| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 5.4% | -17.91% |
| Max Drawdown | -49.83% | -54.54% |
| Sharpe | 0.14 | 0.0 |
| Sortino | 0.16 | 0.0 |
| Payoff Ratio | 38.94 | 2.19 |
| Profit Factor | 1.25 | 1.0 |
| Common Sense Ratio | 0.0 | 1.0 |
| CPC Index | 1.39 | 1.1 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 28.32 | 2.05 |
| Outlier Loss Ratio | 20.43 | 2.03 |
| Volatility (ann.) | 16.79% | 19.43% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.25 | -0.65 |
| Skew | -29.42 | -0.09 |
| Kurtosis | 1586.46 | 10.49 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.88% | -3.24% |
| Expected Yearly % | 5.4% | -17.91% |
| Kelly Criterion | 0.37% | 27.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -1.67% |
| Expected Shortfall (cVaR) | -1.44% | -1.67% |
| Year | LTCUSD | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -17.91 | 5.40 | -0.30 | + |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| MTD | 1.07% | -1.17% |
| 3M | -26.1% | -5.75% |
| 6M | 5.4% | -17.91% |
| YTD | 5.4% | -17.91% |
| 1Y | 5.4% | -17.91% |
| 3Y (ann.) | 12.41% | -35.55% |
| 5Y (ann.) | 12.41% | -35.55% |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Max Drawdown | -49.83% | -54.54% |
| Longest DD Days | 82.0 | 147.0 |
| Avg. Drawdown | -3.54% | -5.84% |
| Avg. Drawdown Days | 8.0 | 9.0 |
| Recovery Factor | 0.11 | -0.33 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-06-14 | -49.83 | 82 |
| 2025-01-29 | 2025-02-18 | -10.16 | 20 |
| 2025-02-18 | 2025-02-26 | -8.65 | 7 |
| 2025-03-14 | 2025-03-24 | -1.38 | 9 |
| 2025-01-01 | 2025-01-05 | -0.08 | 4 |
| 2025-01-09 | 2025-01-09 | -0.08 | 0 |
| 2025-01-09 | 2025-01-15 | -0.07 | 5 |
| 2025-01-15 | 2025-01-17 | -0.07 | 1 |
| 2025-01-17 | 2025-01-21 | -0.07 | 4 |
| 2025-01-21 | 2025-01-25 | -0.07 | 3 |
| Metric | ltcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | LTCUSD |
|---|---|---|
| Best Day | 16.87% | 8.63% |
| Worst Day | -43.56% | -11.9% |
| Best Week | 8.29% | 31.91% |
| Worst Week | -32.43% | -19.48% |
| Best Month | 26.46% | 22.14% |
| Worst Month | -32.32% | -35.2% |
| Best Year | 5.4% | -17.91% |
| Worst Year | 5.4% | -17.91% |
| Avg. Up Day | 3.76% | 1.38% |
| Avg. Down Day | -0.1% | -0.63% |
| Avg. Up Week | 4.81% | 12.58% |
| Avg. Down Week | -8.78% | -6.26% |
| Avg. Up Month | 19.96% | 13.19% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 2.86% | 50.38% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 72.0% | 36.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |