| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 169.02% | 17.53% |
| Max Drawdown | -50.7% | -56.27% |
| Sharpe | 0.84 | 0.45 |
| Sortino | 1.31 | 0.66 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 14.69 | 3.8 |
| Outlier Loss Ratio | 3.37 | 3.51 |
| Volatility (ann.) | 53.35% | 77.52% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.71 | 0.09 |
| Skew | 1.09 | 0.24 |
| Kurtosis | 22.87 | 5.03 |
| Expected Daily % | 0.08% | 0.01% |
| Expected Monthly % | 2.57% | 0.41% |
| Expected Yearly % | 28.07% | 4.12% |
| Kelly Criterion | 8.13% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.47% | -6.58% |
| Expected Shortfall (cVaR) | -4.47% | -6.58% |
| Year | 6894296:LTCUSD | 6894296:ltcusd:triple_gx:lsma210_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -29.39 | -25.58 | 0.87 | + |
| 2023 | 3.88 | 36.03 | 9.28 | + |
| 2024 | 41.56 | 116.65 | 2.81 | + |
| 2025 | 13.19 | 22.66 | 1.72 | + |
| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| MTD | 23.0% | 35.62% |
| 3M | 14.16% | 53.51% |
| 6M | 22.66% | -14.9% |
| YTD | 22.66% | 13.19% |
| 1Y | 89.53% | 58.84% |
| 3Y (ann.) | 62.26% | 26.27% |
| 5Y (ann.) | 35.95% | 5.14% |
| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| Max Drawdown | -50.7% | -56.27% |
| Longest DD Days | 421.0 | 517.0 |
| Avg. Drawdown | -11.55% | -25.94% |
| Avg. Drawdown Days | 64.0 | 129.0 |
| Recovery Factor | 3.33 | 0.31 |
| Ulcer Index | 7.18 | 7.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-06-30 | -50.70 | 421 |
| 2024-12-07 | 2025-07-20 | -27.09 | 225 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2023-07-03 | 2024-03-11 | -18.18 | 252 |
| 2024-10-20 | 2024-11-11 | -16.47 | 22 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-07-22 | 2024-08-13 | -11.17 | 22 |
| 2024-03-30 | 2024-07-10 | -10.32 | 102 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296: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 | -31.18% | -35.2% |
| Best Year | 116.65% | 41.56% |
| Worst Year | -25.58% | -29.39% |
| Avg. Up Day | 3.37% | 3.38% |
| Avg. Down Day | -3.15% | -3.36% |
| Avg. Up Week | 8.35% | 9.62% |
| Avg. Down Week | -7.21% | -8.56% |
| Avg. Up Month | 14.89% | 21.14% |
| Avg. Down Month | -9.55% | -15.0% |
| Win Days % | 52.53% | 52.48% |
| Win Month % | 66.67% | 53.85% |
| Win Week % | 58.57% | 48.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |