| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 124.56% | 41.42% |
| Max Drawdown | -27.09% | -49.6% |
| Sharpe | 1.62 | 0.77 |
| Sortino | 2.61 | 1.12 |
| Payoff Ratio | 1.14 | 1.04 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 2.05 | 1.34 |
| CPC Index | 0.95 | 0.61 |
| Tail Ratio | 1.34 | 1.19 |
| Outlier Win Ratio | 14.02 | 3.74 |
| Outlier Loss Ratio | 3.27 | 3.08 |
| Volatility (ann.) | 49.9% | 77.29% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.64 | 0.69 |
| Skew | 0.42 | -0.01 |
| Kurtosis | 15.0 | 2.97 |
| Expected Daily % | 0.19% | 0.08% |
| Expected Monthly % | 5.54% | 2.34% |
| Expected Yearly % | 49.85% | 18.92% |
| Kelly Criterion | 14.89% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.07% | -6.49% |
| Expected Shortfall (cVaR) | -4.07% | -6.49% |
| Year | 6894296:LTCUSD | 6894296:ltcusd:triple_gx:lsma210_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 83.08 | 3.33 | + |
| 2025 | 13.19 | 22.66 | 1.72 | + |
| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| MTD | 23.0% | 35.62% |
| 3M | 14.16% | 53.51% |
| 6M | 22.66% | -14.9% |
| YTD | 22.66% | 13.19% |
| 1Y | 89.53% | 58.84% |
| 3Y (ann.) | 98.72% | 34.2% |
| 5Y (ann.) | 98.72% | 34.2% |
| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| Max Drawdown | -27.09% | -49.6% |
| Longest DD Days | 225.0 | 183.0 |
| Avg. Drawdown | -6.9% | -17.46% |
| Avg. Drawdown Days | 22.0 | 52.0 |
| Recovery Factor | 4.6 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -27.09 | 225 |
| 2024-10-20 | 2024-11-11 | -16.47 | 22 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-07-22 | 2024-08-13 | -11.17 | 22 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| 2024-07-07 | 2024-07-10 | -5.12 | 3 |
| 2024-10-07 | 2024-10-17 | -4.15 | 10 |
| 2024-07-17 | 2024-07-19 | -2.54 | 2 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| Metric | 6894296:ltcusd:triple_gx:lsma210_80_55 | 6894296:LTCUSD |
|---|---|---|
| Best Day | 16.35% | 16.35% |
| Worst Day | -18.13% | -18.13% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -18.61% | -19.48% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -7.19% | -35.2% |
| Best Year | 83.08% | 24.93% |
| Worst Year | 22.66% | 13.19% |
| Avg. Up Day | 3.4% | 3.42% |
| Avg. Down Day | -2.98% | -3.28% |
| Avg. Up Week | 9.39% | 11.32% |
| Avg. Down Week | -6.74% | -10.02% |
| Avg. Up Month | 25.55% | 28.12% |
| Avg. Down Month | -7.19% | -1.21% |
| Win Days % | 54.67% | 52.45% |
| Win Month % | 75.0% | 60.0% |
| Win Week % | 64.29% | 48.44% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |