| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 76.0% | 99.0% |
| Cumulative Return | 66.23% | -16.19% |
| Max Drawdown | -6.79% | -49.5% |
| Sharpe | 6.39 | -0.02 |
| Sortino | 10.91 | -0.03 |
| Payoff Ratio | 1.72 | 1.15 |
| Profit Factor | 5.58 | 1.0 |
| Common Sense Ratio | 154.95 | 0.91 |
| CPC Index | 7.22 | 0.6 |
| Tail Ratio | 27.78 | 0.91 |
| Outlier Win Ratio | 15.0 | 2.25 |
| Outlier Loss Ratio | 18.88 | 1.96 |
| Volatility (ann.) | 17.88% | 86.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 30.92 | -0.66 |
| Skew | -1.9 | 0.0 |
| Kurtosis | 18.95 | 1.58 |
| Expected Daily % | 0.31% | -0.11% |
| Expected Monthly % | 8.84% | -2.9% |
| Expected Yearly % | 66.23% | -16.19% |
| Kelly Criterion | 60.78% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -7.43% |
| Expected Shortfall (cVaR) | -1.23% | -7.43% |
| Year | LTCUSD | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -16.19 | 66.23 | -4.09 | + |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 3.84% | 0.83% |
| 3M | 19.47% | -5.51% |
| 6M | 66.23% | -16.19% |
| YTD | 66.23% | -16.19% |
| 1Y | 66.23% | -16.19% |
| 3Y (ann.) | 209.91% | -32.51% |
| 5Y (ann.) | 209.91% | -32.51% |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -6.79% | -49.5% |
| Longest DD Days | 26.0 | 146.0 |
| Avg. Drawdown | -0.4% | -21.93% |
| Avg. Drawdown Days | 3.0 | 52.0 |
| Recovery Factor | 9.76 | -0.33 |
| Ulcer Index | 0.95 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-21 | -6.79 | 26 |
| 2025-04-28 | 2025-05-10 | -1.69 | 12 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-09 | 2025-01-10 | -0.08 | 1 |
| 2025-01-13 | 2025-01-16 | -0.08 | 3 |
| 2025-01-17 | 2025-01-18 | -0.07 | 1 |
| 2025-01-21 | 2025-01-22 | -0.07 | 1 |
| 2025-01-25 | 2025-01-26 | -0.07 | 1 |
| 2025-01-29 | 2025-01-30 | -0.07 | 1 |
| 2025-02-02 | 2025-02-03 | -0.07 | 1 |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 2.34% | 14.54% |
| Worst Day | -6.74% | -14.65% |
| Best Week | 4.11% | 24.93% |
| Worst Week | -3.49% | -21.77% |
| Best Month | 16.75% | 26.17% |
| Worst Month | 2.74% | -32.01% |
| Best Year | 66.23% | -16.19% |
| Worst Year | 66.23% | -16.19% |
| Avg. Up Day | 0.78% | 4.11% |
| Avg. Down Day | -0.46% | -3.57% |
| Avg. Up Week | 2.3% | 8.16% |
| Avg. Down Week | -3.49% | -10.03% |
| Avg. Up Month | 10.29% | 13.5% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 75.2% | 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% |