| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 54.13% | -9.43% |
| Max Drawdown | -38.32% | -68.54% |
| Sharpe | 0.24 | 0.18 |
| Sortino | 0.36 | 0.25 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.11 | 0.97 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.04 | 0.94 |
| Outlier Win Ratio | 17.81 | 4.1 |
| Outlier Loss Ratio | 3.69 | 3.49 |
| Volatility (ann.) | 23.47% | 39.18% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.33 | -0.04 |
| Skew | -0.17 | -0.13 |
| Kurtosis | 44.31 | 10.19 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.97% | -0.22% |
| Expected Yearly % | 11.42% | -2.45% |
| Kelly Criterion | 1.55% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -3.35% |
| Expected Shortfall (cVaR) | -2.0% | -3.35% |
| Year | 9943810:LTCUSD | 9943810:ltcusd:triple_gx:lsma220_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.81 | 25.54 | -0.78 | + |
| 2023 | 3.88 | 9.66 | 2.49 | + |
| 2024 | 41.56 | 1.59 | 0.04 | - |
| 2025 | -8.33 | 10.20 | -1.22 | + |
| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| MTD | -14.68% | -11.61% |
| 3M | 0.03% | -1.97% |
| 6M | 23.32% | 25.68% |
| YTD | 10.2% | -8.33% |
| 1Y | 25.43% | 33.31% |
| 3Y (ann.) | 16.51% | 23.28% |
| 5Y (ann.) | 12.62% | -2.68% |
| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| Max Drawdown | -38.32% | -68.54% |
| Longest DD Days | 748.0 | 978.0 |
| Avg. Drawdown | -7.97% | -16.3% |
| Avg. Drawdown Days | 42.0 | 132.0 |
| Recovery Factor | 1.41 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-03 | 2025-07-20 | -38.32 | 748 |
| 2022-11-07 | 2023-01-09 | -29.06 | 63 |
| 2025-10-10 | 2025-10-16 | -25.91 | 5 |
| 2023-04-18 | 2023-07-02 | -25.54 | 75 |
| 2022-05-23 | 2022-11-03 | -25.22 | 163 |
| 2025-08-13 | 2025-10-10 | -11.55 | 57 |
| 2022-03-02 | 2022-03-22 | -10.86 | 19 |
| 2023-03-24 | 2023-04-16 | -9.71 | 23 |
| 2025-07-23 | 2025-08-09 | -9.21 | 17 |
| 2023-03-19 | 2023-03-22 | -7.88 | 3 |
| Metric | 9943810:ltcusd:triple_gx:lsma220_85_40 | 9943810:LTCUSD |
|---|---|---|
| Best Day | 12.15% | 12.8% |
| Worst Day | -23.18% | -23.18% |
| Best Week | 23.1% | 31.91% |
| Worst Week | -21.03% | -29.9% |
| Best Month | 23.36% | 48.49% |
| Worst Month | -17.19% | -35.2% |
| Best Year | 25.54% | 41.56% |
| Worst Year | 1.59% | -32.81% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.34% | -1.36% |
| Avg. Up Week | 6.04% | 9.93% |
| Avg. Down Week | -5.67% | -5.81% |
| Avg. Up Month | 11.63% | 17.85% |
| Avg. Down Month | -6.75% | -14.65% |
| Win Days % | 50.05% | 52.02% |
| Win Month % | 45.24% | 53.33% |
| Win Week % | 53.57% | 48.97% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |