| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 86.0% | 100.0% |
| Cumulative Return | 135.62% | 15.66% |
| Max Drawdown | -5.54% | -49.5% |
| Sharpe | 6.3 | 0.65 |
| Sortino | 14.5 | 0.96 |
| Payoff Ratio | 2.89 | 0.96 |
| Profit Factor | 5.87 | 1.1 |
| Common Sense Ratio | 109.64 | 1.16 |
| CPC Index | 13.57 | 0.56 |
| Tail Ratio | 18.67 | 1.06 |
| Outlier Win Ratio | 15.14 | 2.57 |
| Outlier Loss Ratio | 14.49 | 1.96 |
| Volatility (ann.) | 19.66% | 78.25% |
| R^2 | 0.03 | 0.03 |
| Calmar | 43.23 | 0.47 |
| Skew | 0.59 | 0.05 |
| Kurtosis | 6.79 | 1.97 |
| Expected Daily % | 0.33% | 0.06% |
| Expected Monthly % | 9.99% | 1.63% |
| Expected Yearly % | 135.62% | 15.66% |
| Kelly Criterion | 72.96% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -6.6% |
| Expected Shortfall (cVaR) | -1.35% | -6.6% |
| Year | LTCUSD | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 15.66 | 135.62 | 8.66 | + |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 1.74% | 7.66% |
| 3M | 5.71% | 38.72% |
| 6M | 42.26% | 35.78% |
| YTD | 135.62% | 15.66% |
| 1Y | 135.62% | 15.66% |
| 3Y (ann.) | 239.39% | 23.05% |
| 5Y (ann.) | 239.39% | 23.05% |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -5.54% | -49.5% |
| Longest DD Days | 19.0 | 238.0 |
| Avg. Drawdown | -0.51% | -21.93% |
| Avg. Drawdown Days | 3.0 | 83.0 |
| Recovery Factor | 24.49 | 0.32 |
| Ulcer Index | 0.95 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-29 | 2025-08-14 | -5.54 | 16 |
| 2025-08-26 | 2025-09-14 | -4.77 | 19 |
| 2025-07-05 | 2025-07-17 | -1.56 | 12 |
| 2025-04-19 | 2025-04-26 | -1.54 | 7 |
| 2025-04-28 | 2025-05-06 | -1.19 | 8 |
| 2025-06-23 | 2025-06-29 | -0.28 | 6 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-13 | 2025-01-16 | -0.15 | 3 |
| 2025-01-17 | 2025-01-18 | -0.14 | 1 |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 4.17% | 14.54% |
| Worst Day | -5.53% | -14.65% |
| Best Week | 7.5% | 24.93% |
| Worst Week | -4.64% | -21.77% |
| Best Month | 27.57% | 26.17% |
| Worst Month | -0.76% | -32.01% |
| Best Year | 135.62% | 15.66% |
| Worst Year | 135.62% | 15.66% |
| Avg. Up Day | 0.7% | 3.33% |
| Avg. Down Day | -0.24% | -3.47% |
| Avg. Up Week | 2.85% | 7.27% |
| Avg. Down Week | -2.43% | -1.57% |
| Avg. Up Month | 9.56% | 15.5% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 79.91% | 52.94% |
| Win Month % | 88.89% | 55.56% |
| Win Week % | 84.21% | 52.63% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |