| Metric | 6924638:ltcusd:triple_gx:lsma140_100_60 | 6924638:LTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 36.58% | -26.26% |
| Max Drawdown | -41.57% | -66.87% |
| Sharpe | 0.41 | 0.28 |
| Sortino | 0.62 | 0.41 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | 1.1 | 1.01 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.0 | 0.97 |
| Outlier Win Ratio | 12.15 | 3.64 |
| Outlier Loss Ratio | 3.59 | 3.41 |
| Volatility (ann.) | 50.67% | 77.53% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.21 | -0.11 |
| Skew | 0.67 | 0.14 |
| Kurtosis | 11.99 | 5.0 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 0.67% | -0.65% |
| Expected Yearly % | 8.11% | -7.33% |
| Kelly Criterion | 3.16% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -6.61% |
| Expected Shortfall (cVaR) | -4.3% | -6.61% |
| Year | 6924638:LTCUSD | 6924638:ltcusd:triple_gx:lsma140_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.77 | 21.56 | -0.54 | + |
| 2023 | 3.88 | -19.34 | -4.98 | - |
| 2024 | 41.56 | 66.94 | 1.61 | + |
| 2025 | -16.74 | -16.55 | 0.99 | + |
| Metric | 6924638:ltcusd:triple_gx:lsma140_100_60 | 6924638:LTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.0% | -25.32% |
| 6M | -9.92% | -1.62% |
| YTD | -16.55% | -16.74% |
| 1Y | -36.27% | -36.41% |
| 3Y (ann.) | -0.55% | 3.11% |
| 5Y (ann.) | 8.52% | -7.68% |
| Metric | 6924638:ltcusd:triple_gx:lsma140_100_60 | 6924638:LTCUSD |
|---|---|---|
| Max Drawdown | -41.57% | -66.87% |
| Longest DD Days | 711.0 | 977.0 |
| Avg. Drawdown | -11.13% | -18.53% |
| Avg. Drawdown Days | 85.0 | 153.0 |
| Recovery Factor | 0.88 | -0.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-06 | 2024-11-16 | -41.57 | 711 |
| 2024-12-07 | 2025-12-09 | -39.54 | 367 |
| 2022-03-31 | 2022-11-22 | -35.75 | 236 |
| 2022-03-01 | 2022-03-19 | -13.59 | 18 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2022-11-24 | 2022-11-30 | -6.32 | 6 |
| 2022-02-26 | 2022-02-28 | -5.71 | 2 |
| 2022-12-01 | 2022-12-05 | -3.47 | 4 |
| 2022-02-22 | 2022-02-25 | -3.17 | 3 |
| Metric | 6924638:ltcusd:triple_gx:lsma140_100_60 | 6924638:LTCUSD |
|---|---|---|
| Best Day | 19.54% | 28.3% |
| Worst Day | -18.13% | -22.22% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.61% | -29.9% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -22.59% | -35.2% |
| Best Year | 66.94% | 41.56% |
| Worst Year | -19.34% | -39.77% |
| Avg. Up Day | 2.89% | 2.89% |
| Avg. Down Day | -2.8% | -2.85% |
| Avg. Up Week | 6.57% | 6.9% |
| Avg. Down Week | -6.04% | -6.5% |
| Avg. Up Month | 12.35% | 14.44% |
| Avg. Down Month | -10.85% | -13.37% |
| Win Days % | 50.82% | 51.81% |
| Win Month % | 58.06% | 51.06% |
| Win Week % | 53.06% | 48.28% |
| Win Quarter % | 53.33% | 56.25% |
| Win Year % | 50.0% | 50.0% |