| Metric | 6924642:ltcusd:triple_gx:lsma155_100_60 | 6924642:LTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 106.27% | -15.07% |
| Max Drawdown | -39.54% | -66.87% |
| Sharpe | 0.63 | 0.33 |
| Sortino | 0.99 | 0.48 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.17 | 1.05 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 12.27 | 3.64 |
| Outlier Loss Ratio | 3.58 | 3.37 |
| Volatility (ann.) | 51.28% | 77.35% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.54 | -0.06 |
| Skew | 1.5 | 0.13 |
| Kurtosis | 19.43 | 5.1 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 1.59% | -0.35% |
| Expected Yearly % | 19.84% | -4.0% |
| Kelly Criterion | 6.12% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.33% | -6.59% |
| Expected Shortfall (cVaR) | -4.33% | -6.59% |
| Year | 6924642:LTCUSD | 6924642:ltcusd:triple_gx:lsma155_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.64 | 61.87 | -2.02 | + |
| 2023 | 3.88 | 9.84 | 2.54 | + |
| 2024 | 41.56 | 39.03 | 0.94 | - |
| 2025 | -16.74 | -16.55 | 0.99 | + |
| Metric | 6924642:ltcusd:triple_gx:lsma155_100_60 | 6924642: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.) | 3.71% | 3.11% |
| 5Y (ann.) | 21.17% | -4.24% |
| Metric | 6924642:ltcusd:triple_gx:lsma155_100_60 | 6924642:LTCUSD |
|---|---|---|
| Max Drawdown | -39.54% | -66.87% |
| Longest DD Days | 502.0 | 977.0 |
| Avg. Drawdown | -9.14% | -14.85% |
| Avg. Drawdown Days | 67.0 | 124.0 |
| Recovery Factor | 2.69 | -0.23 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-12-09 | -39.54 | 367 |
| 2023-07-03 | 2024-11-16 | -31.19 | 502 |
| 2022-03-31 | 2022-11-10 | -26.89 | 224 |
| 2022-12-06 | 2023-06-30 | -21.01 | 206 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2022-11-12 | 2022-11-17 | -7.66 | 5 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2022-11-24 | 2022-11-30 | -6.32 | 6 |
| 2022-03-06 | 2022-03-09 | -6.24 | 3 |
| 2022-03-10 | 2022-03-16 | -4.94 | 6 |
| Metric | 6924642:ltcusd:triple_gx:lsma155_100_60 | 6924642:LTCUSD |
|---|---|---|
| Best Day | 28.3% | 28.3% |
| Worst Day | -18.13% | -22.22% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -18.61% | -29.9% |
| Best Month | 56.58% | 48.49% |
| Worst Month | -22.59% | -35.2% |
| Best Year | 61.87% | 41.56% |
| Worst Year | -16.55% | -30.64% |
| Avg. Up Day | 2.93% | 2.93% |
| Avg. Down Day | -2.74% | -2.8% |
| Avg. Up Week | 7.05% | 7.03% |
| Avg. Down Week | -5.91% | -6.48% |
| Avg. Up Month | 16.13% | 15.83% |
| Avg. Down Month | -9.92% | -12.77% |
| Win Days % | 51.53% | 52.01% |
| Win Month % | 56.67% | 52.17% |
| Win Week % | 54.26% | 49.0% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |