| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 183.09% | 41.42% |
| Max Drawdown | -28.07% | -49.6% |
| Sharpe | 2.16 | 0.77 |
| Sortino | 4.07 | 1.12 |
| Payoff Ratio | 1.34 | 1.03 |
| Profit Factor | 1.72 | 1.12 |
| Common Sense Ratio | 2.73 | 1.34 |
| CPC Index | 1.23 | 0.6 |
| Tail Ratio | 1.59 | 1.19 |
| Outlier Win Ratio | 13.72 | 3.74 |
| Outlier Loss Ratio | 3.97 | 2.92 |
| Volatility (ann.) | 45.4% | 77.29% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.05 | 0.69 |
| Skew | 1.85 | -0.01 |
| Kurtosis | 12.17 | 2.97 |
| Expected Daily % | 0.24% | 0.08% |
| Expected Monthly % | 7.18% | 2.34% |
| Expected Yearly % | 68.25% | 18.92% |
| Kelly Criterion | 18.47% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.64% | -6.49% |
| Expected Shortfall (cVaR) | -3.64% | -6.49% |
| Year | 6884687:LTCUSD | 6884687:ltcusd:triple_gx:lsma150_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 140.55 | 5.64 | + |
| 2025 | 13.19 | 17.69 | 1.34 | + |
| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| MTD | 35.62% | 35.62% |
| 3M | 48.58% | 53.51% |
| 6M | 17.69% | -14.9% |
| YTD | 17.69% | 13.19% |
| 1Y | 183.96% | 58.84% |
| 3Y (ann.) | 141.89% | 34.2% |
| 5Y (ann.) | 141.89% | 34.2% |
| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -49.6% |
| Longest DD Days | 174.0 | 183.0 |
| Avg. Drawdown | -7.08% | -17.46% |
| Avg. Drawdown Days | 23.0 | 52.0 |
| Recovery Factor | 6.52 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-07-19 | -28.07 | 174 |
| 2024-06-27 | 2024-08-06 | -16.01 | 40 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-09-06 | 2024-11-06 | -7.21 | 61 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| 2024-08-07 | 2024-08-08 | -3.96 | 1 |
| 2025-01-22 | 2025-01-25 | -3.20 | 3 |
| 2024-08-09 | 2024-08-12 | -2.48 | 3 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| Metric | 6884687:ltcusd:triple_gx:lsma150_70_30 | 6884687:LTCUSD |
|---|---|---|
| Best Day | 16.35% | 16.35% |
| Worst Day | -9.25% | -18.13% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -19.48% | -19.48% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -16.43% | -35.2% |
| Best Year | 140.55% | 24.93% |
| Worst Year | 17.69% | 13.19% |
| Avg. Up Day | 3.16% | 3.17% |
| Avg. Down Day | -2.36% | -3.08% |
| Avg. Up Week | 9.43% | 11.53% |
| Avg. Down Week | -4.68% | -7.39% |
| Avg. Up Month | 22.11% | 15.49% |
| Avg. Down Month | -4.39% | -12.88% |
| Win Days % | 53.33% | 52.45% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 64.86% | 48.44% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 100.0% |