| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 142.85% | 41.42% |
| Max Drawdown | -26.78% | -49.6% |
| Sharpe | 1.94 | 0.77 |
| Sortino | 3.61 | 1.12 |
| Payoff Ratio | 1.43 | 0.99 |
| Profit Factor | 1.55 | 1.12 |
| Common Sense Ratio | 2.05 | 1.34 |
| CPC Index | 1.12 | 0.58 |
| Tail Ratio | 1.32 | 1.19 |
| Outlier Win Ratio | 10.73 | 3.74 |
| Outlier Loss Ratio | 6.61 | 2.78 |
| Volatility (ann.) | 43.46% | 77.29% |
| R^2 | 0.53 | 0.53 |
| Calmar | 4.2 | 0.69 |
| Skew | 1.97 | -0.01 |
| Kurtosis | 15.03 | 2.97 |
| Expected Daily % | 0.21% | 0.08% |
| Expected Monthly % | 6.09% | 2.34% |
| Expected Yearly % | 55.84% | 18.92% |
| Kelly Criterion | 15.88% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.51% | -6.49% |
| Expected Shortfall (cVaR) | -3.51% | -6.49% |
| Year | LTCUSD | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 94.17 | 3.78 | + |
| 2025 | 13.19 | 25.07 | 1.90 | + |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| MTD | 26.06% | 35.62% |
| 3M | 29.71% | 53.51% |
| 6M | 25.07% | -14.9% |
| YTD | 25.07% | 13.19% |
| 1Y | 121.86% | 58.84% |
| 3Y (ann.) | 112.37% | 34.2% |
| 5Y (ann.) | 112.37% | 34.2% |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| Max Drawdown | -26.78% | -49.6% |
| Longest DD Days | 224.0 | 183.0 |
| Avg. Drawdown | -5.66% | -17.46% |
| Avg. Drawdown Days | 23.0 | 52.0 |
| Recovery Factor | 5.33 | 0.83 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-19 | -26.78 | 224 |
| 2024-11-17 | 2024-11-23 | -12.59 | 6 |
| 2024-07-22 | 2024-08-13 | -10.91 | 22 |
| 2024-10-20 | 2024-11-09 | -9.88 | 20 |
| 2024-07-03 | 2024-07-12 | -7.51 | 9 |
| 2024-11-24 | 2024-11-29 | -7.39 | 5 |
| 2024-11-12 | 2024-11-14 | -4.86 | 2 |
| 2024-07-17 | 2024-07-19 | -2.41 | 2 |
| 2024-11-30 | 2024-12-01 | -1.94 | 1 |
| 2024-12-03 | 2024-12-04 | -1.47 | 1 |
| Metric | configs_sql/hl_close/c/ltcusd/uniq_fwd_ | LTCUSD |
|---|---|---|
| Best Day | 16.35% | 16.35% |
| Worst Day | -11.68% | -18.13% |
| Best Week | 29.83% | 31.91% |
| Worst Week | -11.55% | -19.48% |
| Best Month | 47.51% | 48.49% |
| Worst Month | -3.16% | -35.2% |
| Best Year | 94.17% | 24.93% |
| Worst Year | 25.07% | 13.19% |
| Avg. Up Day | 1.82% | 3.04% |
| Avg. Down Day | -1.28% | -3.08% |
| Avg. Up Week | 7.02% | 9.68% |
| Avg. Down Week | -2.56% | -7.67% |
| Avg. Up Month | 15.43% | 15.49% |
| Avg. Down Month | -2.12% | -35.2% |
| Win Days % | 50.49% | 52.45% |
| Win Month % | 78.57% | 60.0% |
| Win Week % | 52.94% | 48.44% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 100.0% |