| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 67.63% | 41.42% |
| Max Drawdown | -46.29% | -49.6% |
| Sharpe | 1.08 | 0.77 |
| Sortino | 1.62 | 1.12 |
| Payoff Ratio | 1.07 | 0.94 |
| Profit Factor | 1.28 | 1.12 |
| Common Sense Ratio | 1.54 | 1.34 |
| CPC Index | 0.72 | 0.55 |
| Tail Ratio | 1.21 | 1.19 |
| Outlier Win Ratio | 11.4 | 3.74 |
| Outlier Loss Ratio | 3.73 | 3.46 |
| Volatility (ann.) | 54.29% | 77.29% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.19 | 0.69 |
| Skew | 0.08 | -0.01 |
| Kurtosis | 10.98 | 2.97 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.5% | 2.34% |
| Expected Yearly % | 29.47% | 18.92% |
| Kelly Criterion | 7.8% | 2.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.51% | -6.49% |
| Expected Shortfall (cVaR) | -4.51% | -6.49% |
| Year | 6885698:LTCUSD | 6885698:ltcusd:triple_gx:lsma145_110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 66.08 | 2.65 | + |
| 2025 | 13.19 | 0.93 | 0.07 | - |
| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| MTD | 23.52% | 35.62% |
| 3M | 43.08% | 53.51% |
| 6M | 0.93% | -14.9% |
| YTD | 0.93% | 13.19% |
| 1Y | 59.29% | 58.84% |
| 3Y (ann.) | 55.04% | 34.2% |
| 5Y (ann.) | 55.04% | 34.2% |
| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| Max Drawdown | -46.29% | -49.6% |
| Longest DD Days | 225.0 | 183.0 |
| Avg. Drawdown | -8.94% | -17.46% |
| Avg. Drawdown Days | 31.0 | 52.0 |
| Recovery Factor | 1.46 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -46.29 | 225 |
| 2024-07-03 | 2024-10-29 | -20.65 | 118 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-10-30 | 2024-11-08 | -8.69 | 9 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| 2024-12-03 | 2024-12-04 | -1.47 | 1 |
| 2024-07-01 | 2024-07-02 | -1.21 | 1 |
| 2024-06-28 | 2024-06-29 | -0.59 | 1 |
| Metric | 6885698:ltcusd:triple_gx:lsma145_110_30 | 6885698:LTCUSD |
|---|---|---|
| Best Day | 16.35% | 16.35% |
| Worst Day | -18.13% | -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 | 66.08% | 24.93% |
| Worst Year | 0.93% | 13.19% |
| Avg. Up Day | 3.09% | 3.1% |
| Avg. Down Day | -2.88% | -3.29% |
| Avg. Up Week | 9.13% | 11.14% |
| Avg. Down Week | -5.0% | -8.41% |
| Avg. Up Month | 15.24% | 15.49% |
| Avg. Down Month | -11.03% | -13.99% |
| Win Days % | 52.28% | 52.45% |
| Win Month % | 69.23% | 60.0% |
| Win Week % | 50.0% | 48.44% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 100.0% |