| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 38.76% | -33.49% |
| Max Drawdown | -55.2% | -70.44% |
| Sharpe | 0.21 | 0.13 |
| Sortino | 0.31 | 0.18 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.14 | 0.95 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 1.09 | 0.93 |
| Outlier Win Ratio | 13.94 | 4.17 |
| Outlier Loss Ratio | 4.24 | 3.62 |
| Volatility (ann.) | 24.97% | 39.51% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.17 | -0.15 |
| Skew | -0.09 | -0.16 |
| Kurtosis | 33.25 | 9.73 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.71% | -0.88% |
| Expected Yearly % | 8.53% | -9.69% |
| Kelly Criterion | -0.3% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -3.39% |
| Expected Shortfall (cVaR) | -2.13% | -3.39% |
| Year | 9896706:LTCUSD | 9896706:ltcusd:triple_gx:lsma70_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.66 | 41.66 | -0.82 | + |
| 2023 | 3.88 | 20.06 | 5.17 | + |
| 2024 | 41.56 | 49.27 | 1.19 | + |
| 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.) | 5.9% | 23.28% |
| 5Y (ann.) | 9.15% | -10.33% |
| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| Max Drawdown | -55.2% | -70.44% |
| Longest DD Days | 314.0 | 1029.0 |
| Avg. Drawdown | -7.74% | -50.87% |
| Avg. Drawdown Days | 33.0 | 455.0 |
| Recovery Factor | 0.7 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-16 | -55.20 | 314 |
| 2022-07-20 | 2023-01-03 | -26.85 | 166 |
| 2023-06-24 | 2024-02-29 | -25.63 | 249 |
| 2024-05-21 | 2024-12-02 | -23.57 | 195 |
| 2023-02-16 | 2023-06-03 | -20.88 | 107 |
| 2022-04-17 | 2022-06-19 | -16.50 | 63 |
| 2022-02-10 | 2022-03-22 | -13.68 | 39 |
| 2024-03-30 | 2024-05-20 | -12.42 | 51 |
| 2024-03-03 | 2024-03-26 | -11.70 | 23 |
| 2022-06-26 | 2022-07-18 | -11.35 | 21 |
| Metric | 9896706:ltcusd:triple_gx:lsma70_55_15 | 9896706:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 33.95% | 31.91% |
| Worst Week | -24.14% | -29.9% |
| Best Month | 31.73% | 48.49% |
| Worst Month | -18.07% | -35.2% |
| Best Year | 49.27% | 41.56% |
| Worst Year | -45.34% | -50.66% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.26% | -1.28% |
| Avg. Up Week | 7.43% | 10.18% |
| Avg. Down Week | -4.44% | -6.79% |
| Avg. Up Month | 10.26% | 15.37% |
| Avg. Down Month | -8.57% | -14.55% |
| Win Days % | 49.12% | 52.06% |
| Win Month % | 54.35% | 52.17% |
| Win Week % | 42.86% | 48.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |