| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 113.68% | 41.42% |
| Max Drawdown | -36.31% | -49.6% |
| Sharpe | 1.5 | 0.77 |
| Sortino | 2.38 | 1.12 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 1.47 | 1.12 |
| Common Sense Ratio | 2.24 | 1.34 |
| CPC Index | 0.9 | 0.59 |
| Tail Ratio | 1.52 | 1.19 |
| Outlier Win Ratio | 14.07 | 3.93 |
| Outlier Loss Ratio | 3.76 | 3.4 |
| Volatility (ann.) | 51.73% | 77.29% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.49 | 0.69 |
| Skew | 0.4 | -0.01 |
| Kurtosis | 13.92 | 2.97 |
| Expected Daily % | 0.18% | 0.08% |
| Expected Monthly % | 5.19% | 2.34% |
| Expected Yearly % | 46.18% | 18.92% |
| Kelly Criterion | 12.43% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.24% | -6.49% |
| Expected Shortfall (cVaR) | -4.24% | -6.49% |
| Year | 6889518:LTCUSD | 6889518:ltcusd:triple_gx:lsma155_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 55.53 | 2.23 | + |
| 2025 | 13.19 | 37.39 | 2.83 | + |
| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| MTD | 27.25% | 35.62% |
| 3M | 30.31% | 53.51% |
| 6M | 37.39% | -14.9% |
| YTD | 37.39% | 13.19% |
| 1Y | 110.08% | 58.84% |
| 3Y (ann.) | 90.51% | 34.2% |
| 5Y (ann.) | 90.51% | 34.2% |
| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518:LTCUSD |
|---|---|---|
| Max Drawdown | -36.31% | -49.6% |
| Longest DD Days | 225.0 | 183.0 |
| Avg. Drawdown | -7.79% | -17.46% |
| Avg. Drawdown Days | 27.0 | 52.0 |
| Recovery Factor | 3.13 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -36.31 | 225 |
| 2024-07-03 | 2024-07-15 | -14.31 | 12 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-08-18 | 2024-11-07 | -8.43 | 81 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-07-22 | 2024-08-08 | -7.38 | 17 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| 2024-07-17 | 2024-07-19 | -2.54 | 2 |
| 2024-08-09 | 2024-08-12 | -2.48 | 3 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| Metric | 6889518:ltcusd:triple_gx:lsma155_95_40 | 6889518: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 | -10.56% | -35.2% |
| Best Year | 55.53% | 24.93% |
| Worst Year | 37.39% | 13.19% |
| Avg. Up Day | 3.36% | 3.37% |
| Avg. Down Day | -2.92% | -3.37% |
| Avg. Up Week | 9.66% | 10.94% |
| Avg. Down Week | -6.58% | -8.01% |
| Avg. Up Month | 29.09% | 28.27% |
| Avg. Down Month | -4.75% | -6.74% |
| Win Days % | 53.12% | 52.45% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 58.06% | 48.44% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |