| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 207.85% | 39.1% |
| Max Drawdown | -57.75% | -69.56% |
| Sharpe | 0.78 | 0.56 |
| Sortino | 1.28 | 0.86 |
| Payoff Ratio | 1.24 | 1.06 |
| Profit Factor | 1.23 | 1.09 |
| Common Sense Ratio | 1.42 | 1.09 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 14.76 | 4.02 |
| Outlier Loss Ratio | 3.42 | 3.39 |
| Volatility (ann.) | 68.57% | 95.14% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.62 | 0.13 |
| Skew | 2.2 | 0.88 |
| Kurtosis | 30.93 | 8.27 |
| Expected Daily % | 0.08% | 0.02% |
| Expected Monthly % | 2.53% | 0.74% |
| Expected Yearly % | 32.46% | 8.6% |
| Kelly Criterion | 6.0% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.76% | -8.04% |
| Expected Shortfall (cVaR) | -5.76% | -8.04% |
| Year | 6246247:DOGEUSD | 6246247:dogeusd:triple_gx:lsma165_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.38 | -27.56 | 0.72 | + |
| 2023 | 27.54 | 88.69 | 3.22 | + |
| 2024 | 252.28 | 303.23 | 1.20 | + |
| 2025 | -49.76 | -44.14 | 0.89 | + |
| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| MTD | 0.0% | -14.99% |
| 3M | -5.02% | -30.81% |
| 6M | -7.86% | -28.38% |
| YTD | -44.14% | -49.76% |
| 1Y | -43.44% | -58.47% |
| 3Y (ann.) | 61.91% | 22.15% |
| 5Y (ann.) | 35.74% | 9.38% |
| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| Max Drawdown | -57.75% | -69.56% |
| Longest DD Days | 355.0 | 698.0 |
| Avg. Drawdown | -18.33% | -22.31% |
| Avg. Drawdown Days | 87.0 | 110.0 |
| Recovery Factor | 3.6 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-11-01 | -57.75 | 209 |
| 2025-01-22 | 2025-11-16 | -48.75 | 298 |
| 2022-11-02 | 2023-10-23 | -47.65 | 355 |
| 2024-03-05 | 2024-08-08 | -22.65 | 156 |
| 2023-11-18 | 2024-03-01 | -22.12 | 104 |
| 2024-08-13 | 2024-10-29 | -21.37 | 77 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-14 | 2025-01-21 | -9.29 | 68 |
| 2023-11-12 | 2023-11-16 | -7.69 | 4 |
| 2024-08-09 | 2024-08-12 | -6.43 | 3 |
| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| Best Day | 45.24% | 45.24% |
| Worst Day | -21.48% | -21.48% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -32.72% | -32.72% |
| Best Month | 139.31% | 161.3% |
| Worst Month | -32.2% | -39.33% |
| Best Year | 303.23% | 252.28% |
| Worst Year | -44.14% | -49.76% |
| Avg. Up Day | 4.32% | 4.34% |
| Avg. Down Day | -3.48% | -4.09% |
| Avg. Up Week | 11.4% | 13.54% |
| Avg. Down Week | -6.31% | -9.17% |
| Avg. Up Month | 24.71% | 40.59% |
| Avg. Down Month | -13.63% | -17.56% |
| Win Days % | 47.9% | 50.07% |
| Win Month % | 54.29% | 48.89% |
| Win Week % | 48.57% | 47.45% |
| Win Quarter % | 53.33% | 43.75% |
| Win Year % | 50.0% | 50.0% |