| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 29.05% | 4.02% |
| Max Drawdown | -39.54% | -49.6% |
| Sharpe | 0.58 | 0.42 |
| Sortino | 0.87 | 0.61 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.27 | 1.19 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.11 | 1.12 |
| Outlier Win Ratio | 13.88 | 3.55 |
| Outlier Loss Ratio | 3.59 | 3.35 |
| Volatility (ann.) | 47.61% | 77.82% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.45 | 0.05 |
| Skew | 0.23 | -0.16 |
| Kurtosis | 13.84 | 3.96 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 1.28% | 0.2% |
| Expected Yearly % | 13.6% | 1.99% |
| Kelly Criterion | 5.4% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -6.61% |
| Expected Shortfall (cVaR) | -4.02% | -6.61% |
| Year | 6924640:LTCUSD | 6924640:ltcusd:triple_gx:lsma150_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 54.64 | 2.19 | + |
| 2025 | -16.74 | -16.55 | 0.99 | + |
| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.0% | -25.32% |
| 6M | -9.92% | -1.62% |
| YTD | -16.55% | -16.74% |
| 1Y | -36.27% | -36.41% |
| 3Y (ann.) | 17.67% | 2.55% |
| 5Y (ann.) | 17.67% | 2.55% |
| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| Max Drawdown | -39.54% | -49.6% |
| Longest DD Days | 367.0 | 325.0 |
| Avg. Drawdown | -9.74% | -17.46% |
| Avg. Drawdown Days | 42.0 | 70.0 |
| Recovery Factor | 0.73 | 0.08 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-12-09 | -39.54 | 367 |
| 2024-10-20 | 2024-11-10 | -12.67 | 21 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-09-28 | 2024-10-17 | -11.54 | 19 |
| 2024-08-18 | 2024-09-22 | -10.65 | 35 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-11-12 | 2024-11-14 | -5.80 | 2 |
| 2024-09-23 | 2024-09-27 | -3.38 | 4 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| 2024-12-03 | 2024-12-04 | -1.47 | 1 |
| Metric | 6924640:ltcusd:triple_gx:lsma150_100_60 | 6924640:LTCUSD |
|---|---|---|
| Best Day | 16.35% | 17.1% |
| Worst Day | -18.13% | -22.22% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -18.61% | -19.48% |
| Best Month | 48.49% | 48.49% |
| Worst Month | -17.44% | -35.2% |
| Best Year | 54.64% | 24.93% |
| Worst Year | -16.55% | -16.74% |
| Avg. Up Day | 2.88% | 2.88% |
| Avg. Down Day | -2.74% | -2.73% |
| Avg. Up Week | 7.85% | 7.92% |
| Avg. Down Week | -5.71% | -5.57% |
| Avg. Up Month | 11.65% | 13.69% |
| Avg. Down Month | -2.48% | -4.3% |
| Win Days % | 51.53% | 51.31% |
| Win Month % | 63.64% | 55.0% |
| Win Week % | 50.0% | 47.62% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |