| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 76.0% | 99.0% |
| Cumulative Return | 198.71% | -16.19% |
| Max Drawdown | -12.54% | -49.5% |
| Sharpe | 6.67 | -0.02 |
| Sortino | 12.93 | -0.03 |
| Payoff Ratio | 12.24 | 1.29 |
| Profit Factor | 6.29 | 1.0 |
| Common Sense Ratio | 161.36 | 0.91 |
| CPC Index | 22.78 | 0.67 |
| Tail Ratio | 25.66 | 0.91 |
| Outlier Win Ratio | 5.07 | 2.82 |
| Outlier Loss Ratio | 30.56 | 2.12 |
| Volatility (ann.) | 37.49% | 86.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 83.13 | -0.66 |
| Skew | -0.77 | 0.0 |
| Kurtosis | 12.37 | 1.58 |
| Expected Daily % | 0.67% | -0.11% |
| Expected Monthly % | 20.01% | -2.9% |
| Expected Yearly % | 198.71% | -16.19% |
| Kelly Criterion | 23.85% | 15.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -7.43% |
| Expected Shortfall (cVaR) | -2.54% | -7.43% |
| Year | LTCUSD | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -16.19 | 198.71 | -12.27 | + |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 6.58% | 0.83% |
| 3M | 37.38% | -5.51% |
| 6M | 198.71% | -16.19% |
| YTD | 198.71% | -16.19% |
| 1Y | 198.71% | -16.19% |
| 3Y (ann.) | 1042.11% | -32.51% |
| 5Y (ann.) | 1042.11% | -32.51% |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -12.54% | -49.5% |
| Longest DD Days | 27.0 | 146.0 |
| Avg. Drawdown | -0.63% | -21.93% |
| Avg. Drawdown Days | 4.0 | 52.0 |
| Recovery Factor | 15.85 | -0.33 |
| Ulcer Index | 0.94 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-25 | 2025-04-21 | -12.54 | 27 |
| 2025-04-27 | 2025-05-10 | -3.08 | 13 |
| 2025-01-03 | 2025-01-06 | -0.23 | 3 |
| 2025-01-07 | 2025-01-10 | -0.21 | 3 |
| 2025-01-11 | 2025-01-16 | -0.20 | 5 |
| 2025-01-17 | 2025-01-18 | -0.19 | 1 |
| 2025-01-19 | 2025-01-22 | -0.18 | 3 |
| 2025-01-25 | 2025-01-26 | -0.17 | 1 |
| 2025-01-27 | 2025-01-30 | -0.17 | 3 |
| 2025-01-31 | 2025-02-03 | -0.16 | 3 |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 6.43% | 14.54% |
| Worst Day | -12.45% | -14.65% |
| Best Week | 11.53% | 24.93% |
| Worst Week | -6.44% | -21.77% |
| Best Month | 50.25% | 26.17% |
| Worst Month | 5.53% | -32.01% |
| Best Year | 198.71% | -16.19% |
| Worst Year | 198.71% | -16.19% |
| Avg. Up Day | 3.99% | 4.62% |
| Avg. Down Day | -0.33% | -3.57% |
| Avg. Up Week | 4.89% | 8.16% |
| Avg. Down Week | -6.44% | -10.03% |
| Avg. Up Month | 28.41% | 13.5% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 29.6% | 52.15% |
| Win Month % | 100.0% | 33.33% |
| Win Week % | 91.67% | 56.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |