| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 38.0% | 96.0% |
| Cumulative Return | 66.23% | -16.6% |
| Max Drawdown | -6.79% | -55.25% |
| Sharpe | 0.16 | 0.0 |
| Sortino | 0.27 | 0.0 |
| Payoff Ratio | 0.0 | 1.38 |
| Profit Factor | 4.89 | 1.0 |
| Common Sense Ratio | inf | 0.97 |
| CPC Index | 0.02 | 0.69 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 695.73 | 2.18 |
| Outlier Loss Ratio | 0.85 | 1.94 |
| Volatility (ann.) | 0.51% | 2.67% |
| R^2 | 0.0 | 0.0 |
| Calmar | 30.92 | -0.6 |
| Skew | -26.9 | -0.29 |
| Kurtosis | 20235.99 | 54.09 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 8.84% | -2.98% |
| Expected Yearly % | 66.23% | -16.6% |
| Kelly Criterion | 83.54% | 14.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.23% |
| Expected Shortfall (cVaR) | -0.04% | -0.23% |
| Year | LTCUSD | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -16.60 | 66.23 | -3.99 | + |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 3.84% | -1.18% |
| 3M | 19.47% | -2.29% |
| 6M | 66.23% | -16.6% |
| YTD | 66.23% | -16.6% |
| 1Y | 66.23% | -16.6% |
| 3Y (ann.) | 209.91% | -33.24% |
| 5Y (ann.) | 209.91% | -33.24% |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -6.79% | -55.25% |
| Longest DD Days | 25.0 | 147.0 |
| Avg. Drawdown | -0.37% | -1.35% |
| Avg. Drawdown Days | 1.0 | 1.0 |
| Recovery Factor | 9.76 | -0.3 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -6.79 | 25 |
| 2025-04-27 | 2025-05-09 | -3.16 | 12 |
| 2025-01-05 | 2025-01-05 | -0.08 | 0 |
| 2025-01-08 | 2025-01-09 | -0.08 | 0 |
| 2025-01-13 | 2025-01-15 | -0.08 | 2 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-01-20 | 2025-01-21 | -0.07 | 0 |
| 2025-01-25 | 2025-01-25 | -0.07 | 0 |
| 2025-01-28 | 2025-01-29 | -0.07 | 0 |
| 2025-02-02 | 2025-02-02 | -0.07 | 0 |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 2.34% | 4.57% |
| Worst Day | -6.68% | -6.99% |
| Best Week | 4.03% | 31.91% |
| Worst Week | -3.49% | -19.48% |
| Best Month | 16.75% | 24.1% |
| Worst Month | 2.74% | -35.2% |
| Best Year | 66.23% | -16.6% |
| Worst Year | 66.23% | -16.6% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -0.36% | -0.07% |
| Avg. Up Week | 2.84% | 12.8% |
| Avg. Down Week | -1.18% | -1.42% |
| Avg. Up Month | 11.37% | 9.69% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 99.93% | 50.48% |
| Win Month % | 100.0% | 50.0% |
| Win Week % | 84.0% | 36.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |