| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944:LTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 130.46% | 41.42% |
| Max Drawdown | -34.36% | -49.6% |
| Sharpe | 1.72 | 0.77 |
| Sortino | 3.02 | 1.12 |
| Payoff Ratio | 1.26 | 1.07 |
| Profit Factor | 1.5 | 1.12 |
| Common Sense Ratio | 1.86 | 1.34 |
| CPC Index | 0.99 | 0.63 |
| Tail Ratio | 1.24 | 1.19 |
| Outlier Win Ratio | 12.78 | 3.74 |
| Outlier Loss Ratio | 3.96 | 3.18 |
| Volatility (ann.) | 47.57% | 77.29% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.0 | 0.69 |
| Skew | 1.51 | -0.01 |
| Kurtosis | 10.21 | 2.97 |
| Expected Daily % | 0.19% | 0.08% |
| Expected Monthly % | 5.72% | 2.34% |
| Expected Yearly % | 51.81% | 18.92% |
| Kelly Criterion | 14.41% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -6.49% |
| Expected Shortfall (cVaR) | -3.87% | -6.49% |
| Year | 6884944:LTCUSD | 6884944:ltcusd:triple_gx:lsma125_80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 143.26 | 5.75 | + |
| 2025 | 13.19 | -5.26 | -0.40 | - |
| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944:LTCUSD |
|---|---|---|
| MTD | 22.84% | 35.62% |
| 3M | 40.12% | 53.51% |
| 6M | -5.26% | -14.9% |
| YTD | -5.26% | 13.19% |
| 1Y | 140.75% | 58.84% |
| 3Y (ann.) | 103.14% | 34.2% |
| 5Y (ann.) | 103.14% | 34.2% |
| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944:LTCUSD |
|---|---|---|
| Max Drawdown | -34.36% | -49.6% |
| Longest DD Days | 180.0 | 183.0 |
| Avg. Drawdown | -9.18% | -17.46% |
| Avg. Drawdown Days | 25.0 | 52.0 |
| Recovery Factor | 3.8 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-07-20 | -34.36 | 180 |
| 2024-06-17 | 2024-08-08 | -19.35 | 52 |
| 2024-10-20 | 2024-11-10 | -12.67 | 21 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| 2024-08-09 | 2024-08-12 | -2.48 | 3 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| 2024-12-07 | 2024-12-11 | -1.70 | 4 |
| 2024-12-03 | 2024-12-04 | -1.47 | 1 |
| Metric | 6884944:ltcusd:triple_gx:lsma125_80_30 | 6884944: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 | 143.26% | 24.93% |
| Worst Year | -5.26% | 13.19% |
| Avg. Up Day | 3.14% | 3.15% |
| Avg. Down Day | -2.48% | -2.95% |
| Avg. Up Week | 9.54% | 11.71% |
| Avg. Down Week | -5.0% | -8.42% |
| Avg. Up Month | 25.34% | 17.87% |
| Avg. Down Month | -7.87% | -12.88% |
| Win Days % | 52.25% | 52.45% |
| Win Month % | 53.85% | 60.0% |
| Win Week % | 57.14% | 48.44% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 100.0% |