| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 76.0% | 99.0% |
| Cumulative Return | 264.94% | -16.19% |
| Max Drawdown | -14.02% | -49.5% |
| Sharpe | 6.71 | -0.02 |
| Sortino | 13.75 | -0.03 |
| Payoff Ratio | 2.16 | 1.15 |
| Profit Factor | 6.57 | 1.0 |
| Common Sense Ratio | 166.55 | 0.91 |
| CPC Index | 10.68 | 0.6 |
| Tail Ratio | 25.36 | 0.91 |
| Outlier Win Ratio | 8.2 | 3.1 |
| Outlier Loss Ratio | 9.71 | 2.16 |
| Volatility (ann.) | 44.32% | 86.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 120.08 | -0.66 |
| Skew | -0.31 | 0.0 |
| Kurtosis | 10.73 | 1.58 |
| Expected Daily % | 0.79% | -0.11% |
| Expected Monthly % | 24.08% | -2.9% |
| Expected Yearly % | 264.94% | -16.19% |
| Kelly Criterion | 63.73% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -7.43% |
| Expected Shortfall (cVaR) | -3.0% | -7.43% |
| Year | LTCUSD | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -16.19 | 264.94 | -16.36 | + |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 7.22% | 0.83% |
| 3M | 42.24% | -5.51% |
| 6M | 264.94% | -16.19% |
| YTD | 264.94% | -16.19% |
| 1Y | 264.94% | -16.19% |
| 3Y (ann.) | 1683.53% | -32.51% |
| 5Y (ann.) | 1683.53% | -32.51% |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -14.02% | -49.5% |
| Longest DD Days | 26.0 | 146.0 |
| Avg. Drawdown | -0.86% | -21.93% |
| Avg. Drawdown Days | 3.0 | 52.0 |
| Recovery Factor | 18.9 | -0.33 |
| Ulcer Index | 0.94 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-21 | -14.02 | 26 |
| 2025-04-28 | 2025-05-10 | -3.43 | 12 |
| 2025-01-05 | 2025-01-06 | -0.29 | 1 |
| 2025-01-09 | 2025-01-10 | -0.27 | 1 |
| 2025-01-13 | 2025-01-16 | -0.26 | 3 |
| 2025-01-17 | 2025-01-18 | -0.24 | 1 |
| 2025-01-21 | 2025-01-22 | -0.23 | 1 |
| 2025-01-25 | 2025-01-26 | -0.21 | 1 |
| 2025-01-29 | 2025-01-30 | -0.20 | 1 |
| 2025-02-02 | 2025-02-03 | -0.19 | 1 |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 8.58% | 14.54% |
| Worst Day | -13.92% | -14.65% |
| Best Week | 15.07% | 24.93% |
| Worst Week | -7.2% | -21.77% |
| Best Month | 67.0% | 26.17% |
| Worst Month | 6.34% | -32.01% |
| Best Year | 264.94% | -16.19% |
| Worst Year | 264.94% | -16.19% |
| Avg. Up Day | 2.11% | 4.11% |
| Avg. Down Day | -0.97% | -3.57% |
| Avg. Up Week | 5.78% | 8.16% |
| Avg. Down Week | -7.2% | -10.03% |
| Avg. Up Month | 37.11% | 13.5% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 75.2% | 52.15% |
| Win Month % | 100.0% | 33.33% |
| Win Week % | 91.67% | 56.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |