| Metric | 6894314:ltcusd:triple_gx:lsma230_80_55 | 6894314:LTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 475.75% | 66.2% |
| Max Drawdown | -27.09% | -50.72% |
| Sharpe | 1.34 | 0.59 |
| Sortino | 2.33 | 0.87 |
| Payoff Ratio | 1.21 | 1.08 |
| Profit Factor | 1.45 | 1.09 |
| Common Sense Ratio | 1.88 | 1.1 |
| CPC Index | 0.92 | 0.62 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 14.86 | 3.88 |
| Outlier Loss Ratio | 3.43 | 3.23 |
| Volatility (ann.) | 50.39% | 75.89% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.73 | 0.34 |
| Skew | 2.08 | 0.41 |
| Kurtosis | 24.86 | 4.99 |
| Expected Daily % | 0.15% | 0.04% |
| Expected Monthly % | 4.59% | 1.31% |
| Expected Yearly % | 54.9% | 13.54% |
| Kelly Criterion | 13.49% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.15% | -6.41% |
| Expected Shortfall (cVaR) | -4.15% | -6.41% |
| Year | 6894314:LTCUSD | 6894314:ltcusd:triple_gx:lsma230_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.16 | 19.79 | -126.26 | + |
| 2023 | 3.88 | 44.17 | 11.38 | + |
| 2024 | 41.56 | 124.07 | 2.99 | + |
| 2025 | 13.19 | 48.79 | 3.70 | + |
| Metric | 6894314:ltcusd:triple_gx:lsma230_80_55 | 6894314:LTCUSD |
|---|---|---|
| MTD | 23.0% | 35.62% |
| 3M | 23.0% | 53.51% |
| 6M | 48.79% | -14.9% |
| YTD | 48.79% | 13.19% |
| 1Y | 149.38% | 58.84% |
| 3Y (ann.) | 86.27% | 26.27% |
| 5Y (ann.) | 74.05% | 17.45% |
| Metric | 6894314:ltcusd:triple_gx:lsma230_80_55 | 6894314:LTCUSD |
|---|---|---|
| Max Drawdown | -27.09% | -50.72% |
| Longest DD Days | 252.0 | 517.0 |
| Avg. Drawdown | -8.67% | -16.25% |
| Avg. Drawdown Days | 35.0 | 71.0 |
| Recovery Factor | 17.56 | 1.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-17 | -27.09 | 222 |
| 2024-03-12 | 2024-03-29 | -24.46 | 17 |
| 2023-07-03 | 2024-03-11 | -21.31 | 252 |
| 2022-05-25 | 2022-11-19 | -20.58 | 178 |
| 2023-06-06 | 2023-06-23 | -19.71 | 17 |
| 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 | 2024-07-12 | -10.32 | 104 |
| 2023-06-24 | 2023-06-30 | -9.10 | 6 |
| Metric | 6894314:ltcusd:triple_gx:lsma230_80_55 | 6894314: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 | 124.07% | 41.56% |
| Worst Year | 19.79% | -0.16% |
| Avg. Up Day | 3.4% | 3.41% |
| Avg. Down Day | -2.81% | -3.16% |
| Avg. Up Week | 9.07% | 9.95% |
| Avg. Down Week | -6.5% | -7.58% |
| Avg. Up Month | 17.96% | 24.77% |
| Avg. Down Month | -5.63% | -14.98% |
| Win Days % | 52.59% | 52.52% |
| Win Month % | 72.0% | 53.85% |
| Win Week % | 63.24% | 49.11% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |