| Metric | ltc.triple.med.21600_fwd_daily_ | LTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 51.62% | 4.02% |
| Max Drawdown | -19.41% | -49.6% |
| Sharpe | 1.0 | 0.42 |
| Sortino | 1.57 | 0.61 |
| Payoff Ratio | 1.11 | 0.98 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.34 | 1.19 |
| CPC Index | 0.7 | 0.54 |
| Tail Ratio | 1.11 | 1.12 |
| Outlier Win Ratio | 10.37 | 3.03 |
| Outlier Loss Ratio | 8.36 | 2.81 |
| Volatility (ann.) | 31.28% | 77.82% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.57 | 0.05 |
| Skew | 0.64 | -0.16 |
| Kurtosis | 12.93 | 3.96 |
| Expected Daily % | 0.07% | 0.01% |
| Expected Monthly % | 2.1% | 0.2% |
| Expected Yearly % | 23.14% | 1.99% |
| Kelly Criterion | 8.31% | 1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -6.61% |
| Expected Shortfall (cVaR) | -2.61% | -6.61% |
| Year | LTCUSD | ltc.triple.med.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 24.93 | 36.33 | 1.46 | + |
| 2025 | -16.74 | 11.22 | -0.67 | + |
| Metric | ltc.triple.med.21600_fwd_daily_ | LTCUSD |
|---|---|---|
| MTD | -0.73% | 4.16% |
| 3M | -2.39% | -25.32% |
| 6M | -1.26% | -1.62% |
| YTD | 11.22% | -16.74% |
| 1Y | -7.62% | -36.41% |
| 3Y (ann.) | 30.42% | 2.55% |
| 5Y (ann.) | 30.42% | 2.55% |
| Metric | ltc.triple.med.21600_fwd_daily_ | LTCUSD |
|---|---|---|
| Max Drawdown | -19.41% | -49.6% |
| Longest DD Days | 295.0 | 325.0 |
| Avg. Drawdown | -6.34% | -17.46% |
| Avg. Drawdown Days | 39.0 | 70.0 |
| Recovery Factor | 2.66 | 0.08 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-12-09 | -19.41 | 295 |
| 2024-12-07 | 2025-01-17 | -19.15 | 41 |
| 2024-10-20 | 2024-11-10 | -7.14 | 21 |
| 2025-01-18 | 2025-02-11 | -6.95 | 24 |
| 2024-11-17 | 2024-11-23 | -6.63 | 6 |
| 2024-09-28 | 2024-10-17 | -6.05 | 19 |
| 2024-11-24 | 2024-11-29 | -5.54 | 5 |
| 2024-08-18 | 2024-09-22 | -4.82 | 35 |
| 2024-05-20 | 2024-08-16 | -4.42 | 88 |
| 2024-11-12 | 2024-11-14 | -3.41 | 2 |
| Metric | ltc.triple.med.21600_fwd_daily_ | LTCUSD |
|---|---|---|
| Best Day | 10.65% | 17.1% |
| Worst Day | -11.3% | -22.22% |
| Best Week | 22.08% | 31.91% |
| Worst Week | -13.31% | -19.48% |
| Best Month | 26.59% | 48.49% |
| Worst Month | -5.83% | -35.2% |
| Best Year | 36.33% | 24.93% |
| Worst Year | 11.22% | -16.74% |
| Avg. Up Day | 1.25% | 3.13% |
| Avg. Down Day | -1.13% | -3.19% |
| Avg. Up Week | 3.71% | 9.69% |
| Avg. Down Week | -2.4% | -6.95% |
| Avg. Up Month | 8.07% | 11.84% |
| Avg. Down Month | -3.3% | -11.72% |
| Win Days % | 51.81% | 51.31% |
| Win Month % | 55.0% | 55.0% |
| Win Week % | 50.6% | 47.62% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |