| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 99.49% | -13.96% |
| Max Drawdown | -24.08% | -48.5% |
| Sharpe | 1.94 | 0.2 |
| Sortino | 3.67 | 0.29 |
| Payoff Ratio | 1.38 | 0.97 |
| Profit Factor | 1.56 | 1.03 |
| Common Sense Ratio | 2.08 | 1.08 |
| CPC Index | 1.12 | 0.52 |
| Tail Ratio | 1.33 | 1.05 |
| Outlier Win Ratio | 11.64 | 3.77 |
| Outlier Loss Ratio | 6.18 | 2.87 |
| Volatility (ann.) | 44.81% | 81.36% |
| R^2 | 0.52 | 0.52 |
| Calmar | 4.85 | -0.32 |
| Skew | 2.13 | -0.08 |
| Kurtosis | 14.97 | 2.91 |
| Expected Daily % | 0.21% | -0.05% |
| Expected Monthly % | 5.92% | -1.25% |
| Expected Yearly % | 41.24% | -7.24% |
| Kelly Criterion | 17.19% | 3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.62% | -6.96% |
| Expected Shortfall (cVaR) | -3.62% | -6.96% |
| Year | LTCUSD | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 109.41 | 4.39 | + |
| 2025 | -31.13 | -4.73 | 0.15 | + |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| MTD | 0.0% | -14.42% |
| 3M | -4.73% | -36.17% |
| 6M | 64.06% | 7.03% |
| YTD | -4.73% | -31.13% |
| 1Y | 99.49% | -13.96% |
| 3Y (ann.) | 116.67% | -15.5% |
| 5Y (ann.) | 116.67% | -15.5% |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| Max Drawdown | -24.08% | -48.5% |
| Longest DD Days | 121.0 | 179.0 |
| Avg. Drawdown | -4.07% | -17.32% |
| Avg. Drawdown Days | 12.0 | 39.0 |
| Recovery Factor | 4.13 | -0.29 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-04-07 | -24.08 | 121 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-10-20 | 2024-11-08 | -8.17 | 19 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-07-22 | 2024-08-08 | -7.13 | 17 |
| 2024-07-03 | 2024-07-10 | -5.78 | 7 |
| 2024-11-12 | 2024-11-14 | -3.39 | 2 |
| 2024-08-09 | 2024-08-12 | -2.48 | 3 |
| 2024-07-17 | 2024-07-19 | -2.06 | 2 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| Best Day | 16.35% | 16.35% |
| Worst Day | -10.08% | -18.13% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -9.92% | -19.48% |
| Best Month | 47.07% | 48.49% |
| Worst Month | -3.07% | -35.2% |
| Best Year | 109.41% | 24.93% |
| Worst Year | -4.73% | -31.13% |
| Avg. Up Day | 2.11% | 3.24% |
| Avg. Down Day | -1.53% | -3.33% |
| Avg. Up Week | 8.59% | 10.63% |
| Avg. Down Week | -3.11% | -9.88% |
| Avg. Up Month | 21.92% | 17.45% |
| Avg. Down Month | -3.07% | -35.2% |
| Win Days % | 52.0% | 52.31% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 54.29% | 44.9% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |