.79% |
| Avg. Down Week | -6.25% | -8.03% |
| Avg. Up Month | 19.57% | 26.47% |
| Avg. Down Month | -7.78% | -14.67% |
| Win Days % | 50.65% | 52.49% |
| Win Month % | 50.0% | 53.66% |
| Win Week % | 52.81% | 49.44% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |