| Metric | 6891191:ltcusd:triple_gx:lsma230_85_45 | 6891191:LTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 139.63% | 41.42% |
| Max Drawdown | -37.45% | -49.6% |
| Sharpe | 1.7 | 0.77 |
| Sortino | 2.75 | 1.12 |
| Payoff Ratio | 1.22 | 1.06 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.49 | 1.34 |
| CPC Index | 1.09 | 0.62 |
| Tail Ratio | 1.57 | 1.19 |
| Outlier Win Ratio | 15.14 | 3.93 |
| Outlier Loss Ratio | 3.19 | 3.37 |
| Volatility (ann.) | 51.32% | 77.29% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.94 | 0.69 |
| Skew | 0.45 | -0.01 |
| Kurtosis | 14.48 | 2.97 |
| Expected Daily % | 0.2% | 0.08% |
| Expected Monthly % | 6.0% | 2.34% |
| Expected Yearly % | 54.8% | 18.92% |
| Kelly Criterion | 20.15% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.18% | -6.49% |
| Expected Shortfall (cVaR) | -4.18% | -6.49% |
| Year | 6891191:LTCUSD | 6891191:ltcusd:triple_gx:lsma230_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 76.29 | 3.06 | + |
| 2025 | 13.19 | 35.93 | 2.72 | + |
| Metric | 6891191:ltcusd:triple_gx:lsma230_85_45 | 6891191:LTCUSD |
|---|---|---|
| MTD | 23.0% | 35.62% |
| 3M | 23.0% | 53.51% |
| 6M | 35.93% | -14.9% |
| YTD | 35.93% | 13.19% |
| 1Y | 102.25% | 58.84% |
| 3Y (ann.) | 109.97% | 34.2% |
| 5Y (ann.) | 109.97% | 34.2% |
| Metric | 6891191:ltcusd:triple_gx:lsma230_85_45 | 6891191:LTCUSD |
|---|---|---|
| Max Drawdown | -37.45% | -49.6% |
| Longest DD Days | 225.0 | 183.0 |
| Avg. Drawdown | -7.53% | -17.46% |
| Avg. Drawdown Days | 25.0 | 52.0 |
| Recovery Factor | 3.73 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -37.45 | 225 |
| 2024-07-24 | 2024-10-15 | -16.44 | 83 |
| 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 |
| 2024-07-07 | 2024-07-10 | -5.12 | 3 |
| 2024-07-17 | 2024-07-19 | -2.54 | 2 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| 2024-12-03 | 2024-12-04 | -1.47 | 1 |
| Metric | 6891191:ltcusd:triple_gx:lsma230_85_45 | 6891191: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 | -3.19% | -35.2% |
| Best Year | 76.29% | 24.93% |
| Worst Year | 35.93% | 13.19% |
| Avg. Up Day | 3.76% | 3.77% |
| Avg. Down Day | -3.07% | -3.55% |
| Avg. Up Week | 11.22% | 11.41% |
| Avg. Down Week | -6.11% | -9.64% |
| Avg. Up Month | 26.05% | 29.24% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 56.06% | 52.45% |
| Win Month % | 85.71% | 60.0% |
| Win Week % | 60.87% | 48.44% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |