| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 31.0% | 99.0% |
| Cumulative Return | 96.84% | 34.08% |
| Max Drawdown | -35.48% | -55.8% |
| Sharpe | 0.22 | 0.13 |
| Sortino | 0.29 | 0.18 |
| Payoff Ratio | 87.18 | 2.49 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 3.68 | 1.29 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 41.82 | 2.27 |
| Outlier Loss Ratio | 24.77 | 2.27 |
| Volatility (ann.) | 9.89% | 16.66% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.38 | 0.34 |
| Skew | -4.82 | 0.06 |
| Kurtosis | 1512.98 | 14.55 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.28% | 1.41% |
| Expected Yearly % | 25.33% | 10.27% |
| Kelly Criterion | 1.92% | 30.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -1.43% |
| Expected Shortfall (cVaR) | -0.85% | -1.43% |
| Year | LTCUSD | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 10.15 | 28.18 | 2.78 | + |
| 2024 | 41.56 | 29.21 | 0.70 | - |
| 2025 | -14.01 | 18.85 | -1.35 | + |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 0.4% | 1.78% |
| 3M | 4.51% | -3.14% |
| 6M | 12.27% | -24.49% |
| YTD | 18.85% | -14.01% |
| 1Y | 16.46% | 14.67% |
| 3Y (ann.) | 48.99% | 18.85% |
| 5Y (ann.) | 48.99% | 18.85% |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -35.48% | -55.8% |
| Longest DD Days | 148.0 | 244.0 |
| Avg. Drawdown | -3.36% | -6.88% |
| Avg. Drawdown Days | 14.0 | 15.0 |
| Recovery Factor | 2.73 | 0.61 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-12 | -35.48 | 98 |
| 2024-06-17 | 2024-11-12 | -24.39 | 148 |
| 2024-12-02 | 2025-02-21 | -16.88 | 80 |
| 2024-04-06 | 2024-06-06 | -14.98 | 61 |
| 2024-03-11 | 2024-03-29 | -9.09 | 18 |
| 2023-10-07 | 2023-10-21 | -7.83 | 14 |
| 2023-11-15 | 2023-12-04 | -6.97 | 18 |
| 2024-01-19 | 2024-02-08 | -5.51 | 19 |
| 2024-01-10 | 2024-01-19 | -3.78 | 9 |
| 2023-12-27 | 2024-01-01 | -3.45 | 5 |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 29.19% | 10.28% |
| Worst Day | -29.17% | -11.9% |
| Best Week | 7.51% | 31.91% |
| Worst Week | -16.67% | -19.48% |
| Best Month | 15.12% | 48.49% |
| Worst Month | -12.19% | -35.2% |
| Best Year | 29.21% | 41.56% |
| Worst Year | 18.85% | -14.01% |
| Avg. Up Day | 2.54% | 1.35% |
| Avg. Down Day | -0.03% | -0.54% |
| Avg. Up Week | 3.26% | 8.27% |
| Avg. Down Week | -4.67% | -5.43% |
| Avg. Up Month | 7.71% | 12.58% |
| Avg. Down Month | -4.87% | -22.32% |
| Win Days % | 3.04% | 50.75% |
| Win Month % | 76.19% | 66.67% |
| Win Week % | 69.23% | 47.25% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 66.67% |