| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 76.0% | 99.0% |
| Cumulative Return | 132.47% | -16.19% |
| Max Drawdown | -10.35% | -49.5% |
| Sharpe | 6.57 | -0.02 |
| Sortino | 12.0 | -0.03 |
| Payoff Ratio | 1.89 | 1.15 |
| Profit Factor | 5.96 | 1.0 |
| Common Sense Ratio | 162.29 | 0.91 |
| CPC Index | 8.47 | 0.6 |
| Tail Ratio | 27.22 | 0.91 |
| Outlier Win Ratio | 10.27 | 2.54 |
| Outlier Loss Ratio | 12.82 | 2.06 |
| Volatility (ann.) | 29.12% | 86.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 53.51 | -0.66 |
| Skew | -1.29 | 0.0 |
| Kurtosis | 14.98 | 1.58 |
| Expected Daily % | 0.51% | -0.11% |
| Expected Monthly % | 15.1% | -2.9% |
| Expected Yearly % | 132.47% | -16.19% |
| Kelly Criterion | 62.07% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -7.43% |
| Expected Shortfall (cVaR) | -1.98% | -7.43% |
| Year | LTCUSD | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -16.19 | 132.47 | -8.18 | + |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 5.58% | 0.83% |
| 3M | 30.39% | -5.51% |
| 6M | 132.47% | -16.19% |
| YTD | 132.47% | -16.19% |
| 1Y | 132.47% | -16.19% |
| 3Y (ann.) | 553.71% | -32.51% |
| 5Y (ann.) | 553.71% | -32.51% |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -10.35% | -49.5% |
| Longest DD Days | 26.0 | 146.0 |
| Avg. Drawdown | -0.62% | -21.93% |
| Avg. Drawdown Days | 3.0 | 52.0 |
| Recovery Factor | 12.8 | -0.33 |
| Ulcer Index | 0.95 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-21 | -10.35 | 26 |
| 2025-04-28 | 2025-05-10 | -2.56 | 12 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-13 | 2025-01-16 | -0.14 | 3 |
| 2025-01-17 | 2025-01-18 | -0.14 | 1 |
| 2025-01-21 | 2025-01-22 | -0.13 | 1 |
| 2025-01-25 | 2025-01-26 | -0.13 | 1 |
| 2025-01-29 | 2025-01-30 | -0.12 | 1 |
| 2025-02-02 | 2025-02-03 | -0.12 | 1 |
| Metric | d_ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 4.29% | 14.54% |
| Worst Day | -10.27% | -14.65% |
| Best Week | 7.85% | 24.93% |
| Worst Week | -5.31% | -21.77% |
| Best Month | 33.5% | 26.17% |
| Worst Month | 4.41% | -32.01% |
| Best Year | 132.47% | -16.19% |
| Worst Year | 132.47% | -16.19% |
| Avg. Up Day | 1.33% | 4.11% |
| Avg. Down Day | -0.7% | -3.57% |
| Avg. Up Week | 3.79% | 8.16% |
| Avg. Down Week | -5.31% | -10.03% |
| Avg. Up Month | 19.54% | 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% |