| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 149.72% | 26.55% |
| Max Drawdown | -29.02% | -70.6% |
| Sharpe | 0.74 | 0.33 |
| Sortino | 1.19 | 0.49 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.4 | 1.15 |
| CPC Index | 0.7 | 0.53 |
| Tail Ratio | 1.13 | 1.09 |
| Outlier Win Ratio | 18.37 | 3.39 |
| Outlier Loss Ratio | 3.55 | 3.37 |
| Volatility (ann.) | 27.14% | 49.66% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.22 | 0.26 |
| Skew | 2.54 | 0.5 |
| Kurtosis | 50.1 | 8.45 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.53% | 1.39% |
| Expected Yearly % | 58.02% | 12.49% |
| Kelly Criterion | 8.58% | 0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.28% | -4.23% |
| Expected Shortfall (cVaR) | -2.28% | -4.23% |
| Year | 11404180:BTCUSD-DOGEUSD | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 98.17 | 43.85 | 0.45 | - |
| 2025 | -36.14 | 73.59 | -2.04 | + |
| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| MTD | 20.27% | -13.53% |
| 3M | 31.31% | -16.61% |
| 6M | 36.77% | 28.03% |
| YTD | 73.59% | -36.14% |
| 1Y | 137.12% | 39.8% |
| 3Y (ann.) | 93.51% | 18.51% |
| 5Y (ann.) | 93.51% | 18.51% |
| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| Max Drawdown | -29.02% | -70.6% |
| Longest DD Days | 123.0 | 330.0 |
| Avg. Drawdown | -7.3% | -15.7% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 5.16 | 0.38 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-03-02 | -29.02 | 46 |
| 2024-06-12 | 2024-10-14 | -22.31 | 123 |
| 2024-12-08 | 2024-12-20 | -21.50 | 12 |
| 2025-03-03 | 2025-06-02 | -20.65 | 91 |
| 2025-06-16 | 2025-08-09 | -18.93 | 53 |
| 2025-06-03 | 2025-06-16 | -12.86 | 13 |
| 2024-12-21 | 2024-12-28 | -9.24 | 7 |
| 2024-11-06 | 2024-12-05 | -8.04 | 28 |
| 2025-01-12 | 2025-01-14 | -7.90 | 2 |
| 2024-06-05 | 2024-06-12 | -7.34 | 6 |
| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| Best Day | 21.63% | 21.63% |
| Worst Day | -11.38% | -16.31% |
| Best Week | 20.18% | 88.7% |
| Worst Week | -17.87% | -25.02% |
| Best Month | 26.4% | 161.3% |
| Worst Month | -13.86% | -38.65% |
| Best Year | 73.59% | 98.17% |
| Worst Year | 43.85% | -36.14% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.67% | -1.76% |
| Avg. Up Week | 7.13% | 10.39% |
| Avg. Down Week | -6.25% | -10.02% |
| Avg. Up Month | 11.17% | 38.91% |
| Avg. Down Month | -7.67% | -24.93% |
| Win Days % | 52.89% | 50.1% |
| Win Month % | 64.71% | 52.94% |
| Win Week % | 70.45% | 45.95% |
| Win Quarter % | 85.71% | 28.57% |
| Win Year % | 100.0% | 50.0% |