| Metric | configs_sql/hl_close/c/ltcusd/uniq_ | LTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 55.54% | 22.85% |
| Max Drawdown | -84.2% | -88.81% |
| Sharpe | 0.39 | 0.5 |
| Sortino | 0.58 | 0.73 |
| Payoff Ratio | 1.16 | 1.02 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.21 | 1.1 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 12.77 | 3.6 |
| Outlier Loss Ratio | 5.67 | 3.35 |
| Volatility (ann.) | 52.95% | 93.42% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.08 | 0.04 |
| Skew | 0.47 | -0.0 |
| Kurtosis | 18.38 | 6.11 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 0.55% | 0.25% |
| Expected Yearly % | 5.68% | 2.61% |
| Kelly Criterion | 2.28% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.5% | -7.91% |
| Expected Shortfall (cVaR) | -4.5% | -7.91% |
| Year | LTCUSD | configs_sql/hl_close/c/ltcusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2018 | -46.41 | -24.36 | 0.52 | + |
| 2019 | 33.77 | -2.69 | -0.08 | - |
| 2020 | 200.40 | 96.97 | 0.48 | - |
| 2021 | 17.47 | -57.53 | -3.29 | - |
| 2022 | -52.04 | -25.88 | 0.50 | + |
| 2023 | 3.88 | 40.43 | 10.42 | + |
| 2024 | 41.56 | 154.74 | 3.72 | + |
| 2025 | -31.13 | -4.73 | 0.15 | + |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_ | LTCUSD |
|---|---|---|
| MTD | 0.0% | -14.42% |
| 3M | -4.73% | -36.17% |
| 6M | 64.06% | 7.03% |
| YTD | -4.73% | -31.13% |
| 1Y | 103.77% | -30.17% |
| 3Y (ann.) | 44.07% | -14.01% |
| 5Y (ann.) | 7.85% | 9.48% |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_ | LTCUSD |
|---|---|---|
| Max Drawdown | -84.2% | -88.81% |
| Longest DD Days | 1428.0 | 1428.0 |
| Avg. Drawdown | -16.04% | -19.2% |
| Avg. Drawdown Days | 150.0 | 108.0 |
| Recovery Factor | 0.66 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-10 | 2025-04-07 | -84.20 | 1428 |
| 2018-09-28 | 2020-02-23 | -41.76 | 513 |
| 2020-11-25 | 2021-01-03 | -22.54 | 39 |
| 2020-02-24 | 2020-08-16 | -22.22 | 174 |
| 2021-01-15 | 2021-05-03 | -20.44 | 108 |
| 2020-08-18 | 2020-11-16 | -15.69 | 90 |
| 2018-09-05 | 2018-09-27 | -15.12 | 22 |
| 2021-01-10 | 2021-01-14 | -10.06 | 4 |
| 2018-08-20 | 2018-08-24 | -7.06 | 4 |
| 2020-11-22 | 2020-11-23 | -4.49 | 1 |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_ | LTCUSD |
|---|---|---|
| Best Day | 29.95% | 29.95% |
| Worst Day | -26.05% | -37.91% |
| Best Week | 29.83% | 51.52% |
| Worst Week | -35.37% | -44.77% |
| Best Month | 47.07% | 64.1% |
| Worst Month | -28.2% | -35.2% |
| Best Year | 154.74% | 200.4% |
| Worst Year | -57.53% | -52.04% |
| Avg. Up Day | 2.37% | 3.81% |
| Avg. Down Day | -2.05% | -3.73% |
| Avg. Up Week | 5.17% | 10.3% |
| Avg. Down Week | -4.14% | -8.69% |
| Avg. Up Month | 11.52% | 25.2% |
| Avg. Down Month | -8.8% | -20.37% |
| Win Days % | 47.62% | 51.2% |
| Win Month % | 50.68% | 53.09% |
| Win Week % | 50.2% | 51.56% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 37.5% | 62.5% |