| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | -46.76% | 20.19% |
| Max Drawdown | -59.77% | -53.06% |
| Sharpe | -0.26 | 0.29 |
| Sortino | -0.35 | 0.41 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.94 | 1.05 |
| Common Sense Ratio | 0.93 | 1.01 |
| CPC Index | 0.43 | 0.51 |
| Tail Ratio | 0.99 | 0.97 |
| Outlier Win Ratio | 13.12 | 3.98 |
| Outlier Loss Ratio | 3.86 | 3.5 |
| Volatility (ann.) | 27.86% | 41.56% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.6 | 0.26 |
| Skew | -1.1 | -0.27 |
| Kurtosis | 44.61 | 12.87 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -3.44% | 1.03% |
| Expected Yearly % | -27.03% | 9.63% |
| Kelly Criterion | -6.39% | 0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -3.55% |
| Expected Shortfall (cVaR) | -2.42% | -3.55% |
| Year | 9896708:LTCUSD | 9896708:ltcusd:triple_gx:lsma65_55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.12 | -3.17 | -0.10 | - |
| 2025 | -8.33 | -45.02 | 5.40 | - |
| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| MTD | -14.38% | -11.61% |
| 3M | -18.93% | -1.97% |
| 6M | -24.1% | 25.68% |
| YTD | -45.02% | -8.33% |
| 1Y | -47.12% | 33.31% |
| 3Y (ann.) | -35.86% | 13.83% |
| 5Y (ann.) | -35.86% | 13.83% |
| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| Max Drawdown | -59.77% | -53.06% |
| Longest DD Days | 314.0 | 314.0 |
| Avg. Drawdown | -12.8% | -11.58% |
| Avg. Drawdown Days | 57.0 | 42.0 |
| Recovery Factor | -0.78 | 0.38 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-16 | -59.77 | 314 |
| 2024-05-21 | 2024-11-16 | -22.99 | 178 |
| 2024-11-17 | 2024-12-02 | -21.70 | 15 |
| 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 | -0.53 | 0 |
| 2024-05-18 | 2024-05-18 | -0.37 | 0 |
| 2024-12-03 | 2024-12-03 | -0.16 | 0 |
| Metric | 9896708:ltcusd:triple_gx:lsma65_55_15 | 9896708:LTCUSD |
|---|---|---|
| Best Day | 12.08% | 12.8% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -24.14% | -19.48% |
| Best Month | 8.21% | 48.49% |
| Worst Month | -14.81% | -35.2% |
| Best Year | -3.17% | 31.12% |
| Worst Year | -45.02% | -8.33% |
| Avg. Up Day | 1.32% | 1.33% |
| Avg. Down Day | -1.37% | -1.41% |
| Avg. Up Week | 7.35% | 10.24% |
| Avg. Down Week | -6.69% | -6.99% |
| Avg. Up Month | 3.03% | 16.41% |
| Avg. Down Month | -11.31% | -11.88% |
| Win Days % | 47.9% | 51.67% |
| Win Month % | 44.44% | 55.56% |
| Win Week % | 45.07% | 47.37% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |