| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -50.49% | 49.12% |
| Max Drawdown | -56.46% | -70.6% |
| Sharpe | -0.52 | 0.38 |
| Sortino | -0.73 | 0.57 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 0.84 | 1.06 |
| Common Sense Ratio | 0.67 | 1.17 |
| CPC Index | 0.36 | 0.5 |
| Tail Ratio | 0.8 | 1.1 |
| Outlier Win Ratio | 32.99 | 3.09 |
| Outlier Loss Ratio | 4.05 | 3.37 |
| Volatility (ann.) | 19.42% | 49.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.68 | 0.45 |
| Skew | 0.85 | 0.5 |
| Kurtosis | 33.48 | 8.28 |
| Expected Daily % | -0.03% | 0.02% |
| Expected Monthly % | -3.83% | 2.24% |
| Expected Yearly % | -29.64% | 22.11% |
| Kelly Criterion | -13.56% | -2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.2% |
| Expected Shortfall (cVaR) | -1.7% | -4.2% |
| Year | 12898583:DOGEUSD | 12898583:dogeusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 139.85 | -13.94 | -0.10 | - |
| 2025 | -37.83 | -42.47 | 1.12 | - |
| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| MTD | 5.19% | -15.82% |
| 3M | -4.76% | -1.58% |
| 6M | -26.96% | 27.68% |
| YTD | -42.47% | -37.83% |
| 1Y | -39.27% | 66.94% |
| 3Y (ann.) | -38.21% | 31.47% |
| 5Y (ann.) | -38.21% | 31.47% |
| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| Max Drawdown | -56.46% | -70.6% |
| Longest DD Days | 497.0 | 326.0 |
| Avg. Drawdown | -11.24% | -13.39% |
| Avg. Drawdown Days | 85.0 | 35.0 |
| Recovery Factor | -0.89 | 0.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-10-16 | -56.46 | 497 |
| 2024-05-01 | 2024-05-13 | -6.97 | 12 |
| 2024-06-03 | 2024-06-05 | -2.28 | 1 |
| 2024-05-13 | 2024-05-14 | -1.47 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.10 | 0 |
| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| Best Day | 12.94% | 21.63% |
| Worst Day | -7.97% | -16.31% |
| Best Week | 15.26% | 88.7% |
| Worst Week | -20.25% | -25.02% |
| Best Month | 17.59% | 161.3% |
| Worst Month | -19.54% | -38.65% |
| Best Year | -13.94% | 139.85% |
| Worst Year | -42.47% | -37.83% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.54% | -1.63% |
| Avg. Up Week | 7.43% | 12.84% |
| Avg. Down Week | -7.97% | -10.59% |
| Avg. Up Month | 10.93% | 21.33% |
| Avg. Down Month | -11.18% | -20.36% |
| Win Days % | 43.56% | 50.23% |
| Win Month % | 33.33% | 55.56% |
| Win Week % | 44.68% | 46.15% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 0.0% | 50.0% |