| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 142.82% | -10.56% |
| Max Drawdown | -38.69% | -70.44% |
| Sharpe | 0.36 | 0.18 |
| Sortino | 0.53 | 0.25 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.09 | 1.03 |
| Common Sense Ratio | 1.17 | 0.97 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.07 | 0.94 |
| Outlier Win Ratio | 13.06 | 4.23 |
| Outlier Loss Ratio | 4.01 | 3.61 |
| Volatility (ann.) | 25.94% | 39.35% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.69 | -0.04 |
| Skew | -0.06 | -0.15 |
| Kurtosis | 29.9 | 9.9 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 1.95% | -0.24% |
| Expected Yearly % | 24.83% | -2.75% |
| Kelly Criterion | 2.93% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -3.37% |
| Expected Shortfall (cVaR) | -2.21% | -3.37% |
| Year | 9943666:LTCUSD | 9943666:ltcusd:triple_gx:lsma95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.65 | 81.90 | -2.43 | + |
| 2023 | 3.88 | 0.76 | 0.19 | - |
| 2024 | 41.56 | 34.09 | 0.82 | - |
| 2025 | -8.33 | -1.19 | 0.14 | + |
| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| MTD | -11.0% | -11.61% |
| 3M | 6.79% | -1.97% |
| 6M | 21.68% | 25.68% |
| YTD | -1.19% | -8.33% |
| 1Y | 19.93% | 33.31% |
| 3Y (ann.) | 23.14% | 23.28% |
| 5Y (ann.) | 26.88% | -2.95% |
| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| Max Drawdown | -38.69% | -70.44% |
| Longest DD Days | 502.0 | 1029.0 |
| Avg. Drawdown | -7.53% | -15.26% |
| Avg. Drawdown Days | 32.0 | 135.0 |
| Recovery Factor | 3.69 | -0.15 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-03 | 2024-11-16 | -38.69 | 502 |
| 2024-12-05 | 2025-10-10 | -37.34 | 308 |
| 2022-03-30 | 2022-11-03 | -33.98 | 217 |
| 2023-03-24 | 2023-07-02 | -29.95 | 99 |
| 2022-11-07 | 2022-12-26 | -29.06 | 49 |
| 2025-10-10 | 2025-10-16 | -25.91 | 5 |
| 2022-02-10 | 2022-03-19 | -16.52 | 37 |
| 2023-02-19 | 2023-03-23 | -14.41 | 32 |
| 2024-11-17 | 2024-12-02 | -12.59 | 15 |
| 2022-02-08 | 2022-02-10 | -7.00 | 2 |
| Metric | 9943666:ltcusd:triple_gx:lsma95_85_40 | 9943666:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -23.18% | -23.18% |
| Best Week | 23.1% | 31.91% |
| Worst Week | -19.85% | -29.9% |
| Best Month | 32.03% | 48.49% |
| Worst Month | -22.5% | -35.2% |
| Best Year | 81.9% | 41.56% |
| Worst Year | -1.19% | -33.65% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.27% | -1.3% |
| Avg. Up Week | 7.15% | 9.16% |
| Avg. Down Week | -5.3% | -6.1% |
| Avg. Up Month | 15.4% | 15.87% |
| Avg. Down Month | -10.19% | -15.09% |
| Win Days % | 50.37% | 52.06% |
| Win Month % | 54.35% | 54.35% |
| Win Week % | 48.65% | 48.99% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |