| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 132.23% | 41.42% |
| Max Drawdown | -33.09% | -49.6% |
| Sharpe | 1.64 | 0.77 |
| Sortino | 2.63 | 1.12 |
| Payoff Ratio | 1.19 | 1.04 |
| Profit Factor | 1.54 | 1.12 |
| Common Sense Ratio | 2.17 | 1.34 |
| CPC Index | 1.02 | 0.61 |
| Tail Ratio | 1.41 | 1.19 |
| Outlier Win Ratio | 14.44 | 3.93 |
| Outlier Loss Ratio | 3.3 | 3.37 |
| Volatility (ann.) | 51.82% | 77.29% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.16 | 0.69 |
| Skew | 0.44 | -0.01 |
| Kurtosis | 13.86 | 2.97 |
| Expected Daily % | 0.2% | 0.08% |
| Expected Monthly % | 5.78% | 2.34% |
| Expected Yearly % | 52.39% | 18.92% |
| Kelly Criterion | 18.27% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.23% | -6.49% |
| Expected Shortfall (cVaR) | -4.23% | -6.49% |
| Year | 6891441:LTCUSD | 6891441:ltcusd:triple_gx:lsma230_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 72.60 | 2.91 | + |
| 2025 | 13.19 | 34.55 | 2.62 | + |
| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| MTD | 21.76% | 35.62% |
| 3M | 21.76% | 53.51% |
| 6M | 34.55% | -14.9% |
| YTD | 34.55% | 13.19% |
| 1Y | 96.0% | 58.84% |
| 3Y (ann.) | 104.46% | 34.2% |
| 5Y (ann.) | 104.46% | 34.2% |
| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441:LTCUSD |
|---|---|---|
| Max Drawdown | -33.09% | -49.6% |
| Longest DD Days | 224.0 | 183.0 |
| Avg. Drawdown | -7.62% | -17.46% |
| Avg. Drawdown Days | 30.0 | 52.0 |
| Recovery Factor | 4.0 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-19 | -33.09 | 224 |
| 2024-07-24 | 2024-11-10 | -20.61 | 109 |
| 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 |
| 2024-07-20 | 2024-07-21 | -0.53 | 1 |
| Metric | 6891441:ltcusd:triple_gx:lsma230_95_45 | 6891441: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 | -1.72% | -35.2% |
| Best Year | 72.6% | 24.93% |
| Worst Year | 34.55% | 13.19% |
| Avg. Up Day | 3.59% | 3.6% |
| Avg. Down Day | -3.01% | -3.46% |
| Avg. Up Week | 9.96% | 10.71% |
| Avg. Down Week | -8.35% | -11.85% |
| Avg. Up Month | 18.88% | 21.99% |
| Avg. Down Month | -1.72% | -7.4% |
| Win Days % | 55.56% | 52.45% |
| Win Month % | 85.71% | 60.0% |
| Win Week % | 72.0% | 48.44% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |