| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 91.65% | 16.05% |
| Max Drawdown | -29.9% | -49.6% |
| Sharpe | 1.17 | 0.52 |
| Sortino | 1.85 | 0.75 |
| Payoff Ratio | 1.25 | 1.03 |
| Profit Factor | 1.36 | 1.08 |
| Common Sense Ratio | 1.84 | 1.23 |
| CPC Index | 0.84 | 0.58 |
| Tail Ratio | 1.36 | 1.13 |
| Outlier Win Ratio | 15.36 | 3.72 |
| Outlier Loss Ratio | 4.19 | 3.05 |
| Volatility (ann.) | 45.79% | 78.26% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.81 | 0.21 |
| Skew | 0.15 | -0.17 |
| Kurtosis | 23.0 | 4.05 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.48% | 0.79% |
| Expected Yearly % | 38.44% | 7.73% |
| Kelly Criterion | 9.26% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.8% | -6.63% |
| Expected Shortfall (cVaR) | -3.8% | -6.63% |
| Year | 6884103:LTCUSD | 6884103:ltcusd:triple_gx:lsma150_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 132.00 | 5.29 | + |
| 2025 | -7.11 | -17.39 | 2.45 | - |
| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| MTD | -4.09% | 0.41% |
| 3M | -18.71% | -19.69% |
| 6M | 5.56% | -3.79% |
| YTD | -17.39% | -7.11% |
| 1Y | 31.87% | 14.36% |
| 3Y (ann.) | 54.11% | 10.4% |
| 5Y (ann.) | 54.11% | 10.4% |
| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| Max Drawdown | -29.9% | -49.6% |
| Longest DD Days | 212.0 | 302.0 |
| Avg. Drawdown | -7.2% | -17.46% |
| Avg. Drawdown Days | 27.0 | 67.0 |
| Recovery Factor | 3.06 | 0.32 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-08-26 | -29.90 | 212 |
| 2025-10-10 | 2025-11-16 | -28.47 | 37 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-08-18 | 2024-11-08 | -9.13 | 82 |
| 2024-06-27 | 2024-07-10 | -7.44 | 13 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-12-07 | 2025-01-25 | -4.56 | 49 |
| 2024-08-07 | 2024-08-08 | -3.96 | 1 |
| 2025-10-04 | 2025-10-09 | -3.05 | 5 |
| 2024-08-09 | 2024-08-12 | -2.48 | 3 |
| Metric | 6884103:ltcusd:triple_gx:lsma150_50_30 | 6884103:LTCUSD |
|---|---|---|
| Best Day | 16.35% | 17.1% |
| Worst Day | -22.22% | -22.22% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -19.48% | -19.48% |
| Best Month | 42.71% | 48.49% |
| Worst Month | -18.6% | -35.2% |
| Best Year | 132.0% | 24.93% |
| Worst Year | -17.39% | -7.11% |
| Avg. Up Day | 2.89% | 2.91% |
| Avg. Down Day | -2.31% | -2.83% |
| Avg. Up Week | 7.73% | 10.96% |
| Avg. Down Week | -4.42% | -7.77% |
| Avg. Up Month | 18.16% | 13.17% |
| Avg. Down Month | -7.76% | -11.48% |
| Win Days % | 49.53% | 51.82% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 55.32% | 46.91% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |