| Metric | ltc_fwd_daily_ | LTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 7.38% | -6.43% |
| Max Drawdown | -11.56% | -51.42% |
| Sharpe | 0.5 | 0.36 |
| Sortino | 0.91 | 0.5 |
| Payoff Ratio | 1.44 | 1.12 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.37 | 1.01 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.2 | 0.95 |
| Outlier Win Ratio | 21.2 | 2.95 |
| Outlier Loss Ratio | 17.04 | 2.78 |
| Volatility (ann.) | 23.45% | 89.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.82 | -0.16 |
| Skew | 2.93 | -0.47 |
| Kurtosis | 27.13 | 4.95 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 0.71% | -0.66% |
| Expected Yearly % | 7.38% | -6.43% |
| Kelly Criterion | 0.27% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -7.62% |
| Expected Shortfall (cVaR) | -1.99% | -7.62% |
| Year | LTCUSD | ltc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -6.43 | 7.38 | -1.15 | + |
| Metric | ltc_fwd_daily_ | LTCUSD |
|---|---|---|
| MTD | 9.37% | -7.67% |
| 3M | 8.57% | 1.28% |
| 6M | 5.74% | 25.65% |
| YTD | 7.38% | -6.43% |
| 1Y | 7.38% | -6.43% |
| 3Y (ann.) | 9.48% | -8.11% |
| 5Y (ann.) | 9.48% | -8.11% |
| Metric | ltc_fwd_daily_ | LTCUSD |
|---|---|---|
| Max Drawdown | -11.56% | -51.42% |
| Longest DD Days | 260.0 | 270.0 |
| Avg. Drawdown | -3.49% | -22.01% |
| Avg. Drawdown Days | 70.0 | 93.0 |
| Recovery Factor | 0.64 | -0.13 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-10-05 | -11.56 | 260 |
| 2025-01-07 | 2025-01-17 | -1.69 | 10 |
| 2025-10-06 | 2025-10-15 | -0.65 | 9 |
| 2025-01-03 | 2025-01-06 | -0.07 | 3 |
| Metric | ltc_fwd_daily_ | LTCUSD |
|---|---|---|
| Best Day | 9.61% | 16.92% |
| Worst Day | -6.7% | -24.23% |
| Best Week | 8.15% | 33.35% |
| Worst Week | -4.19% | -24.49% |
| Best Month | 9.37% | 27.1% |
| Worst Month | -2.6% | -28.86% |
| Best Year | 7.38% | -6.43% |
| Worst Year | 7.38% | -6.43% |
| Avg. Up Day | 0.91% | 3.59% |
| Avg. Down Day | -0.63% | -3.19% |
| Avg. Up Week | 2.24% | 9.49% |
| Avg. Down Week | -1.15% | -7.93% |
| Avg. Up Month | 2.41% | 27.1% |
| Avg. Down Month | -1.81% | -28.86% |
| Win Days % | 41.15% | 51.22% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 42.86% | 54.76% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |