| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 122.06% | 16.05% |
| Max Drawdown | -34.21% | -49.6% |
| Sharpe | 1.28 | 0.52 |
| Sortino | 1.95 | 0.75 |
| Payoff Ratio | 1.17 | 1.03 |
| Profit Factor | 1.38 | 1.08 |
| Common Sense Ratio | 1.77 | 1.23 |
| CPC Index | 0.86 | 0.57 |
| Tail Ratio | 1.28 | 1.13 |
| Outlier Win Ratio | 13.46 | 3.76 |
| Outlier Loss Ratio | 3.51 | 3.26 |
| Volatility (ann.) | 51.85% | 78.26% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.04 | 0.21 |
| Skew | -0.31 | -0.17 |
| Kurtosis | 18.05 | 4.05 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.29% | 0.79% |
| Expected Yearly % | 49.02% | 7.73% |
| Kelly Criterion | 13.28% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -6.63% |
| Expected Shortfall (cVaR) | -4.28% | -6.63% |
| Year | 6890831:LTCUSD | 6890831:ltcusd:triple_gx:lsma130_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 74.71 | 3.00 | + |
| 2025 | -7.11 | 27.10 | -3.81 | + |
| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| MTD | 0.0% | 0.41% |
| 3M | -23.69% | -19.69% |
| 6M | -5.55% | -3.79% |
| YTD | 27.1% | -7.11% |
| 1Y | 78.9% | 14.36% |
| 3Y (ann.) | 69.96% | 10.4% |
| 5Y (ann.) | 69.96% | 10.4% |
| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| Max Drawdown | -34.21% | -49.6% |
| Longest DD Days | 94.0 | 302.0 |
| Avg. Drawdown | -8.53% | -17.46% |
| Avg. Drawdown Days | 24.0 | 67.0 |
| Recovery Factor | 3.57 | 0.32 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-14 | 2025-11-16 | -34.21 | 94 |
| 2024-12-07 | 2025-02-13 | -19.24 | 68 |
| 2024-07-03 | 2024-08-08 | -18.50 | 36 |
| 2025-05-11 | 2025-07-19 | -16.68 | 69 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-10-30 | 2024-11-09 | -11.56 | 10 |
| 2025-07-23 | 2025-08-04 | -11.38 | 12 |
| 2025-02-16 | 2025-05-08 | -8.67 | 81 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-06-21 | 2024-06-29 | -6.71 | 8 |
| Metric | 6890831:ltcusd:triple_gx:lsma130_75_45 | 6890831:LTCUSD |
|---|---|---|
| Best Day | 16.35% | 17.1% |
| Worst Day | -22.22% | -22.22% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -22.36% | -19.48% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -24.56% | -35.2% |
| Best Year | 74.71% | 24.93% |
| Worst Year | 27.1% | -7.11% |
| Avg. Up Day | 3.22% | 3.23% |
| Avg. Down Day | -2.77% | -3.15% |
| Avg. Up Week | 9.74% | 9.94% |
| Avg. Down Week | -5.86% | -8.41% |
| Avg. Up Month | 19.4% | 15.09% |
| Avg. Down Month | -13.98% | -8.77% |
| Win Days % | 53.33% | 51.82% |
| Win Month % | 69.23% | 57.89% |
| Win Week % | 52.5% | 46.91% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |