| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 6.54% | -35.6% |
| Max Drawdown | -60.37% | -72.26% |
| Sharpe | 0.15 | 0.13 |
| Sortino | 0.22 | 0.18 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.09 | 0.95 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.05 | 0.93 |
| Outlier Win Ratio | 12.5 | 4.17 |
| Outlier Loss Ratio | 4.34 | 3.6 |
| Volatility (ann.) | 26.55% | 39.77% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.03 | -0.15 |
| Skew | 0.49 | -0.05 |
| Kurtosis | 33.21 | 10.07 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.13% | -0.91% |
| Expected Yearly % | 1.6% | -10.42% |
| Kelly Criterion | -2.09% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.28% | -3.41% |
| Expected Shortfall (cVaR) | -2.28% | -3.41% |
| Year | 9892821:LTCUSD | 9892821:ltcusd:triple_gx:lsma45_40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.81 | -9.21 | 0.20 | + |
| 2023 | 3.88 | 10.56 | 2.72 | + |
| 2024 | 41.56 | 65.51 | 1.58 | + |
| 2025 | -17.67 | -35.88 | 2.03 | - |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| MTD | -4.41% | 3.0% |
| 3M | -24.38% | -24.19% |
| 6M | -24.89% | -9.09% |
| YTD | -35.88% | -17.67% |
| 1Y | -42.64% | -23.2% |
| 3Y (ann.) | 4.33% | 3.6% |
| 5Y (ann.) | 1.63% | -10.64% |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Max Drawdown | -60.37% | -72.26% |
| Longest DD Days | 509.0 | 1423.0 |
| Avg. Drawdown | -13.22% | -26.38% |
| Avg. Drawdown Days | 74.0 | 475.0 |
| Recovery Factor | 0.11 | -0.49 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-12-10 | -60.37 | 327 |
| 2022-02-08 | 2023-07-02 | -43.92 | 509 |
| 2024-03-27 | 2024-11-11 | -30.71 | 229 |
| 2023-07-03 | 2024-03-02 | -25.55 | 243 |
| 2024-12-03 | 2025-01-15 | -18.26 | 43 |
| 2024-03-03 | 2024-03-27 | -15.06 | 24 |
| 2024-11-23 | 2024-12-01 | -10.32 | 8 |
| 2024-11-17 | 2024-11-23 | -8.77 | 6 |
| 2024-11-12 | 2024-11-16 | -7.47 | 4 |
| 2022-01-30 | 2022-02-07 | -7.38 | 8 |
| Metric | 9892821:ltcusd:triple_gx:lsma45_40_10 | 9892821:LTCUSD |
|---|---|---|
| Best Day | 18.18% | 18.18% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 33.6% | 31.91% |
| Worst Week | -25.21% | -29.9% |
| Best Month | 29.04% | 48.49% |
| Worst Month | -26.77% | -35.2% |
| Best Year | 65.51% | 41.56% |
| Worst Year | -35.88% | -46.81% |
| Avg. Up Day | 1.32% | 1.33% |
| Avg. Down Day | -1.25% | -1.27% |
| Avg. Up Week | 6.85% | 10.01% |
| Avg. Down Week | -5.0% | -7.08% |
| Avg. Up Month | 10.04% | 17.37% |
| Avg. Down Month | -9.95% | -13.11% |
| Win Days % | 47.72% | 52.01% |
| Win Month % | 50.0% | 52.08% |
| Win Week % | 46.23% | 48.56% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |