| Metric | ltc_fwd_ | LTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 7.16% | -10.04% |
| Max Drawdown | -11.56% | -51.61% |
| Sharpe | 0.26 | 0.14 |
| Sortino | 0.41 | 0.19 |
| Payoff Ratio | 1.16 | 0.96 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 1.09 | 0.91 |
| CPC Index | 0.56 | 0.51 |
| Tail Ratio | 1.01 | 0.89 |
| Outlier Win Ratio | 26.89 | 3.03 |
| Outlier Loss Ratio | 10.94 | 2.43 |
| Volatility (ann.) | 10.73% | 42.52% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.79 | -0.24 |
| Skew | 1.99 | -0.69 |
| Kurtosis | 34.13 | 14.86 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.69% | -1.05% |
| Expected Yearly % | 7.16% | -10.04% |
| Kelly Criterion | -3.01% | 0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.64% |
| Expected Shortfall (cVaR) | -0.92% | -3.64% |
| Year | LTCUSD | ltc_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.04 | 7.16 | -0.71 | + |
| Metric | ltc_fwd_ | LTCUSD |
|---|---|---|
| MTD | 9.39% | -11.61% |
| 3M | 8.7% | -1.97% |
| 6M | 8.23% | 25.68% |
| YTD | 7.16% | -10.04% |
| 1Y | 7.16% | -10.04% |
| 3Y (ann.) | 9.16% | -12.55% |
| 5Y (ann.) | 9.16% | -12.55% |
| Metric | ltc_fwd_ | LTCUSD |
|---|---|---|
| Max Drawdown | -11.56% | -51.61% |
| Longest DD Days | 259.0 | 271.0 |
| Avg. Drawdown | -2.96% | -11.18% |
| Avg. Drawdown Days | 47.0 | 40.0 |
| Recovery Factor | 0.62 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-10-03 | -11.56 | 259 |
| 2025-01-06 | 2025-01-16 | -2.26 | 10 |
| 2025-10-03 | 2025-10-16 | -1.89 | 12 |
| 2025-01-16 | 2025-01-17 | -1.77 | 0 |
| 2025-01-02 | 2025-01-05 | -0.15 | 3 |
| 2025-01-01 | 2025-01-02 | -0.14 | 0 |
| Metric | ltc_fwd_ | LTCUSD |
|---|---|---|
| Best Day | 6.09% | 11.95% |
| Worst Day | -4.42% | -23.18% |
| Best Week | 9.31% | 31.91% |
| Worst Week | -4.34% | -19.48% |
| Best Month | 9.39% | 23.31% |
| Worst Month | -2.51% | -35.2% |
| Best Year | 7.16% | -10.04% |
| Worst Year | 7.16% | -10.04% |
| Avg. Up Day | 0.44% | 1.39% |
| Avg. Down Day | -0.38% | -1.45% |
| Avg. Up Week | 2.7% | 12.2% |
| Avg. Down Week | -0.85% | -8.55% |
| Avg. Up Month | 2.02% | 13.78% |
| Avg. Down Month | -1.46% | -12.76% |
| Win Days % | 44.72% | 51.35% |
| Win Month % | 40.0% | 50.0% |
| Win Week % | 40.48% | 45.24% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |