| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 374.22% | 66.2% |
| Max Drawdown | -37.23% | -50.72% |
| Sharpe | 1.19 | 0.59 |
| Sortino | 2.01 | 0.87 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.38 | 1.09 |
| Common Sense Ratio | 1.84 | 1.1 |
| CPC Index | 0.89 | 0.63 |
| Tail Ratio | 1.33 | 1.01 |
| Outlier Win Ratio | 14.84 | 4.03 |
| Outlier Loss Ratio | 3.4 | 3.37 |
| Volatility (ann.) | 52.54% | 75.89% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.71 | 0.34 |
| Skew | 1.77 | 0.41 |
| Kurtosis | 21.93 | 4.99 |
| Expected Daily % | 0.14% | 0.04% |
| Expected Monthly % | 4.07% | 1.31% |
| Expected Yearly % | 47.57% | 13.54% |
| Kelly Criterion | 12.54% | 8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.35% | -6.41% |
| Expected Shortfall (cVaR) | -4.35% | -6.41% |
| Year | 6891441:LTCUSD | 6891441:ltcusd:triple_gx:lsma230_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.16 | -0.91 | 5.84 | - |
| 2023 | 3.88 | 53.16 | 13.70 | + |
| 2024 | 41.56 | 132.24 | 3.18 | + |
| 2025 | 13.19 | 34.55 | 2.62 | + |
| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| MTD | 21.76% | 35.62% |
| 3M | 21.76% | 53.51% |
| 6M | 34.55% | -14.9% |
| YTD | 34.55% | 13.19% |
| 1Y | 96.0% | 58.84% |
| 3Y (ann.) | 74.62% | 26.27% |
| 5Y (ann.) | 63.68% | 17.45% |
| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| Max Drawdown | -37.23% | -50.72% |
| Longest DD Days | 243.0 | 517.0 |
| Avg. Drawdown | -11.14% | -16.25% |
| Avg. Drawdown Days | 51.0 | 71.0 |
| Recovery Factor | 10.05 | 1.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2023-01-20 | -37.23 | 240 |
| 2024-12-07 | 2025-07-19 | -33.09 | 224 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2023-03-24 | 2023-06-30 | -24.28 | 98 |
| 2024-07-24 | 2024-11-10 | -20.61 | 109 |
| 2023-07-03 | 2024-03-02 | -19.78 | 243 |
| 2024-03-03 | 2024-03-11 | -13.26 | 8 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-03-30 | 2024-07-10 | -10.32 | 102 |
| 2023-03-15 | 2023-03-17 | -8.93 | 2 |
| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| Best Day | 28.3% | 28.3% |
| Worst Day | -18.13% | -18.13% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.61% | -23.4% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -11.12% | -35.2% |
| Best Year | 132.24% | 41.56% |
| Worst Year | -0.91% | -0.16% |
| Avg. Up Day | 3.57% | 3.58% |
| Avg. Down Day | -2.88% | -3.29% |
| Avg. Up Week | 8.94% | 9.86% |
| Avg. Down Week | -6.39% | -9.47% |
| Avg. Up Month | 17.02% | 24.31% |
| Avg. Down Month | -3.94% | -12.97% |
| Win Days % | 51.55% | 52.52% |
| Win Month % | 60.0% | 53.85% |
| Win Week % | 61.11% | 49.11% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |