| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -44.87% | 20.19% |
| Max Drawdown | -55.2% | -53.06% |
| Sharpe | -0.24 | 0.29 |
| Sortino | -0.34 | 0.41 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.94 | 1.05 |
| Common Sense Ratio | 0.95 | 1.01 |
| CPC Index | 0.43 | 0.51 |
| Tail Ratio | 1.01 | 0.97 |
| Outlier Win Ratio | 13.77 | 3.98 |
| Outlier Loss Ratio | 3.84 | 3.46 |
| Volatility (ann.) | 27.35% | 41.56% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.62 | 0.26 |
| Skew | -1.07 | -0.27 |
| Kurtosis | 47.67 | 12.87 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.25% | 1.03% |
| Expected Yearly % | -25.75% | 9.63% |
| Kelly Criterion | -6.13% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -3.55% |
| Expected Shortfall (cVaR) | -2.37% | -3.55% |
| Year | 9896706:LTCUSD | 9896706:ltcusd:triple_gx:lsma70_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | 0.87 | 0.03 | - |
| 2025 | -8.33 | -45.34 | 5.44 | - |
| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| MTD | -14.38% | -11.61% |
| 3M | -20.58% | -1.97% |
| 6M | -20.75% | 25.68% |
| YTD | -45.34% | -8.33% |
| 1Y | -39.74% | 33.31% |
| 3Y (ann.) | -34.27% | 13.83% |
| 5Y (ann.) | -34.27% | 13.83% |
| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| Max Drawdown | -55.2% | -53.06% |
| Longest DD Days | 314.0 | 314.0 |
| Avg. Drawdown | -11.18% | -11.58% |
| Avg. Drawdown Days | 64.0 | 42.0 |
| Recovery Factor | -0.81 | 0.38 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-16 | -55.20 | 314 |
| 2024-05-21 | 2024-12-02 | -23.57 | 195 |
| 2024-12-03 | 2024-12-05 | -6.54 | 1 |
| 2024-05-18 | 2024-05-20 | -2.20 | 2 |
| 2024-05-21 | 2024-05-21 | -0.91 | 0 |
| 2024-05-16 | 2024-05-17 | -0.47 | 0 |
| 2024-05-18 | 2024-05-18 | -0.37 | 0 |
| 2024-12-03 | 2024-12-03 | -0.16 | 0 |
| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| Best Day | 12.08% | 12.8% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 33.95% | 31.91% |
| Worst Week | -24.14% | -19.48% |
| Best Month | 13.86% | 48.49% |
| Worst Month | -16.25% | -35.2% |
| Best Year | 0.87% | 31.12% |
| Worst Year | -45.34% | -8.33% |
| Avg. Up Day | 1.31% | 1.31% |
| Avg. Down Day | -1.36% | -1.4% |
| Avg. Up Week | 7.26% | 10.24% |
| Avg. Down Week | -6.65% | -7.54% |
| Avg. Up Month | 6.83% | 16.41% |
| Avg. Down Month | -10.11% | -11.02% |
| Win Days % | 47.99% | 51.67% |
| Win Month % | 38.89% | 55.56% |
| Win Week % | 44.12% | 47.37% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 50.0% | 50.0% |