| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 219.85% | -30.33% |
| Max Drawdown | -47.53% | -69.01% |
| Sharpe | 0.84 | 0.27 |
| Sortino | 1.3 | 0.38 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 1.62 | 0.99 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 13.68 | 3.79 |
| Outlier Loss Ratio | 3.46 | 3.4 |
| Volatility (ann.) | 54.24% | 77.8% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.76 | -0.13 |
| Skew | 0.75 | 0.13 |
| Kurtosis | 21.17 | 4.98 |
| Expected Daily % | 0.08% | -0.03% |
| Expected Monthly % | 2.56% | -0.78% |
| Expected Yearly % | 33.73% | -8.64% |
| Kelly Criterion | 8.66% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.54% | -6.64% |
| Expected Shortfall (cVaR) | -4.54% | -6.64% |
| Year | 6890831:LTCUSD | 6890831:ltcusd:triple_gx:lsma130_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.00 | -19.09 | 0.39 | + |
| 2023 | 3.88 | 40.26 | 10.38 | + |
| 2024 | 41.56 | 121.73 | 2.93 | + |
| 2025 | -7.11 | 27.10 | -3.81 | + |
| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| MTD | 0.0% | 0.41% |
| 3M | -23.69% | -19.69% |
| 6M | -5.55% | -3.79% |
| YTD | 27.1% | -7.11% |
| 1Y | 78.9% | 14.36% |
| 3Y (ann.) | 73.26% | 18.21% |
| 5Y (ann.) | 36.07% | -9.13% |
| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| Max Drawdown | -47.53% | -69.01% |
| Longest DD Days | 505.0 | 1375.0 |
| Avg. Drawdown | -12.23% | -35.87% |
| Avg. Drawdown Days | 58.0 | 688.0 |
| Recovery Factor | 4.63 | -0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-06-30 | -47.53 | 505 |
| 2025-08-14 | 2025-11-16 | -34.21 | 94 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2024-03-30 | 2024-11-10 | -23.87 | 225 |
| 2023-07-03 | 2023-11-11 | -19.24 | 131 |
| 2024-12-07 | 2025-02-13 | -19.24 | 68 |
| 2025-05-11 | 2025-07-19 | -16.68 | 69 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2023-11-12 | 2024-01-11 | -12.07 | 60 |
| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| Best Day | 28.3% | 28.3% |
| Worst Day | -22.22% | -22.22% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -29.9% | -29.9% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -28.88% | -35.2% |
| Best Year | 121.73% | 41.56% |
| Worst Year | -19.09% | -49.0% |
| Avg. Up Day | 3.37% | 3.38% |
| Avg. Down Day | -2.93% | -3.33% |
| Avg. Up Week | 9.24% | 9.37% |
| Avg. Down Week | -6.24% | -8.45% |
| Avg. Up Month | 15.74% | 19.16% |
| Avg. Down Month | -8.94% | -16.82% |
| Win Days % | 51.2% | 51.86% |
| Win Month % | 60.61% | 52.17% |
| Win Week % | 51.06% | 47.76% |
| Win Quarter % | 68.75% | 50.0% |
| Win Year % | 75.0% | 50.0% |