Litecoin (LTC) Backtest
Walk-forward validated backtest results for Litecoin. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
•
2 Walk-Forward Folds
•
May 2020 – Apr 2026
•
$55.0000 (-2.08%)
Litecoin (LTC) was created in 2011 by Charlie Lee as a lighter, faster alternative to Bitcoin. With 2.5-minute block times and a supply cap of 84 million, LTC has maintained its position as one of the oldest and most liquid altcoins. Litecoin often leads Bitcoin in halving-cycle price movements and has shown reliable mean-reversion patterns, making it well-suited for systematic trading strategies.
Performance Overview
Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.
Sharpe Ratio
13.05
Win Rate
87.1%
Max Drawdown
-7.7%
Total Trades
627
Sortino Ratio
15.76
Profit Factor
48.66
Exposure
43.1%
Beats B&H
2/2
Equity Curve
Cumulative portfolio growth on a logarithmic scale. Each fold starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.
Regime Breakdown
Performance segmented by market condition. The model adapts entry thresholds, position sizing, and exit timing to each regime. Consistent profitability across all regimes demonstrates true robustness.
| Regime | Trades | Win Rate | Avg PnL | Profit Factor | Avg Bars |
|---|---|---|---|---|---|
| BUBBLE | 333 | 88.9% | +4.26% | 42.28 | 18.3 |
| BULL | 110 | 92.0% | +5.23% | 39.96 | 33.9 |
| SIDEWAYS | 707 | 85.1% | +2.73% | 53.08 | 17.1 |
| BEAR | 104 | 93.3% | +3.43% | 122.20 | 15.9 |
Per-Fold Results
Each fold is an independent out-of-sample test period aligned with a Bitcoin halving cycle. The model is trained on earlier cycles and tested on the next — never seeing the test data during training.
| Fold | Period | Sharpe | Return | MaxDD | Win Rate | Trades | B&H |
|---|---|---|---|---|---|---|---|
| 1 | May '20 – Apr '24 | 12.98 | 223,463,040x | -6.5% | 81.6% | 881 | Yes |
| 2 | Apr '24 – Apr '26 | 13.12 | 9,404x | -7.7% | 92.5% | 373 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Jan 2026 – Apr 2026).
Compound Return
+111.2%
Win Rate
94.0%
47W / 3L
Max Drawdown
-0.7%
€10,000 Invested
€21,123
2.1x return
Based on last 50 trades, compounded sequentially. Past performance does not guarantee future returns.
| Entry | Exit | Entry Price | Exit Price | PnL | Regime | Bars | Exit Reason |
|---|---|---|---|---|---|---|---|
| 13 Apr 2026 08:00 | 13 Apr 2026 19:00 | $53.07 | $53.73 | +1.14% | BEAR | 12 | exit_fp |
| 11 Apr 2026 06:00 | 11 Apr 2026 09:00 | $54.58 | $54.67 | +0.06% | BEAR | 4 | signal |
| 10 Apr 2026 04:00 | 10 Apr 2026 05:00 | $54.56 | $54.63 | +0.03% | BEAR | 2 | signal |
| 09 Apr 2026 01:00 | 09 Apr 2026 15:00 | $53.94 | $54.71 | +1.33% | BEAR | 15 | exit_fp |
| 07 Apr 2026 01:00 | 07 Apr 2026 22:00 | $53.40 | $55.03 | +2.95% | BEAR | 22 | exit_fp |
| 04 Apr 2026 17:00 | 06 Apr 2026 02:00 | $53.66 | $54.34 | +1.17% | BEAR | 34 | exit_fp |
| 02 Apr 2026 13:00 | 04 Apr 2026 04:00 | $51.79 | $53.16 | +2.51% | BEAR | 40 | trail |
| 31 Mar 2026 01:00 | 01 Apr 2026 00:00 | $53.96 | $54.13 | +0.21% | BEAR | 24 | signal |
| 30 Mar 2026 00:00 | 30 Mar 2026 12:00 | $53.65 | $53.95 | +0.46% | BEAR | 13 | signal |
| 28 Mar 2026 02:00 | 28 Mar 2026 12:00 | $53.42 | $54.02 | +1.02% | BEAR | 11 | signal |
| 25 Mar 2026 02:00 | 25 Mar 2026 13:00 | $56.15 | $56.61 | +0.72% | BEAR | 12 | signal |
| 23 Mar 2026 04:00 | 24 Mar 2026 13:00 | $54.15 | $55.51 | +2.37% | BEAR | 34 | trail |
| 22 Mar 2026 13:00 | 22 Mar 2026 15:00 | $54.14 | $54.25 | +0.10% | BEAR | 3 | signal |
| 20 Mar 2026 01:00 | 21 Mar 2026 00:00 | $55.83 | $56.41 | +0.94% | BEAR | 24 | exit_fp |
