| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -8.63% | 41.15% |
| Max Drawdown | -56.76% | -70.6% |
| Sharpe | 0.05 | 0.28 |
| Sortino | 0.08 | 0.43 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 1.07 | 1.05 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.05 | 1.01 |
| Outlier Win Ratio | 34.58 | 3.41 |
| Outlier Loss Ratio | 4.2 | 3.22 |
| Volatility (ann.) | 17.89% | 47.91% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.04 | 0.14 |
| Skew | 1.28 | 1.18 |
| Kurtosis | 42.07 | 16.0 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.2% | 0.75% |
| Expected Yearly % | -2.23% | 9.0% |
| Kelly Criterion | -3.75% | 2.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.09% |
| Expected Shortfall (cVaR) | -1.54% | -4.09% |
| Year | 12898583:DOGEUSD | 12898583:dogeusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.47 | -8.75 | 0.18 | + |
| 2023 | 27.54 | 33.74 | 1.23 | + |
| 2024 | 252.28 | 30.14 | 0.12 | - |
| 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.) | 0.68% | 49.53% |
| 5Y (ann.) | -2.4% | 9.72% |
| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| Max Drawdown | -56.76% | -70.6% |
| Longest DD Days | 542.0 | 698.0 |
| Avg. Drawdown | -5.78% | -19.75% |
| Avg. Drawdown Days | 46.0 | 79.0 |
| Recovery Factor | -0.15 | 0.58 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-21 | 2025-10-16 | -56.76 | 542 |
| 2022-02-16 | 2023-01-31 | -24.34 | 349 |
| 2023-03-08 | 2023-04-14 | -13.05 | 36 |
| 2023-07-14 | 2023-11-29 | -11.54 | 138 |
| 2023-12-17 | 2024-02-23 | -9.43 | 68 |
| 2024-04-08 | 2024-04-20 | -8.78 | 12 |
| 2024-03-23 | 2024-03-24 | -6.48 | 1 |
| 2023-04-26 | 2023-05-12 | -4.37 | 16 |
| 2023-05-13 | 2023-06-17 | -4.24 | 35 |
| 2023-02-01 | 2023-02-15 | -4.03 | 14 |
| Metric | 12898583:dogeusd:triple_med_gx:lsma35_110 | 12898583:DOGEUSD |
|---|---|---|
| Best Day | 12.94% | 33.96% |
| Worst Day | -12.2% | -16.31% |
| Best Week | 16.37% | 88.7% |
| Worst Week | -20.25% | -32.72% |
| Best Month | 29.11% | 161.3% |
| Worst Month | -19.54% | -39.33% |
| Best Year | 33.74% | 252.28% |
| Worst Year | -42.47% | -49.47% |
| Avg. Up Day | 1.47% | 1.49% |
| Avg. Down Day | -1.33% | -1.44% |
| Avg. Up Week | 5.5% | 9.5% |
| Avg. Down Week | -5.34% | -9.26% |
| Avg. Up Month | 10.56% | 32.35% |
| Avg. Down Month | -7.59% | -15.26% |
| Win Days % | 45.41% | 50.29% |
| Win Month % | 47.83% | 50.0% |
| Win Week % | 54.1% | 46.97% |
| Win Quarter % | 56.25% | 37.5% |
| Win Year % | 50.0% | 50.0% |