| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 575.82% | 36.07% |
| Max Drawdown | -41.34% | -70.6% |
| Sharpe | 0.65 | 0.28 |
| Sortino | 1.07 | 0.42 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 21.8 | 3.66 |
| Outlier Loss Ratio | 3.7 | 3.38 |
| Volatility (ann.) | 24.05% | 47.98% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.63 | 0.12 |
| Skew | 2.84 | 1.18 |
| Kurtosis | 50.4 | 15.96 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.34% | 0.69% |
| Expected Yearly % | 61.23% | 8.01% |
| Kelly Criterion | 7.47% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.09% |
| Expected Shortfall (cVaR) | -2.03% | -4.09% |
| Year | 11404180:BTCUSD-DOGEUSD | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.57 | 9.28 | -0.18 | + |
| 2023 | 27.54 | 25.98 | 0.94 | - |
| 2024 | 252.28 | 182.79 | 0.72 | - |
| 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.) | 76.24% | 50.78% |
| 5Y (ann.) | 67.44% | 8.66% |
| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| Max Drawdown | -41.34% | -70.6% |
| Longest DD Days | 595.0 | 698.0 |
| Avg. Drawdown | -6.72% | -23.23% |
| Avg. Drawdown Days | 24.0 | 96.0 |
| Recovery Factor | 13.93 | 0.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2024-03-26 | -41.34 | 595 |
| 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 |
| 2022-06-16 | 2022-06-21 | -18.07 | 5 |
| 2025-06-03 | 2025-06-16 | -12.86 | 13 |
| 2022-03-09 | 2022-05-12 | -10.66 | 63 |
| 2024-04-04 | 2024-04-07 | -9.79 | 2 |
| Metric | 11404180:btcusd-dogeusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-DOGEUSD |
|---|---|---|
| Best Day | 21.63% | 33.96% |
| Worst Day | -11.38% | -16.31% |
| Best Week | 41.7% | 88.7% |
| Worst Week | -17.87% | -32.72% |
| Best Month | 42.72% | 161.3% |
| Worst Month | -22.88% | -39.33% |
| Best Year | 182.79% | 252.28% |
| Worst Year | 9.28% | -52.57% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 6.98% | 12.0% |
| Avg. Down Week | -5.54% | -8.03% |
| Avg. Up Month | 11.4% | 38.74% |
| Avg. Down Month | -6.49% | -16.74% |
| Win Days % | 51.37% | 50.23% |
| Win Month % | 59.09% | 48.89% |
| Win Week % | 63.55% | 46.7% |
| Win Quarter % | 81.25% | 37.5% |
| Win Year % | 100.0% | 50.0% |