| 19 Mar 2026 09:00 | 19 Mar 2026 09:00 | $55.63 | $55.63 | -0.10% | BEAR | 1 | signal |
| 17 Mar 2026 13:00 | 17 Mar 2026 13:00 | $57.75 | $57.75 | -0.10% | BEAR | 1 | signal |
| 16 Mar 2026 04:00 | 16 Mar 2026 14:00 | $57.21 | $58.23 | +1.68% | BEAR | 11 | exit_fp |
| 14 Mar 2026 09:00 | 15 Mar 2026 15:00 | $54.50 | $55.10 | +0.96% | BEAR | 31 | trail |
| 12 Mar 2026 20:00 | 13 Mar 2026 12:00 | $54.15 | $56.25 | +3.77% | BEAR | 17 | exit_fp |
| 11 Mar 2026 03:00 | 12 Mar 2026 07:00 | $53.81 | $54.69 | +1.50% | BEAR | 29 | trail |
| 09 Mar 2026 08:00 | 10 Mar 2026 14:00 | $53.42 | $54.89 | +2.65% | BEAR | 31 | exit_fp |
| 08 Mar 2026 17:00 | 08 Mar 2026 19:00 | $52.60 | $53.11 | +0.87% | BEAR | 3 | signal |
| 07 Mar 2026 07:00 | 07 Mar 2026 08:00 | $53.73 | $54.10 | +0.59% | BEAR | 2 | signal |
| 03 Mar 2026 00:00 | 04 Mar 2026 18:00 | $54.64 | $57.05 | +4.31% | BEAR | 43 | exit_fp |
| 01 Mar 2026 20:00 | 02 Mar 2026 11:00 | $52.64 | $53.44 | +1.37% | BEAR | 16 | trail |
| 28 Feb 2026 07:00 | 28 Feb 2026 20:00 | $52.41 | $54.76 | +4.38% | BEAR | 14 | exit_fp |
| 26 Feb 2026 17:00 | 26 Feb 2026 19:00 | $54.64 | $55.74 | +1.91% | BEAR | 3 | signal |
| 24 Feb 2026 06:00 | 25 Feb 2026 16:00 | $50.53 | $58.16 | +14.98% | BEAR | 35 | exit_fp |
| 19 Feb 2026 14:00 | 20 Feb 2026 12:00 | $52.02 | $53.54 | +2.79% | BEAR | 23 | trail |
| 18 Feb 2026 22:00 | 19 Feb 2026 01:00 | $53.21 | $53.61 | +0.65% | BEAR | 4 | signal |
| 16 Feb 2026 14:00 | 16 Feb 2026 21:00 | $54.29 | $55.51 | +2.15% | BEAR | 8 | exit_fp |
| 12 Feb 2026 22:00 | 13 Feb 2026 21:00 | $52.89 | $55.58 | +4.98% | BEAR | 24 | exit_fp |
| 11 Feb 2026 15:00 | 12 Feb 2026 09:00 | $51.24 | $53.51 | +4.33% | BEAR | 19 | exit_fp |
| 09 Feb 2026 09:00 | 09 Feb 2026 18:00 | $53.26 | $54.72 | +2.64% | BEAR | 10 | signal |
| 07 Feb 2026 13:00 | 07 Feb 2026 16:00 | $54.07 | $54.87 | +1.38% | BEAR | 4 | signal |
| 06 Feb 2026 20:00 | 07 Feb 2026 00:00 | $54.95 | $54.56 | -0.81% | BEAR | 5 | signal |
| 06 Feb 2026 01:00 | 06 Feb 2026 05:00 | $50.92 | $52.31 | +2.63% | BEAR | 5 | exit_fp |
| 04 Feb 2026 18:00 | 04 Feb 2026 19:00 | $58.44 | $59.47 | +1.66% | BEAR | 2 | signal |
| 03 Feb 2026 18:00 | 03 Feb 2026 20:00 | $57.03 | $61.02 | +6.89% | BEAR | 3 | signal |
| 02 Feb 2026 07:00 | 02 Feb 2026 12:00 | $58.25 | $59.78 | +2.52% | SIDEWAYS | 6 | exit_fp |
| 01 Feb 2026 15:00 | 01 Feb 2026 18:00 | $58.43 | $59.25 | +1.30% | SIDEWAYS | 4 | signal |
| 31 Jan 2026 17:00 | 01 Feb 2026 02:00 | $58.21 | $59.83 | +2.68% | SIDEWAYS | 10 | exit_fp |
| 30 Jan 2026 07:00 | 30 Jan 2026 11:00 | $64.30 | $64.99 | +0.97% | SIDEWAYS | 5 | signal |
| 27 Jan 2026 13:00 | 27 Jan 2026 14:00 | $68.96 | $69.18 | +0.22% | SIDEWAYS | 2 | signal |
| 25 Jan 2026 20:00 | 27 Jan 2026 00:00 | $65.97 | $69.97 | +5.96% | SIDEWAYS | 29 | exit_fp |
| 23 Jan 2026 20:00 | 24 Jan 2026 14:00 | $67.44 | $68.89 | +2.05% | SIDEWAYS | 19 | exit_fp |
| 22 Jan 2026 16:00 | 23 Jan 2026 07:00 | $68.24 | $68.83 | +0.76% | SIDEWAYS | 16 | signal |
| 20 Jan 2026 21:00 | 21 Jan 2026 19:00 | $67.17 | $69.20 | +2.92% | SIDEWAYS | 23 | exit_fp |
| 19 Jan 2026 01:00 | 19 Jan 2026 18:00 | $69.57 | $71.33 | +2.43% | SIDEWAYS | 18 | exit_fp |
| 15 Jan 2026 16:00 | 16 Jan 2026 21:00 | $72.95 | $75.06 | +2.79% | SIDEWAYS | 30 | exit_fp |
Start Trading Litecoin Smarter
These backtest results demonstrate what our model can do. Get real-time LTC signals delivered to your Telegram with every entry, stop-loss, and take-profit.
87.1% Win Rate
Sharpe 13.05
627 Trades
Free Plan Available
