| Metric | 9929780:ltcusd:triple_gx:lsma70_60_15 | 9929780:LTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 23.64% | -33.49% |
| Max Drawdown | -51.81% | -70.44% |
| Sharpe | 0.18 | 0.13 |
| Sortino | 0.27 | 0.18 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.12 | 0.95 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.07 | 0.93 |
| Outlier Win Ratio | 13.16 | 4.21 |
| Outlier Loss Ratio | 4.22 | 3.66 |
| Volatility (ann.) | 25.74% | 39.51% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.11 | -0.15 |
| Skew | -0.03 | -0.16 |
| Kurtosis | 30.25 | 9.73 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.46% | -0.88% |
| Expected Yearly % | 5.45% | -9.69% |
| Kelly Criterion | -0.8% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -3.39% |
| Expected Shortfall (cVaR) | -2.2% | -3.39% |
| Year | 9929780:LTCUSD | 9929780:ltcusd:triple_gx:lsma70_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.66 | 39.30 | -0.78 | + |
| 2023 | 3.88 | -7.65 | -1.97 | - |
| 2024 | 41.56 | 61.59 | 1.48 | + |
| 2025 | -8.33 | -40.52 | 4.86 | - |
| Metric | 9929780:ltcusd:triple_gx:lsma70_60_15 | 9929780:LTCUSD |
|---|---|---|
| MTD | -18.38% | -11.61% |
| 3M | -13.61% | -1.97% |
| 6M | -20.09% | 25.68% |
| YTD | -40.52% | -8.33% |
| 1Y | -35.57% | 33.31% |
| 3Y (ann.) | 7.73% | 23.28% |
| 5Y (ann.) | 5.83% | -10.33% |
| Metric | 9929780:ltcusd:triple_gx:lsma70_60_15 | 9929780:LTCUSD |
|---|---|---|
| Max Drawdown | -51.81% | -70.44% |
| Longest DD Days | 314.0 | 1029.0 |
| Avg. Drawdown | -10.46% | -50.87% |
| Avg. Drawdown Days | 42.0 | 455.0 |
| Recovery Factor | 0.46 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-16 | -51.81 | 314 |
| 2022-07-20 | 2022-12-25 | -33.91 | 158 |
| 2023-06-24 | 2024-03-01 | -32.45 | 250 |
| 2023-02-16 | 2023-06-23 | -23.87 | 127 |
| 2024-03-30 | 2024-11-11 | -23.15 | 226 |
| 2024-11-17 | 2024-12-02 | -20.18 | 15 |
| 2022-03-25 | 2022-06-23 | -19.34 | 90 |
| 2022-03-01 | 2022-03-22 | -16.28 | 21 |
| 2024-03-03 | 2024-03-27 | -14.40 | 24 |
| 2022-06-26 | 2022-07-20 | -13.93 | 24 |
| Metric | 9929780:ltcusd:triple_gx:lsma70_60_15 | 9929780:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -23.32% | -23.18% |
| Best Week | 30.82% | 31.91% |
| Worst Week | -27.69% | -29.9% |
| Best Month | 31.65% | 48.49% |
| Worst Month | -18.38% | -35.2% |
| Best Year | 61.59% | 41.56% |
| Worst Year | -40.52% | -50.66% |
| Avg. Up Day | 1.31% | 1.31% |
| Avg. Down Day | -1.28% | -1.3% |
| Avg. Up Week | 7.62% | 10.02% |
| Avg. Down Week | -4.58% | -7.18% |
| Avg. Up Month | 9.8% | 14.68% |
| Avg. Down Month | -9.05% | -15.02% |
| Win Days % | 49.16% | 52.06% |
| Win Month % | 54.35% | 52.17% |
| Win Week % | 42.46% | 48.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |